贝叶斯比较静态分析

Bayesian comparative statics

Theoretical Economics · 2022
被引 7
人大 AABS 4

中文导读

研究贝叶斯博弈中信号信息量变化如何影响均衡行动分布,聚焦超模环境,给出私人信号精度导致均衡行动均值扩散的条件,并应用于发送者与多个接收者的信息披露博弈。

Abstract

We study how changes to the informativeness of signals in Bayesian games and single‐agent decision problems affect the distribution of equilibrium actions. Focusing on supermodular environments, we provide conditions under which a more precise private signal for one agent leads to an increasing‐mean spread or a decreasing‐mean spread of equilibrium actions for all agents. We apply our comparative statics to information disclosure games between a sender and many receivers and derive sufficient conditions on the primitive payoffs that lead to extremal disclosure of information.

贝叶斯比较静态信号精确度超模博弈信息披露