A mechanism coalitionally implements a social choice set if any outcome of
the social choice set can be achieved as a coalitional Bayesian Nash equili
brium of a mechanism and vice versa. We say that a social choice set is coa
litionally implementable if there is a mechanism which coalitionally implem
ents it. Our main theorem proves that a social choice set is coalitionally
implementable if and only if it is interim individually rational, interim e
fficient, coalitional Bayesian incentive compatible, and satisfies a coalit
ional Bayesian monotonicity condition as well as a closure condition. As an
application of our main result, we show that the private core and the priv
ate Shapley value of an economy with differential information are coalition
ally implementable.