Local determinacy in incomplete-markets models

DOI10.1016/J.JEDC.2026.105390MaRDI QIDQ7350099zbMATH OpenFDO

Authors M. Hagedorn

Publication date 17 September 2026

Published in Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2026.105390

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Business cycle dynamics under rational inattention
• Einige Sätze, die sich auf das Vorzeichen einer ganzen rationalen Funktion beziehen, nebst Anwendungen.
• Exogenous information, endogenous information, and optimal monetary policy
• Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
• Limited asset markets participation, monetary policy and (inverted) aggregate demand logic
• Optimal interest-rate rules and inflation stabilization versus price-level stabilization
• The Solution of Linear Difference Models under Rational Expectations
• Trigonometrische Reihen und Potenzreihen mit mehrfach monotoner Koeffizientenfolge.
• Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
• Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models

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