IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

On durable goods monopolies and the Coase-Conjecture

Listed author(s):
  • Klaus Ritzberger


    (Institute for Advanced Studies, Department of Economics, Stumpergasse 56, A-1060 Vienna, Austria)

  • Werner Güth

    (Humboldt-Universität zu Berlin, Institut für Wirtschaftstheorie III, Spandauer Strasse 1, D-10178 Berlin, Germany)

Consider the durable goods monopoly game with uniformly distributed consumers' valuations. To establish the Coase-Conjecture in this context takes an infinite time horizon and a negligible delay between market rounds. An infinite time horizon or patience of market participants alone are not sufficient for the Coase-Conjecture, nor is an arbitrarily small delay between price offers within a finite time horizon.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: Access to the full text of the articles in this series is restricted

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Article provided by Springer & Society for Economic Design in its journal Review of Economic Design.

Volume (Year): 3 (1998)
Issue (Month): 3 ()
Pages: 215-236

in new window

Handle: RePEc:spr:reecde:v:3:y:1998:i:3:p:215-236
Note: Received: 20 March 1996 / Accepted: 15 December 1997
Contact details of provider: Web page:

Web page:

Order Information: Web:

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:spr:reecde:v:3:y:1998:i:3:p:215-236. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)

or (Rebekah McClure)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.