An aggregative approach to pricing equilibrium among multi‐product firms with nested demand.

I show equilibrium existence for a price‐setting game among multi‐product firms facing a nested logit/CES demand. As opposed to previous research I allow arbitrary firm/nest overlap, making the result relevant for applied work. Additionally, under easy‐to‐verify conditions, I show that there exist e...

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Published in:RAND Journal of Economics (Wiley-Blackwell) Vol. 55; no. 3; pp. 359 - 375
Main Author: Garrido, Francisco
Format: Article
Published: Wiley-Blackwell Sep2024
Subjects:
Online Access:View this record in EBSCOhost
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      dt: Sep2024
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        10.1111/1756-2171.12472
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        atl: An aggregative approach to pricing equilibrium among multi‐product firms with nested demand.
      aug:
        au: Garrido, Francisco
        affil: Department of Business Administration, ITAM
      su:
        Consumer preferences
        Prices
        Job applications
        Nash equilibrium
        Direct costing
      sug:
        subj:
          Consumer preferences
          Prices
          Job applications
          Nash equilibrium
          Direct costing
      keyword:
        aggregative games
        Nash equilibrium existence
        nested CES
        nested logit
        aggregative games
        Nash equilibrium existence
        nested CES
        nested logit
      ab: I show equilibrium existence for a price‐setting game among multi‐product firms facing a nested logit/CES demand. As opposed to previous research I allow arbitrary firm/nest overlap, making the result relevant for applied work. Additionally, under easy‐to‐verify conditions, I show that there exist extreme equilibria, which are the most and least preferred by consumers, and provide an algorithm to find them. This allows researcher to numerically verify equilibrium uniqueness in applications, that is, if the extreme equilibria are equal to each other. As a by‐product, I show that inverting FOCs correctly identifies the marginal costs that rationalize observed prices.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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