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Voting One Issue at a Time: The Question of Voter Forecasts

Published online by Cambridge University Press:  01 August 2014

James M. Enelow
Affiliation:
Stale University of New York-Stony Brook
Melvin J. Hinich
Affiliation:
University of Texasat Austin

Abstract

When issues (i.e., dimensions) are voted on one at a time, a voter whose preferences are not separable across issues must forecast the outcome of later issues in order to know how to vote in the present. This is the problem of expectations. In this article, we develop a general theory designed to handle this problem. Assuming that voters are risk averse and maximize expected utility, we demonstrate that a random variable forecast of how later issues will be decided reduces to a point forecast, which is the mean of the multidimensional random variable. We also show that single-peaked preferences are induced on each issue, and consequently there exists an equilibrium across issues.

Type
Research Article
Copyright
Copyright © American Political Science Association 1983

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References

Black, D.Theory of committees and elections. New York: Cambridge University Press, 1958.Google Scholar
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Davis, O., Hinich, M., & Ordeshook, P.An expository development of a mathematical model of the electoral process. American Political Science Review, 1970, 64, 426448.CrossRefGoogle Scholar
Denzau, A., & Mackay, R.Structure induced equilibrium and perfect foresight expectations. American Journal of Political Science, 1981, 25, 762779.CrossRefGoogle Scholar
Shepsle, K.Institutional arrangements and equilibrium in multidimensional voting models. American Journal of Political Science, 1979, 25, 2759.CrossRefGoogle Scholar
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