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A General Model of Coexisting Hidden Action and Hidden Information

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Author Info
Suren Basov
Peter Bardsley

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Abstract

We consider a general agency model with coexisting hidden action and hidden information. We prove that, with minor technical qualifications, independence of the production technology from the consumer type is necessary and sufficient for welfare irrelevance of hidden action. Our result clarifies and confirms the main conclusion drawn in the existing literature on mixed models, that if the parties are risk neutral and the production technology is not correlated with private information, then hidden action is irrelevant. However it makes it clear that even under risk neutrality this conclusion does not extend to the correlated case, which in practice occurs quite frequently. We illustrate it with a realistic example where neither hidden action nor hidden information on their own lead to welfare losses, while their combination does.

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File URL: http://www.economics.unimelb.edu.au/SITE/research/workingpapers/wp05/958.pdf
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Publisher Info
Paper provided by The University of Melbourne in its series Department of Economics - Working Papers Series with number 958.

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Length: 42 pages
Date of creation: 2005
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Handle: RePEc:mlb:wpaper:958

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Related research
Keywords: hidden action hidden information Fredholmintegral equations of the first type.

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Find related papers by JEL classification:
C6 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming
D8 - Microeconomics - - Information, Knowledge, and Uncertainty

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Melumad, Nahum D. & Reichelstein, Stefan, 1989. "Value of communication in agencies," Journal of Economic Theory, Elsevier, vol. 47(2), pages 334-368, April. [Downloadable!] (restricted)
  2. Guesnerie, Roger & Picard, Pierre & Rey, Patrick, 1989. "Adverse selection and moral hazard with risk neutral agents," European Economic Review, Elsevier, vol. 33(4), pages 807-823, April. [Downloadable!] (restricted)
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  3. Picard Pierre, 1986. "On the design of incentive schemes under moral hazard and adverse selection," CEPREMAP Working Papers (Couverture Orange) 8602, CEPREMAP.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Suren Basov, 2006. "Non-monotone Incentives in a Model of Coexisting Hidden Action and Hidden Information," Department of Economics - Working Papers Series 979, The University of Melbourne. [Downloadable!]
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