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We study optimal taxation when citizens are not fully confident that the government will transform tax revenue into useful public goods. In an otherwise standard Ramsey framework, a representative agent values a public good financed by…

Theoretical Economics · Economics 2025-11-17 Emin Ablyatifov , Georgy Lukyanov

A patient firm interacts with a sequence of consumers. The firm is either an honest type who supplies high quality and never erases its records, or an opportunistic type who chooses what quality to supply and may erase its records at a low…

Theoretical Economics · Economics 2023-08-31 Harry Pei

We study expert advice under reputational incentives, with sell-side equity research as the lead application. A long-lived analyst receives a continuous private signal about a binary payoff and recommends a risky (Buy) or safe action.…

Theoretical Economics · Economics 2025-09-05 Georgy Lukyanov , Anna Vlasova , Maria Ziskelevich

We analyze how uncertain technologies should be robustly regulated and how regulation should evolve with new information. An adaptive sandbox comprising a zero marginal tax up to an evolving quantity limit is (i) robust: it delivers optimal…

Theoretical Economics · Economics 2025-11-10 Andrew Koh , Sivakorn Sanguanmoo

Traditional optimal commodity tax analysis, dating back to Ramsey (1927), prescribes that to maximize welfare one should impose higher taxes on goods with lower demand elasticities. Yet policy makers do not stress minimizing efficiency…

General Economics · Economics 2025-12-08 Luca Micheletto , Dylan Moore , Daniel Reck , Joel Slemrod

Reputation mechanisms offer an effective alternative to verification authorities for building trust in electronic markets with moral hazard. Future clients guide their business decisions by considering the feedback from past transactions;…

Artificial Intelligence · Computer Science 2011-11-02 B. Faltings , R. Jurca

Indirect reciprocity is a plausible mechanism for sustaining cooperation: people cooperate with those who have a good reputation, which can be acquired by helping others. However, this mechanism requires the population to agree on who has…

Theoretical Economics · Economics 2024-08-30 Taylor A. Kessinger , Joshua B. Plotkin

We study dynamic delegation with reputation feedback: a long-lived expert advises a sequence of implementers whose effort responds to current reputation, altering outcome informativeness and belief updates. We solve for a recursive,…

Theoretical Economics · Economics 2025-09-01 Georgy Lukyanov , Anna Vlasova

There has been much recent work on the revenue-raising properties of truthful mechanisms for selling goods to selfish bidders. Typically the revenue of a mechanism is compared against a benchmark (such as, the maximum revenue obtainable by…

Computer Science and Game Theory · Computer Science 2013-01-14 Paul W. Goldberg , Carmine Ventre

For the Ramsey model of economic growth, which describes the optimal allocation of consumption and saving over time, we assume the population dynamics to follow the Allee effect. The so-called Allee threshold separates two regimes from each…

Optimization and Control · Mathematics 2025-09-19 Zihan Wang , Vladimir Shikhman

We introduce a highly stylized, yet non trivial model of the economy, with a public and private sector coupled through a wealth tax and a redistribution policy. The model can be fully solved analytically, and allows one to address the…

Economics · Quantitative Finance 2015-12-09 Jean-Philippe Bouchaud

This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…

Theoretical Economics · Economics 2024-05-28 Duarte Gonçalves , Bruno A. Furtado

In a dynamic economy, we characterize the fiscal policy of the government when it levies distortionary taxes and issues defaultable bonds to finance its stochastic expenditure. Default may occur in equilibrium as it prevents the government…

Economics · Quantitative Finance 2016-05-10 Demian Pouzo , Ignacio Presno

We study a dynamic model of information provision. A state of nature evolves according to a Markov chain. An informed advisor decides how much information to provide to an uninformed decision maker, so as to influence his short-term…

Probability · Mathematics 2014-07-23 Jerome Renault , Eilon Solan , Nicolas Vieille

The ability of a society to make the right decisions on relevant matters relies on its capability to properly aggregate the noisy information spread across the individuals it is made of. In this paper we study the information aggregation…

Physics and Society · Physics 2015-06-16 Giacomo Livan , Matteo Marsili

We consider a frictionless constant endowment economy based on Leeper (1991). In this economy, it is shown that, under an ad-hoc monetary rule and an ad-hoc fiscal rule, there are two equilibria. One has active monetary policy and passive…

General Economics · Economics 2020-02-12 Jean-Bernard Chatelain , Kirsten Ralf

The optimal (`equilibrium') macroscopic properties of an economy with $N$ industries endowed with different technologies, $P$ commodities and one consumer are derived in the limit $N\to\infty$ with $n=N/P$ fixed using the replica method.…

Disordered Systems and Neural Networks · Physics 2008-12-02 A. De Martino , M. Marsili , I. Perez Castillo

I study a repeated game in which a patient player (e.g., a seller) wants to win the trust of some myopic opponents (e.g., buyers) but can strictly benefit from betraying them. Her benefit from betrayal is strictly positive and is her…

Theoretical Economics · Economics 2020-06-16 Harry Pei

We develop a novel framework for costly information acquisition in which a decision-maker learns about an unobserved state by choosing a signal distribution, with the cost of information determined by the distribution of noise in the…

Theoretical Economics · Economics 2025-03-27 Peter Achim , Kemal Ozbek

We study the problem of selling information to a data-buyer who faces a decision problem under uncertainty. We consider the classic Bayesian decision-theoretic model pioneered by [Blackwell, 1951, 1953]. Initially, the data buyer has only…

Computer Science and Game Theory · Computer Science 2022-02-21 Dirk Bergemann , Yang Cai , Grigoris Velegkas , Mingfei Zhao
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