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The Edgeworth exchange formulation of bargaining models and market experiments

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Author Info
Steven Gjerstad (University of Arizona)
Jason Shachat (T.J. Watson Research Center, IBM)

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Abstract

We construct Edgeworth exchange economies equivalent to demand and supply environments typically used in bargaining models and market experiments. This formulation clearly delineates environment, institution, and behavior for these models and experiments. To illustrate, we examine results by Gode and Sunder, who simulate random behavior in a double auction and argue that this institution leads to an efficient allocation, even in the absence of rationality. We use the Edgeworth exchange representation of their economic environment to demonstrate that they model individually rational behavior, and show that their model is a special case of theoretical results by Hurwicz, Radner, and Reiter.

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File URL: http://129.3.20.41/eps/mic/papers/0304/0304004.pdf
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Paper provided by EconWPA in its series Microeconomics with number 0304004.

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Length: 12 pages
Date of creation: 10 Apr 2003
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Handle: RePEc:wpa:wuwpmi:0304004

Note: Type of Document - PDF file (from LaTeX); prepared on MikTex (LaTeX for PC); to print on HP/PostScript; pages: 12 ; figures: included. This paper is a substantial revision of ``A General Equilibrium Structure for Induced Supply and Demand" (UCSD Economics Discussion Paper 96-35).
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Web page: http://129.3.20.41

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Related research
Keywords: Double auction; Market experiment; Edgeworth exchange; Bounded rationality;

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Find related papers by JEL classification:
C78 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Bargaining Theory; Matching Theory
C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
D44 - Microeconomics - - Market Structure and Pricing - - - Auctions
D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies

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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. Rustichini, Aldo & Satterthwaite, Mark A & Williams, Steven R, 1994. "Convergence to Efficiency in a Simple Market with Incomplete Information," Econometrica, Econometric Society, vol. 62(5), pages 1041-63, September. [Downloadable!] (restricted)
  2. Smith, Vernon L, 1982. "Microeconomic Systems as an Experimental Science," American Economic Review, American Economic Association, vol. 72(5), pages 923-55, December. [Downloadable!] (restricted)
  3. Hurwicz, Leonid & Radner, Roy & Reiter, Stanley, 1975. "A Stochastic Decentralized Resource Allocation Process: Part II," Econometrica, Econometric Society, vol. 43(3), pages 363-93, May. [Downloadable!] (restricted)
    Other versions:
  4. Gjerstad, S. & Dickhaut, J., 1995. "Price Formation in Double Auctions," Papers 284, Minnesota - Center for Economic Research.
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  5. Hurwicz, Leonid, 1995. "What is the Coase Theorem?," Japan and the World Economy, Elsevier, vol. 7(1), pages 49-74, May. [Downloadable!] (restricted)
  6. Plott, Charles R, 1982. "Industrial Organization Theory and Experimental Economics," Journal of Economic Literature, American Economic Association, vol. 20(4), pages 1485-1527, December. [Downloadable!] (restricted)
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