On the Sources and Value of Information: Public Announcements and Macroeconomic Performance

by dpm on March 23, 2009

by David P Myatt and Chris Wallace.

(currently in submission)

Oxford Economics Discussion Paper no. 411.

Abstract: In the context of macroeconomic coordination, studies of the social value of information distinguish sharply between private and public information. However, no information is truly public (that is, common knowledge) or private in the established sense. This paper develops a general approach by allowing for many informative signals each of which incorporates elements of both public and private information. A measure of relative publicity determines a signal’s equilibrium use and its social value. Output gaps (and hence social losses) arise when signals differ in their publicity: such differences drive a wedge between price-formation and expectations-formation processes. Turning to the effect of public announcements, and contrary to previous results, it is never socially optimal to withhold information completely, nor is it optimal to release perfectly public (or, indeed, perfectly private) information. Instead, when perfect communication is feasible, limited clarity enhances macroeconomic performance.

JEL Classifications: C72, D83, and E5.

Chris Wallace and I thank Torun Dewan for detailed discussions, and seminar participants at Essex, Helsinki, and Oxford, for helpful comments and suggestions.

Comments on this entry are closed.

Previous post: Evolution, Teamwork, and Collective Action: Production Targets in the Private Provision of Public Good

Next post: The Declining Talent Pool of Government