Herding with Costly Observation

Klaus K. Kultti, Department of Economics, University of Helsinki
Paavo A. Miettinen, Bank of Finland and Department of Economics, University of Helsinki

A BEJTE Topics article.

Abstract

We characterize optimal strategies in a simple herding model where observations have a small cost. We assume that there are two states and two possible signals that each agent may get. The prior distribution is biased towards adopting behavior. That is, ex-ante, adopting gives a higher expected utility than not adopting. Contrary to Kultti & Miettinen (2005) herding does not arise deterministically in this model when the cost of observation is small.

Submitted: June 1, 2006 · Accepted: March 20, 2007 · Published: July 31, 2007

Recommended Citation

Kultti, Klaus K. and Miettinen, Paavo A. (2007) "Herding with Costly Observation," The B.E. Journal of Theoretical Economics: Vol. 7 : Iss. 1 (Topics), Article 28.
Available at: http://www.bepress.com/bejte/vol7/iss1/art28

 
 
 
 

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