Report NEP-CTA-2015-02-28This is the archive for NEP-CTA, a report on new working papers in the area of Contract Theory & Applications. Guillem Roig issued this report. It is usually issued weekly.
The following items were announced in this report:
- Daniel Garrett & Alessandro Pavan, 2014. "Dynamic Managerial Compensation: On the Optimality of Seniority-based Schemes," Discussion Papers 1579, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Jia Xie, 2015. "Information, Risk Sharing and Incentives in Agency Problems," Staff Working Papers 15-7, Bank of Canada.
- Johannes Horner & Larry Samuelson, 2015. "Dynamic Moral Hazard without Commitment," Cowles Foundation Discussion Papers 1989, Cowles Foundation for Research in Economics, Yale University.
- Yingni Guo & Johannes Horner, 2015. "Dynamic Mechanisms without Money," Cowles Foundation Discussion Papers 1985, Cowles Foundation for Research in Economics, Yale University.
- Garicano, Luis & Rayo, Luis, 2015. "Why organizations fail: models and cases," CEPR Discussion Papers 10395, C.E.P.R. Discussion Papers.
- Hector Chade, 2014. "Competing Teams," 2014 Meeting Papers 1179, Society for Economic Dynamics.
- Jaume Ventura & Alberto Martin, 2015. "The International Transmission of Credit Bubbles: Theory and Policy," NBER Working Papers 20933, National Bureau of Economic Research, Inc.
- Marti Mestieri, 2014. "Wealth Distribution and Human Capital: How Borrowing Constraints Shape Educational Systems," 2014 Meeting Papers 1114, Society for Economic Dynamics.
- Pierpaolo Battigalli & Martin Dufwenberg & Alec Smith, 2015. "Frustration and Anger in Games," Working Papers 539, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Ricardo J Caballero & Emmanuel Farhi, "undated". "The Safety Trap," Working Paper 233766, Harvard University OpenScholar.
- Martin L. Weitzman, 2015. "Voting on Prices vs. Voting on Quantities in a World Climate Assembly," NBER Working Papers 20925, National Bureau of Economic Research, Inc.