Economics & Psychology

***Review session by Jim in Robinson 301, May 4, 2:30-3:50***

 

Instructor: Kfir Eliaz, Kfir_Eliaz@Brown.Edu, 401-832-2112, Robinson Hall 102A
Office Hours: Wednesday, 1:30-2:30

Teaching Assistant: James Campbell, James_D_Campbell@brown.edu
Office Hours:
Tuesday and Thursday 2:00-3:00

Description

This course will explore the various ways in which economic theorists have tried to enrich the classical models in economics (with a focus on microeconomics) in light of growing evidence on systematic violations of the assumptions made in these models. Thus, we will mainly be studying formal models in economics, where the "psychology" part of the course will play a role as the motivation for the design of these models.
Administrative details
Assignments: There will be a homework assignment following each of the topics. The plan is to cover nine topics (see below), but this may change depending on the pace of the class. Each homework assignment will count as 10% of the final grade, while the remaining percentage will be allocated between participating in the online experiments and the final exam. Homework assignments will be posted online (on my Brown homepage, http://www.econ.brown.edu/fac/Kfir_Eliaz/EconPsychUnderGrad.htm), as well as their due date, and it is the responsibility of the student to obtain this information (I will not announce in class when homework is due).

Prerequisites: I will assume basic knowledge of calculus and probability. The vast majority of the material will consist of proving theorems and propositions. I have tried my best to use only elementary arguments and to keep the use of calculus and probability theory to a minimum. I have also tried to define basic concepts from scratch so that prior knowledge of intermediate microeconomics and game theory is helpful but not necessary.

Topics
There are many topics that lie at the intersection of Economics and Psychology. Naturally, this course will cover only a few of them with a focus on theoretical models (and some experimental work) at the individual decision-making level. The few applications that will be discussed will focus on consumer behavior and how firms may try to exploit systematic biases that consumers may exhibit.

Unfortunately, there is no textbook that covers the topics we will study in class. To compensate for this, I will post the slides that I will use in class, as well as lecture notes prepared by a colleague for a similar course (courtesy of Prof. Ran Spiegler from University College London). In addition, all the original papers that will either be discussed in class, or that you will be asked to read for homework, will be accessible via my homepage.

Below is the list of planned topics. This list is tentative in the sense that we may not have time to cover all of these, or we may have to add a topic if our pace turns out to be rather quick. After each topic I have listed the relevant papers with a link to a pdf file.

Online experiments:

Before we begin with the topics, you are asked to visit the URL: http://gametheory.tau.ac.il/student/

and use the following:

Course Number: [1590]

Email: (your e-mail)

Class Password: [9459]

 

I. Introduction (slides)
- Ran Spiegler's Lecture 1 notes

1. Rational choice and Independence of Irrelevant Alternatives (IIA)
- Several graduate textbooks cover this topic. The best treatment of this in my opinion is Lecture 3 in
Lecture Notes on Microeconomic Theory by Ariel Rubinstein.

2. Evidence of systematic violations of IIA
- Chapter 1 in Modeling Bounded Rationality by Ariel Rubinstein.

II. Choice overload (slides)

- Sheena S. Iyengar and Mark Lepper (2000): "When Choice is Demotivating: Can One Desire Too Much of a Good Thing?" Journal of Personality and Social Psychology 79, 995-1006.
- Sheena S. Iyengar (2007): "Order in Product Customization Decisions: Evidence from Field Experiments", Mimeo, Columbia University.
- Mogilner, C., Rudnick, T., & Iyengar, S.S., "The Mere Categorization Effect: How the Presence of Categories Increases Choosers' Perceptions of Assortment Variety and Outcome Satisfaction.Journal of Consumer Research, 35 (2), 202-215. (2008)
- Defined Contribution Pension Plans: Determinants of Participation and Contribution Rates. Huberman, G., Iyengar, S.S., & Jiang, W. Journal of Financial Services Research, 31 (1), 1-32 (2007).
- How Much Choice is Too Much? Contributions to 401(k) Retirement Plans. Sethi-Iyengar, S., Huberman, G., and Jiang, W. In Mitchell, O.S. & Utkus, S. (Eds.) Pension Design and Structure: New Lessons from Behavioral Finance, 83-95. Oxford: Oxford University Press. (2004).

