Persistent Private Information

Citations

Cited by:

1. Giat, Yahel & Subramanian, Ajay, 2013. "Dynamic contracting under imperfect public information and asymmetric beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2833-2861.
2. Marina Halac & Pierre Yared, 2014. "Fiscal Rules and Discretion Under Persistent Shocks," Econometrica, Econometric Society, vol. 82(5), pages 1557-1614, September.
   • Marina Halac & Pierre Yared, 2014. "Fiscal Rules and Discretion Under Persistent Shocks," Econometrica, Econometric Society, vol. 82, pages 1557-1614, September.
   • Marina Halac & Pierre Yared, 2012. "Fiscal Rules and Discretion under Persistent Shocks," NBER Working Papers 18545, National Bureau of Economic Research, Inc.
   • Halac, Marina & Yared, Pierre, 2013. "Fiscal Rules and Discretion under Persistent Shocks," The Warwick Economics Research Paper Series (TWERPS) 1014, University of Warwick, Department of Economics.
   • Halac, Marina & Yared, Pierre, 2012. "Fiscal Rules and Discretion under Persistent Shocks," Economic Research Papers 270535, University of Warwick - Department of Economics.
3. Thibaut Mastrolia & Dylan Possamaï, 2018. "Moral Hazard Under Ambiguity," Journal of Optimization Theory and Applications, Springer, vol. 179(2), pages 452-500, November.
4. Messa, Alexandre, 2015. "Security design and capital structure of business groups," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 163-179.
5. Noah Williams & Rui Li, 2014. "Optimal Unemployment Insurance and Cyclical Fluctuations," 2014 Meeting Papers 804, Society for Economic Dynamics.
   • Rui Li & Noah Williams, 2015. "Optimal unemployment insurance and cyclical fluctuations," FRB Atlanta CQER Working Paper 2015-2, Federal Reserve Bank of Atlanta.
6. , & ,, 2014. "Dynamic contracts when agent's quality is unknown," Theoretical Economics, Econometric Society, vol. 9(3), September.
   • Prat, Julien & Jovanovic, Boyan, 2010. "Dynamic Incentive Contracts under Parameter Uncertainty," IZA Discussion Papers 5323, Institute of Labor Economics (IZA).
   • Jovanovic, Boyan & Prat, Julien, 2010. "Dynamic Incentive Contracts under Parameter Uncertainty," CEPR Discussion Papers 8136, C.E.P.R. Discussion Papers.
   • Julien Prat & Boyan Jovanovic, 2010. "Dynamic Incentive Contracts Under Parameter Uncertainty," NBER Working Papers 16649, National Bureau of Economic Research, Inc.
   • Julien Prat, 2011. "Dynamic Incentive Contracts Under Parameter Uncertainty," 2011 Meeting Papers 249, Society for Economic Dynamics.
7. Cetemen, Doruk & Feng, Felix Zhiyu & Urgun, Can, 2023. "Renegotiation and dynamic inconsistency: Contracting with non-exponential discounting," Journal of Economic Theory, Elsevier, vol. 208(C).
   • Doruk Cetemen & Felix Zhiyu Feng & Can Urgun, 2021. "Renegotiation and Dynamic Inconsistency: Contracting with Non-Exponential Discounting," Working Papers 2021-58, Princeton University. Economics Department..
8. Bergemann, Dirk & Pavan, Alessandro, 2015. "Introduction to Symposium on Dynamic Contracts and Mechanism Design," Journal of Economic Theory, Elsevier, vol. 159(PB), pages 679-701.
9. Golosov, M. & Tsyvinski, A. & Werquin, N., 2016. "Recursive Contracts and Endogenously Incomplete Markets," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 725-841, Elsevier.
   • Mikhail Golosov & Aleh Tsyvinski & Nicolas Werquin, 2016. "Recursive Contracts and Endogenously Incomplete Markets," NBER Working Papers 22012, National Bureau of Economic Research, Inc.
10. repec:zbw:bofrdp:2017_015 is not listed on IDEAS
11. Miao, Jianjun & Zhang, Yuzhe, 2015. "A duality approach to continuous-time contracting problems with limited commitment," Journal of Economic Theory, Elsevier, vol. 159(PB), pages 929-988.
    • Jianjun Miao & Yuzhe Zhang, 2013. "A Duality Approach to Continuous- Time Contracting Problems with Limited Commitment," Boston University - Department of Economics - Working Papers Series 2013-008, Boston University - Department of Economics.
    • Yuzhe Zhang & Jianjun Miao, 2014. "A Duality Approach to Continuous-Time Contracting Problems with Limited Commitment," 2014 Meeting Papers 650, Society for Economic Dynamics.
12. Michail Anthropelos & Constantinos Kardaras, 2017. "Equilibrium in risk-sharing games," Finance and Stochastics, Springer, vol. 21(3), pages 815-865, July.
