Extrinsic uncertainty revisited
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Publication:593963
DOI10.1016/0022-0531(83)90073-XzbMath0525.90021MaRDI QIDQ593963
Publication date: 1983
Published in: Journal of Economic Theory (Search for Journal in Brave)
Related Items (16)
When sunspots don't matter ⋮ On the effectiveness of sunspots in incomplete markets ⋮ On the existence of sunspot equilibria in an overlapping generations model ⋮ Do sunspots matter when agents are Choquet-expected-utility maximizers? ⋮ Introduction to general equilibrium ⋮ On the stability of nonsunspot equilibria ⋮ The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets ⋮ Manipulation of endowments and sunspot equilibria ⋮ Price-level volatility and welfare in incomplete markets with sunspots ⋮ Convexity and sunspots: A remark ⋮ Price level volatility: A simple model of money taxes and sunspots ⋮ Equivariant general equilibrium theory ⋮ Stationary Pareto optimality of stochastic asset equilibria with overlapping generations ⋮ Competitive equilibrium cycles ⋮ Introduction to sunspots and lotteries ⋮ Equilibrium prices when the sunspot variable is continuous.
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