Price setting with strategic complementarities as a mean field game

DOI10.3982/ECTA20797MaRDI QIDQ6536780zbMATH OpenFDO

Authors Fernando E. Alvarez, Francesco Lippi, Panagiotis E. Souganidis

Publication date 14 May 2024

Published in Econometrica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

mean field gamesstrategic complementaritiesimpulse response analysismonetary shocksmenu costs

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Mean field games (aspects of game theory) (91A16)

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Cites work

• scientific article; zbMATH DE number 3905045 (Why is no real title available?)
• scientific article; zbMATH DE number 47995 (Why is no real title available?)
• Aggregation and Optimization with State-Dependent Pricing
• Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
• Fokker-Planck equations of jumping particles and mean field games of impulse control
• Income and wealth distribution in macroeconomics: a continuous-time approach
• International shocks, variable markups, and domestic prices
• Mean field games
• Menu costs, multiproduct firms, and aggregate fluctuations
• Monetary non-neutrality in a multisector menu cost model
• Optimal stopping in mean field games, an obstacle problem approach
• Price setting with strategic complementarities as a mean field game
• State-Dependent Pricing and the Dynamics of Money and Output
• The Analytic Theory of a Monetary Shock

Cited in

(3)

• Strategic complementarity in games
• Caballero-Engel meet Lasry-Lions: a uniqueness result
• Price setting with strategic complementarities as a mean field game

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