Rational behavior and rational expectations

DOI10.1016/0022-0531(90)90036-JzbMath0716.90006OpenAlexW2076438366MaRDI QIDQ753623

Patrick H. McAllister

Publication date: 1990

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(90)90036-j

zbMATH Keywords

rational expectations equilibriumsecurity markets

Mathematics Subject Classification ID

Utility theory (91B16) General equilibrium theory (91B50)

Related Items (8)

The revelation of information and self-fulfilling beliefs ⋮ Rationalizable expectations and sunspot equilibria in an overlapping-generations economy ⋮ The rationality of expectations formation ⋮ Common knowledge of rationality and market clearing in economies with asymmetric information ⋮ Corporate financial hedging with proprietary information ⋮ Rational behavior and rational expectations ⋮ Dropping rational expectations ⋮ Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.

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• Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
• An Introduction to the Theory of Rational Expectations Under Asymmetric Information

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