The existence of rational expectations equilibria in a large economy with noisy price observations

asymmetric information fixed-point argument continuum of uninformed agents micro-economic pure exchange economies noisy price observations Non-revealing rational expectations equilibria state-dependent excess demand functions

Mathematics Subject Classification ID

Critical points and critical submanifolds in differential topology (57R70) General equilibrium theory (91B50) Communication, information (94A99)

Cites Work

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Differential Topology
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A model of equilibrium with differentiated commodities
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
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Strict rational expectations equilibria with diffuseness
Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
A note on 'fulfilled expectations' equilibria
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The permanent income hypothesis: A theoretical formulation
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Expectations Equilibria with Dispersed Information: Existence with Approximate Rationality in a Model with a Continuum of Agents and Finitely Many States of the World
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Utility perturbations and the equilibrium price set
On the equilibrium price set of an exchange economy
Expectations equilibria with dispersed forecasts
Information Aggregation and Policy

Cited In (11)

Investments in education and welfare in a two-sector, random matching economy
Convergence of information, random variables and noise
Aggregate preferred correspondence and the existence of a maximin REE
Partially revealing rational expectations equilibrium with real assets and binding constraints
An expository note on individual risk without aggregate uncertainty
Implementation of Walrasian expectations equilibria
Randomization and the limit points of monopolistic competition
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
Partially revealing rational expectations equilibria with nominal assets
Expectations equilibria with dispersed forecasts

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