III. Rationalizing Irrational Choice (slides)

Online experiments: problem set 1

- Gil Kalai, Ariel Rubinstein and Ran Spiegler, "Rationalizing Choice Functions by Multiple Rationales" (2002), Econometrica 70 (6), 2481-2488
- Marco Mariotti and Paula Manzini. "Sequentially Rationalizable Choice," American Economic Review
95(5), 1824-1839.
- Marco Mariotti and Paula Manzini. Categorize Then Choose: Boundedly Rational Choice and Welfare, Working Paper (2008).

IV. Neuroeconomics (slides, paper)

V. Dynamically Inconsistent Preferences (slides, notes from Ran Spiegler's book)

1. Experimental evidence on time inconsistency
-
Shane Frederick, George Lowenstein and Ted O'donoghue (2002): "Time Discounting and Time Preference: A Critical Survey," Journal of Economic Literature, 351-401
- Ariel Rubinstein (2003): "'Economics and Psychology'? The Case of Hyperbolic Discounting," International Economic Review 44, 1207-1216
- Stefano DellaVigna (2007): "Psychology and Economics: Evidence from The Field," forthcoming in Journal of Economic Literature
-
Eldar Shafir (1993): "Choosing versus rejecting: Why some options are both better and worse than others," Memory & Cognition 21(4), 546-556

2. The multi-selves approach
-
Ran Spiegler's Lecture 2 notes

3. Examples
3.1. Gym attendance
- Stefano DellaVigna and Ulrike Malmendier (2006): "Paying Not To go To The Gym," American Economic Review 96, 694-719.
3.2. Credit card take-up
- Lawrence Ausubel (1999): "Adverse Selection in the Credit Card Market," Mimeo, University of Maryland.
3.3. Procrastination
- Matthew Rabin and Ted O'donoghue (1999): "Doing It Now or Later", American Economic Review 89(1), 103-124
3.4. Present Bias
- Stefano DellaVigna (2007): "Psychology and Economics: Evidence from The Field," forthcoming in Journal of Economic Literature
- David Laibson (1997) “Golden Eggs and Hyperbolic Discounting,” Quarterly Journal of Economics 62, 443-77.

4. Contracting with dynamically inconsistent consumers
-
Kfir Eliaz and Ran Spiegler (2006): "Contracting with Diversely Naive Agents," Review of Economic Studies 73(3), 689-714
-
Stefano DellaVigna and Ulrike Malmendier "Contract Design and Self-Control: Theory and Evidence," Quarterly Journal of Economics119, 353-402.

5. Special lecture by Pedro Dal Bo:
Anna Aizer and Pedro Dal Bó, "Love, Hate and Murder: Commitment Devices in Violent Relationships" with Anna Aizer, forthcoming Journal of Public Economics.
 

VI. Modeling Self Control (slides)
- Ran Spiegler’s Chapter 3 notes

 1. Modeling self-control via preferences over decision-paths
- Faruk Gul and Wolfgang Pesendorfer (2001): “Temptation and Self-Control,” Econometrica 69, 1403-1435

 2. Applications
2.1. Cash vs. gifts (not covered in 09)
- Kivetz, Ran, and Itamar Simonson (2002), "Self Control for the Righteous: Toward a Theory of Precommitment to Indulgence," Journal of Consumer Research, 29 (2), 199-217.
- Ran Kivetz and Yuhuang Zheng (2006): “Determinants of Justification and Self-Control,” Journal of Experimental Psychology: General 135(4), 572-587

2.2. The impact of self-control preferences on Market Competition
- Susanna Esteban and Eiichi Miyagawa (2006): “Temptation, Self-Control and Competitive Nonlinear Pricing,” Economic Letters 90, 348-355.

