Overlapping generations models with incomplete markets
For exchange economies as mentioned in the title, where there are countably many discrete time periods, an infinite event-tree with a continuum of branches at each node (reflecting the stochastic structure of the model), a matrix of returns, describing the financial side of the economy and finally, where it is said (reflecting the demographic structure of the economy), what the (finitely or infinitely lived) agents can do (consumtion, portfolio set, utility function, endowment, preferences), the authors prove (under conditions) equilibrium existence results. Construction of an truncated economy serves as background of the proof: Using results for the truncated case and (not so easy obtained) boundedness arguments for the multipliers of the agents a limiting process gives the wanted existence.
- Classical overlapping generations models with incomplete markets.
- Equilibria in exchange economies with a countable number of agents
- Existence of equilibria in the overlapping generations model: The nontransitive case
- Equilibrium for overlapping generations in continuous time
- An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
- A new proof of the existence of equilibrium in incomplete market economies
- An equilibrium existence theorem for a general model without ordered preferences
- Corrections to an equilibrium existence theorem for a general model without ordered preferences
- Equilibrium in dynamic models with an infinity of agents
- Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- scientific article; zbMATH DE number 1154014 (Why is no real title available?)
- Incomplete markets, continuum of states and default
- INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
- Markov rational expectations equilibria in an overlapping generations model
- New Concepts and Techniques for Equilibrium Analysis
- On Fatou's Lemma in several dimensions
- On the Existence of General Equilibrium for a Competitive Market
- Rational expectations equilibria in sequence economies with symmetric information: The two-period case
- Rational expectations in the overlapping generations model
- Self-fulfilling equilibria: An existence theorem for a general state space
- Self-fulfilling prophecies
- Social Security and Demographic Shocks
- Stationary Equilibria with Incomplete Markets and Overlapping Generations
- Stationary monetary equilibria in overlapping generations models with incomplete markets
- Sufficient conditions for the existence of sunspot equilibria
- The existence of security market equilibrium with a non-atomic state space
- Equilibria in exchange economies with a countable number of agents
- An overlapping generations model with a storage technology
- Quasiequilibria in abstract economies: Application to the overlapping generations model
- Competitive equilibria in overlapping generations experiments
- Demonstrating inefficiency in overlapping generations models
- A stochastic overlapping generations economy with inheritance.
- Market structure and competitive equilibrium in dynamic economic models
- On the structure of the equilibrium price set of overlapping-generations economies
- Determinate perfect foresight forecasting in overlapping generations models
- Equilibrium for overlapping generations in continuous time
- Stationary monetary equilibria in overlapping generations models with incomplete markets
- Classical overlapping generations models with incomplete markets.
- Equilibria in an economic model with overlapping generations of investors
- A stochastic overlapping generation model with a continuum of agents
- Fluctuations in Overlapping Generations Economies
- Comparative Dynamics and Risk Premia in an Overlapping Generations Model
- scientific article; zbMATH DE number 4076928 (Why is no real title available?)
- scientific article; zbMATH DE number 124429 (Why is no real title available?)
- Stochastic overlapping generations with non-convex budget sets
- An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
- Wealth transfers and the role of collateral when lifetimes are uncertain
- An overlapping-generations model with search
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