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Bargaining with Incomplete Information

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Author Info
Lawrence M. Ausubel () (Economics Department, University of Maryland)
Peter Cramton () (Economics Department, University of Maryland)
Raymond J. Deneckere ()

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Abstract

A central question in economics is understanding the difficulties that parties have in reaching mutually beneficial agreements. Informational differences provide an appealing explanation for bargaining inefficiencies. This chapter provides an overview of the theoretical and empirical literature on bargaining with incomplete information. The chapter begins with an analysis of bargaining within a mechanism design framework. A modern development is provided of the classic result that, given two parties with independent private valuations, ex post efficiency is attainable if and only if it is common knowledge that gains from trade exist. The classic problems of efficient trade with one-sided incomplete information but interdependent valuations, and of efficiently dissolving a partnership with two-sided incomplete information, are also reviewed using mechanism design. The chapter then proceeds to study bargaining where the parties sequentially exchange offers. Under one-sided incomplete information, it considers sequential bargaining between a seller with a known valuation and a buyer with a private valuation. When there is a "gap" between the seller's valuation and the support of buyer valuations, the seller-offer game has essentially a unique sequential equilibrium. This equilibrium exhibits the following properties: it is stationary, trade occurs in finite time, and the price is favorable to the informed party (the Coase Conjecture). The alternating-offer game exhibits similar properties, when a refinement of sequential equilibrium is applied. However, in the case of "no gap" between the seller's valuation and the support of buyer valuations, the bargaining does not conclude with probability one after any finite number of periods, and it does not follow that sequential equilibria need be stationary. If stationarity is nevertheless assumed, then the results parallel those for the "gap" case. However, if stationarity is not assumed, then instead a folk theorem obtains, so substantial delay is possible and the uninformed party may receive substantial surplus. The chapter also briefly sketches results for sequential bargaining with two-sided incomplete information. Finally, it reviews the empirical evidence on strategic bargaining with private information by focusing on one of the most prominent examples of bargaining: union contract negotiations.

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File URL: http://www.cramton.umd.edu/papers2000-2004/ausubel-cramton-deneckere-bargaining-with-incomplete-information.pdf
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Publisher Info
Paper provided by University of Maryland, Department of Economics - Peter Cramton in its series Papers of Peter Cramton with number 02barg.

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Length: 54 pages
Date of creation: 2002
Date of revision: 12 Mar 2001
Publication status: Published in Robert J. Aumann and Sergiu Hart, eds., Handbook of Game Theory, Vol. 3, Amsterdam: Elsevier Science B.V., Chapter 50, 1897-1945, 2002
Handle: RePEc:pcc:pccumd:02barg

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Postal: Economics Department, University of Maryland, College Park, MD 20742-7211
Phone: (202) 318-0520
Fax: (202) 318-0520
Web page: http://www.cramton.umd.edu

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Related research
Keywords: Bargaining Delay Incomplete Information

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Find related papers by JEL classification:
C78 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Bargaining Theory; Matching Theory
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information

Cited by:
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  1. Paul Schweinzer, 2006. "Sequential bargaining with pure common values," Discussion Papers 137, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
  2. Peter Cramton, 1985. "Sequential Bargaining Mechanisms," Papers of Peter Cramton 85roth, University of Maryland, Department of Economics - Peter Cramton, revised 09 Jun 1998. [Downloadable!]
  3. Peter Cramton & J. Gregory Dees, 1991. "Shrewd Bargaining on the Moral Frontier: Toward a Theory of Morality in Pratice," Papers of Peter Cramton 91beq, University of Maryland, Department of Economics - Peter Cramton, revised 09 Jun 1998. [Downloadable!]
  4. D. Abreu & D. Pearce, 1999. "A Behavioral Model of Bargaining with Endogenous Types," Princeton Economic Theory Papers 00s15, Economics Department, Princeton University.
    Other versions:
  5. Daniel Friedman & Donald Wittman, 2003. "Litigation With Symmetric Bargaining And Two-Sided Incomplete Information," Santa Cruz Department of Economics, Working Paper Series 1038, Department of Economics, UC Santa Cruz. [Downloadable!]
    Other versions:
  6. Lawrence M. Ausubel & Raymond J. Deneckere, 1988. "Efficient Sequential Bargaining," Discussion Papers 804, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  7. Christopher J. Tyson, 2004. "Iterative Dominance and Sequential Bargaining," Economics Papers 2004-W23, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  8. Paul Schweinzer, 2006. "Sequential bargaining with pure common values and incomplete information on both sides," Discussion Papers 136, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
  9. Lawrence M. Ausubel & Raymond J. Deneckere, 1987. "A Direct Mechanism Characterization of Sequential Bargaining With One-Sided Incomplete Information," Discussion Papers 728, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  10. David Card, 1988. "Strikes and Wages: A Test of a Signalling Model," NBER Working Papers 2550, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. James Andreoni & Ray D Madoff, 2007. "Overconfdence and Judicial Discretion: Do Winner-take-all Rules Discourage Pre-trial Agreement?," Levine's Bibliography 843644000000000198, UCLA Department of Economics. [Downloadable!]
  12. Peter Cramton, 1992. "Strategic Delay in Bargaining with Two-Sided Uncertainty," Papers of Peter Cramton 92res, University of Maryland, Department of Economics - Peter Cramton, revised 09 Jun 1998. [Downloadable!]
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  13. Santiago Sanchez-Pages, 2004. "The use of conflict as a bargaining tool against unsophisticated opponents," ESE Discussion Papers 99, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
  14. Joseph S. Tracy, 1988. "Testing Strategic Bargaining Models Using Stock Market Data," NBER Working Papers 2754, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  15. Eric Rasmusen & ., 1995. "A Model of Negotiation, Not Bargaining," Game Theory and Information 9506001, EconWPA, revised 14 Jun 1995. [Downloadable!]
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  16. Andrew F. Daughety & Jennifer F. Reinganum, 1994. "Settlement Negotiations with Two-Sided Asymmetric Information: Model Duality, Information Distribution and Efficiency," Game Theory and Information 9403009, EconWPA. [Downloadable!]
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  17. Xavier Jarque & Clara Ponsat?Author-Name: Jozsef Sakovics, 2001. "Mediation: Incomplete information bargaining with," UFAE and IAE Working Papers 502.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
  18. François Ortalo-Magné & Antonio Merlo, 2002. "Bargaining over Residential Real Estate: Evidence from England," Wisconsin-Madison CULER working papers 02-02, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
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  19. Lawrence M. Ausubel & Raymond J. Deneckere, 1988. "Stationary Sequential Equilibria in Bargaining With Two-Sided Incomplete Information," Discussion Papers 784, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  20. Meghan Busse & Florian Zettelmeyer & Jorge Silva-Risso, 2004. "$1000 Cash Back: Asymmetric Information in Auto Manufaturer Promotions," NBER Working Papers 10887, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  21. Peter Cramton, 1984. "Bargaining with Incomplete Information: An Infinite-Horizon Model with Two-Sided Uncertainty," Papers of Peter Cramton 84res, University of Maryland, Department of Economics - Peter Cramton, revised 09 Jun 1998. [Downloadable!]
    Other versions:
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