Expectations equilibria with dispersed forecasts
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1281936
- Forecast dispersion in finite-player forecasting games
- Consistent expectations and misspecification in stochastic non-linear economies
- Subjective expectations equilibrium in economies with uncertain delivery
- Prudent expectations equilibrium in economies with uncertain delivery
- Formation of rationally heterogeneous expectations
- Modeling the evolution of expectations and uncertainty in general equilibrium
- Ambiguity and rational expectations equilibria
- scientific article; zbMATH DE number 7640661
- Farsighted stability with heterogeneous expectations
Cites work
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- scientific article; zbMATH DE number 3221041 (Why is no real title available?)
- scientific article; zbMATH DE number 3259552 (Why is no real title available?)
- scientific article; zbMATH DE number 3280853 (Why is no real title available?)
- scientific article; zbMATH DE number 3399886 (Why is no real title available?)
- A Limit Theorem on Competitive Equilibrium of an Economy under Uncertainty
- A Limit Theorem on the Core of an Economy with Individual Risks
- A note on 'fulfilled expectations' equilibria
- An Introduction to the Theory of Rational Expectations Under Asymmetric Information
- Approximate equilibria in microeconomic rational expectations models
- Competitive Equilibrium Under Uncertainty
- Existence of Competitive Equilibria in Markets with a Continuum of Traders
- Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis
- Generalized level crossings and tangencies of a random field with smooth sample functions
- Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
- Learning to be rational
- Learning, estimation, and the stability of rational expectations
- Markets with a Continuum of Traders
- On the Efficient Markets Hypothesis
- On the Mean Number of Crossings of a Level by a Stationary Gaussian Process
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Rational Expectations in Stationary Linear Models
- Smooth Preferences
- Strict rational expectations equilibria with diffuseness
- The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
- The Non-Existence of Informational Equilibria
- The existence of fully rational expectations approximate equilibria with noisy price observations
- The existence of rational expectations equilibria in a large economy with noisy price observations
- The generic existence of rational expectations equilibrium in the higher dimensional case
- Topological methods in Walrasian economics
- Utility perturbations and the equilibrium price set
- Values of Markets with a Continuum of Traders
Cited in
(8)- Forecast dispersion in finite-player forecasting games
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
- Aggregate preferred correspondence and the existence of a maximin REE
- Generalised rational bias in financial forecasts
- The existence of fully rational expectations approximate equilibria with noisy price observations
- The existence of rational expectations equilibria in a large economy with noisy price observations
- scientific article; zbMATH DE number 7640661 (Why is no real title available?)
- Decentralizability of efficient allocations with heterogeneous forecasts
This page was built for publication: Expectations equilibria with dispersed forecasts
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1067986)