13. Tao Zhang & Quanyan Zhu, 2019. "On Incentive Compatibility in Dynamic Mechanism Design With Exit Option in a Markovian Environment," Papers 1909.13720, arXiv.org, revised May 2021.
14. Zhiguo He & Bin Wei & Jianfeng Yu & Feng Gao, 2017. "Optimal Long-Term Contracting with Learning," The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2006-2065.
    • Jianfeng Yu & Bin Wei & Zhiguo He, 2012. "Optimal Long-term Contracting with Learning," 2012 Meeting Papers 221, Society for Economic Dynamics.
    • Feng Gao & Zhiguo He & Bin Wei & Jianfeng Yu, 2016. "Optimal Long-Term Contracting with Learning," FRB Atlanta Working Paper 2016-10, Federal Reserve Bank of Atlanta.
15. Villeneuve, Stéphane & Abi Jaber, Eduardo, 2022. "Gaussian Agency problems with memory and Linear Contracts," TSE Working Papers 22-1363, Toulouse School of Economics (TSE).
16. Bhaskar, V. & Mailath, George J., 2019. "The curse of long horizons," Journal of Mathematical Economics, Elsevier, vol. 82(C), pages 74-89.
    • Bhaskar, Venkataraman & Mailath, George J., 2016. "The curse of long horizons," CEPR Discussion Papers 11431, C.E.P.R. Discussion Papers.
    • Venkataraman Bhaskar & George Mailath, 2016. "The Curse of Long Horizons," PIER Working Paper Archive 16-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 24 Jul 2016.
    • V. Bhaskar & George J. Mailath, 2016. "The Curse of Long Horizons," PIER Working Paper Archive 18-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Dec 2018.
17. Guillermo Alonso Alvarez & Sergey Nadtochiy, 2023. "Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal," Papers 2307.07010, arXiv.org.
18. Eduardo Abi Jaber & St'ephane Villeneuve, 2022. "Gaussian Agency problems with memory and Linear Contracts," Papers 2209.10878, arXiv.org.
19. Francesc Dilmé & Daniel F. Garrett, 2023. "Relational Contracts: Public versus Private Savings," Econometrica, Econometric Society, vol. 91(3), pages 1025-1075, May.
    • Francesc Dilmé & Daniel Garrett, 2019. "Relational Contracts: Public Versus Private Savings," CRC TR 224 Discussion Paper Series crctr224_2019_132, University of Bonn and University of Mannheim, Germany.
    • Francesc Dilmé & Daniel Garrett, 2022. "Relational Contracts: Public versus Private Savings," ECONtribute Discussion Papers Series 192, University of Bonn and University of Cologne, Germany.
    • Garrett, Daniel & Dilmé, Francesc, 2020. "Relational Contracts: Public versus Private Savings," CEPR Discussion Papers 14722, C.E.P.R. Discussion Papers.
20. Arie, Guy, 2016. "Dynamic costs and moral hazard: A duality-based approach," Journal of Economic Theory, Elsevier, vol. 166(C), pages 1-50.
21. Tak-Yuen Wong, 2019. "Dynamic Agency and Endogenous Risk-Taking," Management Science, INFORMS, vol. 65(9), pages 4032-4048, September.
22. Jean-Paul Décamps & Stéphane Villeneuve, 2019. "A two-dimensional control problem arising from dynamic contracting theory," Finance and Stochastics, Springer, vol. 23(1), pages 1-28, January.
    • Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," TSE Working Papers 18-884, Toulouse School of Economics (TSE).
    • Décamps, Jean-Paul & Villeneuve, Stéphane, 2018. "A two-dimensional control problem arising from dynamic contracting theory," IDEI Working Papers 880, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Jean-Paul Décamps & Stéphane Villeneuve, 2019. "A two-dimensional control problem arising from dynamic contracting theory," Post-Print halshs-02282092, HAL.
23. Orlov, Dmitry, 2022. "Frequent monitoring in dynamic contracts," Journal of Economic Theory, Elsevier, vol. 206(C).
24. Chen, Yi, 2022. "Dynamic delegation with a persistent state," Theoretical Economics, Econometric Society, vol. 17(4), November.
25. Abdoulaye Ndiaye, 2017. "Flexible Retirement and Optimal Taxation," Working Paper Series WP-2018-18, Federal Reserve Bank of Chicago.
    • Ndiaye, Abdoulaye, 2018. "Flexible Retirement and Optimal Taxation," MPRA Paper 102651, University Library of Munich, Germany, revised 14 Aug 2020.
    • Abdoulaye Ndiaye, 2018. "Flexible Retirement and Optimal Taxation," 2018 Meeting Papers 535, Society for Economic Dynamics.
26. Piskorski, Tomasz & Westerfield, Mark M., 2016. "Optimal dynamic contracts with moral hazard and costly monitoring," Journal of Economic Theory, Elsevier, vol. 166(C), pages 242-281.
