Consider the following modified global game of regime change with uniformly distributed

fundamentals and signals. There is continuum of agents i in $[0,1]$ that must decide whether

to attack a regime ai in $\{0,1\}.$ If an agent attacks and the regime changes s$/$he earns a

benefit B$.$ If an agent attacks and the regime survives s$/$he incurs a cost $$C$.$ If an agent

doesn$$t attack, s$/$he earns a payoff of $0.$ The resilience of the status quo is determined

by an economic fundamental $\backslash$theta in $[\backslash$theta $,\backslash$theta $].$ The regime changes if sufficiently many agents

Assume that agents use a threshold strategy around some signal x$.$ Given some

realized $\backslash$theta $,$ compute the share of agents that attack: i$.$e$.$ A$($x$,\backslash$theta $)=$ Prob$($xi $<$ x$|\backslash$theta $).$

Derive the critical state $\backslash$theta

$$ under which the regime changes, i$.$e$.$ the state that solves:

$\backslash$theta

$=$ A$($x$,\backslash$theta $$

$)$