Code for dynamic principal agent game?


#1

Hi all- i’m looking for code that’s more micro-focussed. Specifically to solve a two-period principal agent problem with bayesian updating. Any leads would be much appreciated!


#2

Hi @allyc,

There’s some micro focused code in our libraries, such as the game theoretic material found here:

However it might not include exactly what you are after. Other than that I don’t have leads, sorry. Others might make suggestions though, and for that it would help if you specify the language you prefer and perhaps a paper you are hoping to replicate.

Regards, John.


#3

Hi John,

Cheers for the reply. I will have a look into that.

The paper I’m trying to replicate is Stephen Morris (2001) ‘Political Correctness’. It’s actually a two-period cheap talk game but I thought code for principal-agent could probably be adapted for my purposes (and more likely to be available…). As for language, python or matlab would be fine.

Best,

Ally