27. B. Ravikumar & Raymond Riezman & Yuzhe Zhang, 2022. "Private Information and Optimal Infant Industry Protection," Working Papers 2022-013, Federal Reserve Bank of St. Louis, revised 18 Apr 2024.
    • B. Ravikumar & Raymond G. Riezman & Yuzhe Zhang, 2022. "Private Information and Optimal Infant Industry Protection," CESifo Working Paper Series 9772, CESifo.
28. Xi Chen & Yu Chen & Xuhu Wan, 2018. "Delegated Project Search," Graz Economics Papers 2018-11, University of Graz, Department of Economics.
29. Vasama, Suvi, 2017. "On moral hazard and persistent private information," Research Discussion Papers 15/2017, Bank of Finland.
30. Maideu-Morera, Gerard, 2024. "Firm Size and Compensation Dynamics with Risk Aversion and Persistent Private Information," TSE Working Papers 24-1535, Toulouse School of Economics (TSE).
31. Ravikumar, B. & ,, 2012. "Optimal auditing and insurance in a dynamic model of tax compliance," Theoretical Economics, Econometric Society, vol. 7(2), May.
    • B. Ravikumar & Yuzhe Zhang, 2011. "Optimal auditing and insurance in a dynamic model of tax compliance," Working Papers 2011-020, Federal Reserve Bank of St. Louis.
32. repec:zbw:bofrdp:2017_014 is not listed on IDEAS
33. Zhang, Yuzhe, 2009. "Dynamic contracting with persistent shocks," Journal of Economic Theory, Elsevier, vol. 144(2), pages 635-675, March.
    • Zhang, Yuzhe, 2009. "Dynamic Contracting with Persistent Shocks," MPRA Paper 23108, University Library of Munich, Germany.
34. Olivier Rubel & Ashutosh Prasad, 2016. "Dynamic Incentives in Sales Force Compensation," Marketing Science, INFORMS, vol. 35(4), pages 676-689, July.
35. Tao Zhang & Quanyan Zhu, 2022. "On Incentive Compatibility in Dynamic Mechanism Design With Exit Option in a Markovian Environment," Dynamic Games and Applications, Springer, vol. 12(2), pages 701-745, June.
36. Ryota Iijima & Akitada Kasahara, 2016. "Gradual Adjustment and Equilibrium Uniqueness under Noisy Monitoring," ISER Discussion Paper 0965, Institute of Social and Economic Research, Osaka University.
37. Vasama, Suvi, 2017. "Contracting with long-term consequences," Research Discussion Papers 14/2017, Bank of Finland.
38. Martin Dumav, 2021. "Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions," Papers 2110.15229, arXiv.org.
39. Jakša Cvitanić & Xuhu Wan & Huali Yang, 2013. "Dynamics of Contract Design with Screening," Management Science, INFORMS, vol. 59(5), pages 1229-1244, May.
40. Eduardo Abi Jaber & Stéphane Villeneuve, 2022. "Gaussian Agency problems with memory and Linear Contracts," Post-Print hal-03783062, HAL.
41. Krasikov, Ilia & Lamba, Rohit, 2021. "A theory of dynamic contracting with financial constraints," Journal of Economic Theory, Elsevier, vol. 193(C).
42. Vasama, Suvi, 2017. "On moral hazard and persistent private information," Bank of Finland Research Discussion Papers 15/2017, Bank of Finland.
43. Rui Li, 2018. "Could Risk Management Be Harmful to Firms?," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 247-263, May.
44. Long Gao, 2023. "Optimal Incentives for Salespeople with Learning Potential," Management Science, INFORMS, vol. 69(6), pages 3285-3296, June.
45. Eduardo Abi Jaber & Stéphane Villeneuve, 2022. "Gaussian Agency problems with memory and Linear Contracts," Working Papers hal-03783062, HAL.
46. Williams, Noah, 2015. "A solvable continuous time dynamic principal–agent model," Journal of Economic Theory, Elsevier, vol. 159(PB), pages 989-1015.
47. Lensman, Todd & Troshkin, Maxim, 2022. "Implications of uncertainty for optimal policies," Journal of Economic Theory, Elsevier, vol. 199(C).
48. Emma Hubert, 2020. "Continuous-time incentives in hierarchies," Papers 2007.10758, arXiv.org.
49. Jessica Martin & Stéphane Villeneuve, 2023. "Risk-sharing and optimal contracts with large exogenous risks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 1-43, June.
50. Jessica Martin & Stéphane Villeneuve, 2023. "Risk-sharing and optimal contracts with large exogenous risks," Post-Print hal-04164688, HAL.
51. Hengjie Ai & Rui Li, 2012. "Moral hazard, investment, and firm dynamics," FRB Atlanta CQER Working Paper 2012-01, Federal Reserve Bank of Atlanta.
52. Dylan Possamai & Nizar Touzi, 2020. "Is there a Golden Parachute in Sannikov's principal-agent problem?," Papers 2007.05529, arXiv.org, revised Oct 2022.