 VII. Behavioral Game Theory

1. Brief review of game theory (slides)

-
Recommended textbook: Martin Osborne, An Introduction to Game Theory, Oxford University Press, 2003.

- Ariel Rubinstein (2007): "Instinctive and Cognitive Reasoning: Response Times Study," Economic Journal, 117, 1243-1259.

2. Guessing games, Level-k reasoning and choosing what to know (slides)

-
Ariel Rubinstein, Amos Tversky and Dana Heller, "Naive Strategies in Competitive Games," in Understanding Strategic Interaction - Essays in Honor of Reinhard Selten, W.Guth et al. (editors), Springer-Verlag, 1996, 394-402. (see episode in NUMB3RS)

- Vincent P. Crawford and Nagore Iriberri, "Fatal Attraction: Salience, Naivete, and Sophistication in Experimental Hide-and-Seek Games," American Economic Review 97 (December 2007), 1731-1750

-
Miguel A. Costa-Gomes and Vincent P. Crawford, "Cognition and Behavior in Two-Person Guessing Games: An Experimental Study," American Economic Review 96 (December 2006), 1737-1768

- Vincent P. Crawford, "Look-ups as the Windows of the Strategic Soul: Studying Cognition via Information Search in Game Experiments" forthcoming in Andrew Caplin and Andrew Schotter, editors, Perspectives on the Future of Economics: Positive and Normative Foundations, Volume 1 in the series Handbooks of Economic Methodologies, Oxford University Press, 2008

- Vincent P. Crawford, "Level-k Thinking" Lecture slides (there is no paper yet), presented at the 2007 North American Meeting of the Economic Science Association, Tucson, October 18-21

- Kfir Eliaz and Ariel Rubinstein, "Edgar Allan Poe's Riddle: Do Guessers Outperform Misleaders in a Repeated Matching Pennies Game?" Working Paper, 2008

VIII. Biased beliefs

Special lecture by Yona Rubinstein on his joint paper with Gary Becker, "Fear and the Response to Terrorism"

VIII. Choice under risk and uncertainty (slides)

Online experiments: problem set 2

References

- For notes on Expected Utility Theory see Chapters 8 and 9 in Lecture Notes on Microeconomic Theory by Ariel Rubinstein.
- For field evidence on loss aversion, see Stefano DellaVigna. "Psychology and Economics: Evidence from the Field," forthcoming in the Journal of Economic Literature.
- Daniel Kahneman and Amos Tversky. "Prospect Theory: An Analysis of Decision under Risk," Econometrica Vol. 47, No. 2, Mar., 1979, pp. 263-291. (the second most cited article in economics since 1970!)
- Amos Tversky and Daniel Kahneman. "Loss Aversion in Riskless Choice: A Reference-Dependent Model," The Quarterly Journal of Economics, Vol. 106, No. 4 (Nov., 1991), pp. 1039-1061.
- Richard H. Thaler, Amos Tversky, Daniel Kahneman and Alan Schwartz. "The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test," The Quarterly Journal of Economics, Vol. 112, No. 2, In Memory of Amos Tversky (1937-1996) (May, 1997), pp. 647-661.
- Shlomo Benartzi and Richard H. Thaler. "Myopic Loss Aversion and the Equity Premium Puzzle," The Quarterly Journal of Economics, Vol. 110, No. 1 (Feb., 1995), pp. 73-92.
- Botond Koszegi and Matthew Rabin. "A Model of Reference Dependent Preferences," Quarterly Journal of Economics (2006), 121(4), pp. 1133-1166.

 

Homework Assignments
Homework 1 (Due: 2/18/09) - Solution

Additional readings for homework: John T. Gourville and Dilip Soman (2007): "Extremeness Seeking: When and Why consumers Prefer the Extremes", Working Paper, Harvard Business School.

Homework 2 (Due: 4/1/09) - Solution

Homework 3 (Due: 4/15/09) - Solution

Homework 4 (Due: 4/22/09) - Solution

Practice Final

Final Exam - Solution