GLOBAL GAMES WITH STRATEGIC SUBSTITUTES

Rodrigo Harrison, Pedro Jara-Moroni

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

We study global games with strategic substitutes. Specifically, for a class of binary-action, (Formula presented.) -player games with strategic substitutes, we prove that under payoff asymmetry, as incomplete information vanishes, the global games approach selects a unique equilibrium. We characterize this equilibrium profile; players employ switching strategies at different cutoff signals, the order of which is directly determined by payoff asymmetry. We provide examples that illustrate our result and its connection with dominance solvability. We extend the global game literature, which has thus far been developed for games with strategic complementarities, to new applications in industrial organization, collective action problems, finance, etc.

Original languageEnglish
Pages (from-to)141-173
Number of pages33
JournalInternational Economic Review
Volume62
Issue number1
DOIs
StatePublished - Feb 2021
Externally publishedYes

Fingerprint

Dive into the research topics of 'GLOBAL GAMES WITH STRATEGIC SUBSTITUTES'. Together they form a unique fingerprint.

Cite this