Dynamic contracting with persistent shocks
From MaRDI portal
Publication:1007324
DOI10.1016/j.jet.2008.08.004zbMath1157.91405OpenAlexW3126004840MaRDI QIDQ1007324
Publication date: 20 March 2009
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2008.08.004
Related Items
On incentive compatibility in dynamic mechanism design with exit option in a Markovian environment, Optimal dynamic contracts with moral hazard and costly monitoring, Analysis of a Dynamic Adverse Selection Model with Asymptotic Efficiency, Optimal contract for the principal-agent under Knightian uncertainty, Dynamic managerial compensation: a variational approach, A two-dimensional control problem arising from dynamic contracting theory, Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment, A theory of dynamic contracting with financial constraints, Optimal auditing and insurance in a dynamic model of tax compliance
Cites Work
- Unnamed Item
- Short-term contracts and long-term agency relationships
- The first-order approach to the continuous-time principal-agent problem with exponential utility
- A recursive formulation for repeated agency with history dependence
- Controlled Markov processes and viscosity solutions
- Optimal Taxation with Endogenous Insurance Markets
- A Continuous-Time Version of the Principal–Agent Problem
- Dynamic Optimal Taxation with Private Information
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
- On Efficient Distribution with Private Information
- Markov Chains
- Efficient Allocations in Dynamic Private Information Economies with Persistent Shocks: A First-Order Approach
- Optimal Indirect and Capital Taxation
- Zero Expected Wealth Taxes: A Mirrlees Approach to Dynamic Optimal Taxation
- Games with Imperfectly Observable Actions in Continuous Time
