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Learning from Private and Public Observation of Other's Actions

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Author Info
Amador, Manuel
Weill, Pierre-Olivier

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Abstract

We study how a continuum of agents learn about disseminated information by observing others’ actions. Every period each agent observes a public and private noisy signal centered around the aggregate action taken by the population. The public signal represents an endogenous aggregate variable such as a price or a quantity. The private signal represents the information gathered through private communication and local interactions. We identify conditions such that the average learning curve is S-shaped: learning is slow initially, intensifies rapidly, and finally converges slowly to the truth. We show that increasing public information always slows down learning in the long run and, under some conditions, reduces welfare. Lastly, optimal diffusion of information requires that agents “strive to be different”: agents need to be rewarded for choosing actions away from the population average.

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File URL: http://mpra.ub.uni-muenchen.de/109/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 109.

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Date of creation: 15 Jun 2006
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Handle: RePEc:pra:mprapa:109

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Related research
Keywords: Learning externality welfare cost of public information

Find related papers by JEL classification:
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General

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  1. Fogli, Alessandra & Veldkamp, Laura, 2007. "Nature or Nurture? Learning and Female Labour Force Dynamics," CEPR Discussion Papers 6324, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Alessandra Fogli & Laura Veldkamp, 2008. "Nature or Nurture? Learning and the Geography of Female Labor Force Participation," NBER Working Papers 14097, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Sorensen, Morten, 2007. "Learning by Investing: Evidence from Venture Capital," SIFR Research Report Series 53, Swedish Institute for Financial Research. [Downloadable!]
  4. Raquel Fernandez, 2007. "Culture as Learning: The Evolution of Female Labor Force Participation over a Century," NBER Working Papers 13373, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. George-Marios Angeletos & Alessandro Pavan, 2007. "Policy with Dispersed Information," NBER Working Papers 13590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Guido Lorenzoni, 2007. "News Shocks and Optimal Monetary Policy," NBER Working Papers 12898, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Fernández, Raquel, 2007. "Culture as Learning: The Evolution of Female Labour Force Participation Over a Century," CEPR Discussion Papers 6451, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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