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Dynamic contracting with persistent shocks

Citations

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Cited by:

  1. LiCalzi, Marco & Pavan, Alessandro, 2005. "Tilting the supply schedule to enhance competition in uniform-price auctions," European Economic Review, Elsevier, vol. 49(1), pages 227-250, January.
  2. Noah Williams, 2011. "Persistent Private Information," Econometrica, Econometric Society, vol. 79(4), pages 1233-1275, July.
  3. Grochulski, Borys & Zhang, Yuzhe, 2011. "Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2356-2388.
  4. Jianjun Miao & Alejandro Rivera, 2016. "Robust Contracts in Continuous Time," Econometrica, Econometric Society, vol. 84, pages 1405-1440, July.
  5. Thibaut Mastrolia & Dylan Possamai, 2015. "Moral hazard under ambiguity," Papers 1511.03616, arXiv.org, revised Oct 2016.
  6. 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.
  7. 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.
  8. 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.
  9. David L. Fuller & B. Ravikumar & Yuzhe Zhang, 2015. "Unemployment Insurance Fraud and Optimal Monitoring," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 249-290, April.
  10. Brett Green & Curtis R. Taylor, 2016. "Breakthroughs, Deadlines, and Self-Reported Progress: Contracting for Multistage Projects," American Economic Review, American Economic Association, vol. 106(12), pages 3660-3699, December.
  11. Battaglini, Marco & Lamba, Rohit, 2019. "Optimal dynamic contracting: the first-order approach and beyond," Theoretical Economics, Econometric Society, vol. 14(4), November.
  12. Tak-Yuen Wong, 2019. "Dynamic Agency and Endogenous Risk-Taking," Management Science, INFORMS, vol. 65(9), pages 4032-4048, September.
  13. Daniel F. Garrett & Alessandro Pavan, 2012. "Managerial Turnover in a Changing World," Journal of Political Economy, University of Chicago Press, vol. 120(5), pages 879-925.
  14. Malin Arve & David Martimort, 2016. "Dynamic Procurement under Uncertainty: Optimal Design and Implications for Incomplete Contracts," American Economic Review, American Economic Association, vol. 106(11), pages 3238-3274, November.
  15. 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.
  16. Rui Li & Mengying Wang, 2020. "Moral Hazard, Agency Cost, and Firm Growth," International Review of Finance, International Review of Finance Ltd., vol. 20(3), pages 639-664, September.
  17. 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.
  18. Xi Chen & Yu Chen & Xuhu Wan, 2018. "Delegated Project Search," Graz Economics Papers 2018-11, University of Graz, Department of Economics.
  19. Ravikumar, B. & ,, 2012. "Optimal auditing and insurance in a dynamic model of tax compliance," Theoretical Economics, Econometric Society, vol. 7(2), May.
  20. Alex Bloedel & R. Vijay Krishna & Oksana Leukhina, 2018. "Insurance and Inequality with Persistent Private Information," Working Papers 2018-020, Federal Reserve Bank of St. Louis, revised 11 Aug 2024.
  21. Daniel Garrett & Alessandro Pavan, 2009. "Dynamic Managerial Compensation: A Mechanism Design Approach," 2009 Meeting Papers 375, Society for Economic Dynamics.
  22. 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.
  23. Jakša Cvitanić & Xuhu Wan & Huali Yang, 2013. "Dynamics of Contract Design with Screening," Management Science, INFORMS, vol. 59(5), pages 1229-1244, May.
  24. Krasikov, Ilia & Lamba, Rohit, 2021. "A theory of dynamic contracting with financial constraints," Journal of Economic Theory, Elsevier, vol. 193(C).
  25. Garrett, Daniel F. & Pavan, Alessandro, 2015. "Dynamic managerial compensation: A variational approach," Journal of Economic Theory, Elsevier, vol. 159(PB), pages 775-818.
  26. Achim, Peter & Knoepfle, Jan, 2024. "Relational enforcement," Theoretical Economics, Econometric Society, vol. 19(2), May.
  27. George-Marios Angeletos & Alessandro Pavan, 2007. "Socially Optimal Coordination: Characterization and Policy Implications," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 585-593, 04-05.
  28. Marco Battaglini & Rohit Lamba, 2012. "Optimal Dynamic Contracting," Working Papers 1431, Princeton University, Department of Economics, Econometric Research Program..
  29. Ravikumar, B. & Zhang, Yuzhe, 2010. "Optimal Auditing in a Dynamic Model of Tax Compliance," MPRA Paper 23218, University Library of Munich, Germany.
  30. Grochulski, Borys & Zhang, Yuzhe, 2009. "Borrowing Constraint as an Optimal Contract," MPRA Paper 23216, University Library of Munich, Germany.
  31. Dylan Possamai & Nizar Touzi, 2020. "Is there a Golden Parachute in Sannikov's principal-agent problem?," Papers 2007.05529, arXiv.org, revised Oct 2022.
  32. 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.
  33. Hao Zhang, 2012. "Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency," Mathematics of Operations Research, INFORMS, vol. 37(3), pages 450-474, August.
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