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Магистратура 2024/2025

Аукционы: теория и приложения

Направление: 38.04.01. Экономика
Когда читается: 2-й курс, 2 модуль
Формат изучения: без онлайн-курса
Охват аудитории: для всех кампусов НИУ ВШЭ
Прогр. обучения: Экономика и экономическая политика
Язык: английский
Кредиты: 3
Контактные часы: 36

Course Syllabus

Abstract

In this course, we will get acquainted with the main auction models: first price, second price, English, scoring, asymmetric and "common value"; we will learn how to find and compare profits. The main textbook is "Krishna, Auction Theory".
Learning Objectives

Learning Objectives

  • Find equilibria in I- and II- price auctions.
  • Find equilibria in affiliated values auctions
  • Find equilibria in scoring auctions
  • Compare revenue and bidder surplus across various formats
  • Learn to use theory to estimate an auction model
  • Discuss other auction models: asymmetric, with binding constraints.
Expected Learning Outcomes

Expected Learning Outcomes

  • be able to estimate and simulate simple auction models
  • be able to make a presentation
  • be able to set and solve simple auction models
Course Contents

Course Contents

  • Equilibria in private value auctions
  • Introduction to mechanism design
  • Efficiency vs optimality
  • Scoring auctions, Double auctions
  • English auctions, common value
  • Collusion, Corruption
  • Confronting your model with the data
  • Course overview and auctions taxonomy
Assessment Elements

Assessment Elements

  • non-blocking Homeworks
    There will be 4 written homeworks, equally weighted. Some problems may be ungraded. The main goal of homeworks is self-practice.
  • non-blocking Final exam
  • non-blocking Midterm
    Written assigniment
Interim Assessment

Interim Assessment

  • 2024/2025 2nd module
    0.5 * Final exam + 0.25 * Homeworks + 0.25 * Midterm
Bibliography

Bibliography

Recommended Core Bibliography

  • An introduction to auction theory, Menezes, F. M., 2005
  • Auction theory, Krishna, V., 2002
  • Auction theory, Krishna, V., 2010
  • Auctions: theory and practice, Klemperer, P., 2004
  • Che, Y. K. (1991). Design Competition through Multidimensional Auctions. Working Papers. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.p.att.wimass.9123
  • Krishna, V. (2010). Auction Theory (Vol. 2nd ed). Burlington, MA: Academic Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=297062
  • Paul Klemperer. (2004). Auctions: Theory and Practice. SUNY-Oswego, Department of Economics. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.oet.tbooks.auction1
  • Porter, R. H., & Zona, J. D. (1993). Detection of Bid Rigging in Procurement Auctions. Journal of Political Economy, (3), 518. https://doi.org/10.1086/261885

Recommended Additional Bibliography

  • Auctions, Hubbard, T. P., 2015

Authors

  • Мальбахова Диса Анзоровна
  • Andreyanov Pavel Pavlovich