Volume 43, Number 1, 99-141, DOI: 10.1007/s00199-008-0428-7Open Access

First-price equilibrium and revenue equivalence in a sequential procurement auction model

J. Philipp Reiß and Jens Robert Schöndube

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Abstract

We analyze first-price equilibrium bidding behavior of capacity-constrained firms in a sequence of two procurement auctions. In the model, firms with a cost advantage in completing the project auctioned off at the end of the sequence may enter the unfavored first auction hoping to lose it. Equilibrium bidding in both auctions deviates from the standard Symmetric Independent Private Value auction model due to opportunity costs of bidding created by possibly employed capacity. For this sequential auction model with non-identical objects, we show that revenue equivalence applies.

Keywords  Sequential first-price auctions - Revenue equivalence - Endogenous outside options - Procurement auction - Capacity constraints

JEL Classification  C72 - D44 - L51


We thank Werner Güth and Ulf Schiller for helpful comments and stimulating discussions. The paper greatly benefited from very helpful comments of the associate editor and two reviewers. We gratefully acknowledge comments from Jeannette Brosig, Veronika Grimm, Alfred Luhmer, Barbara Schöndube-Pirchegger, Gerhard Schwödiauer, and audiences at Erfurt, Frankfurt, Fribourg, Heidelberg, Leuven, Maastricht, Magdeburg, Marseille, Mannheim, Munich, and Swansea.

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