IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this paper or follow this series

Free Trade Agreements as dynamic farsighted networks

  • James Lake

    ()

    (Southern Methodist University)

In the presence of multilateral negotiations, are Free Trade Agreements (FTAs) necessary for, or will they prevent, free trade? This question is explored using a novel dynamic network theoretic model where countries are farsighted and asymmetric in terms of market size. I develop a new equilibrium concept that endogenizes the order of negotiations. FTAs are necessary for free trade when there are two small countries and one large country but FTAs prevent free trade when there are two large countries and one small country. The model provides insights into the dynamics of recent trade negotiations involving the US.

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: ftp://ftp1.economics.smu.edu/WorkingPapers/2013/LAKE/LAKE-2013-04.pdf
Download Restriction: no

Paper provided by Southern Methodist University, Department of Economics in its series Departmental Working Papers with number 1304.

as
in new window

Length:
Date of creation: Jun 2013
Date of revision:
Handle: RePEc:smu:ecowpa:1304
Contact details of provider: Postal: Department of Economics, P.O. Box 750496, Southern Methodist University, Dallas, TX 75275-0496
Phone: 214-768-2715
Fax: 214-768-1821
Web page: http://www.smu.edu/economics

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:smu:ecowpa:1304. 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: (Bo Chen)

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.