Stochastic processes of temporary equilibria

DOI10.1016/0304-4068(74)90016-0zbMath0296.90008OpenAlexW2018126159MaRDI QIDQ5905691

Jean-Michel Grandmont, Werner Hildenbrand

Publication date: 1974

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(74)90016-0

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Trade models (91B60)

Related Items (24)

Markov rational expectations equilibria in an overlapping generations model ⋮ An evolutionary finance model with short selling and endogenous asset supply ⋮ Bayesian learning and convergence to rational expectations ⋮ Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models ⋮ Self-fulfilling expectations in stochastic processes of temporary equilibria ⋮ Stochastic equilibria ⋮ Indeterminacy of stationary equilibrium in stochastic overlapping generations models ⋮ Rational expectations and the Markov property of temporary equilibrium processes ⋮ New techniques for the study of stochastic equilibrium processes ⋮ The steady states of a stochastic decentralized growth model ⋮ On the consistency of stationary Markov equilibria with an exogenous distribution. ⋮ Behavioral equilibrium and evolutionary dynamics in asset markets ⋮ Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks ⋮ A characterization of Markov equilibrium in stochastic overlapping generations models ⋮ Stochastic processes of temporary equilibria ⋮ Stationary Markov equilibria on a non-compact self-justified set ⋮ Consumption loans under uncertainty ⋮ Temporary competitive equilibrium in a monetary economy with uncertain technology and many planning periods ⋮ On shifting temporary equilibrium ⋮ RANDOM DYNAMICAL SYSTEMS IN ECONOMICS ⋮ Sequential decisions under uncertainty and the maximum theorem ⋮ Rational belief structures and rational belief equilibria ⋮ On the diversity of equity markets ⋮ Some research directions in mathematical economics

Cites Work

• Invariant subspaces of a measure preserving transformation
• MARKET EQUILIBRIUM
• Markets for an Exchange Economy with Individual Risks
• Resource Allocation Under Uncertainty
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