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Cournot-Walras Equilibrium as a Subgame Perfect Equilibrium

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Author Info
Busetto, Francesca (University of Udine)
Codognato, Giulio (University of Udine)
Ghosal, Sayantan (Department of Economics, University of Warwick)

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Abstract

In this paper, we investigate the problem of the strategic foundation of the Cournot-Walras equilibrium approach. To this end, we respecify a'la Cournot-Walras the mixed version of a model of simultaneous, noncooperative exchange, originally proposed by Lloyd S.Shapley. We show, through an example, that the set of the Cournot-Walras equilibrium allocations of this respecification does not coincide with the set of the Cournot-Nash equilibrium allocations of the mixed version of the original Shapley's model. As the nonequivalence, in a one-stage setting, can be explained by the intrinsic two-stage nature of the Cournot-Walras equilibrium concept, we are led to consider a further reformulation of the Shapley's model as a two-stage game, where the atoms move in the first stage and the atomless sector moves in the second stage. Our main result shows that the set of the Cournot-Walras equilibrium allocations coincides with a specific set of subgame perfect equilibrium allocations of this two-stage game, which we call the set of the Pseudo-Markov perfect equilibrium allocations.

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Paper provided by University of Warwick, Department of Economics in its series The Warwick Economics Research Paper Series (TWERPS) with number 837.

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Length: 23 pages
Date of creation: 2008
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Handle: RePEc:wrk:warwec:837

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Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies

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  1. Busetto, Francesca & Codognato, Giulio & Ghosal, Sayantan, 2008. "Noncooperative Oligopoly in Markets with a Continuum of Traders," The Warwick Economics Research Paper Series (TWERPS) 866, University of Warwick, Department of Economics. [Downloadable!]
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This page was last updated on 2009-11-30.


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