Aggregate fluctuations as an information transmission mechanism

DOI10.1016/0165-1889(89)90014-6MaRDI QIDQ1108917zbMATH OpenOpenAlexWikidataFDO

Authors Bart Taub

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0165-1889(89)90014-6

zbMATH Keywords

communicationinformational economicseconomy-wide shocks

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 3890132 (Why is no real title available?)
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• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
• Applications of functional analysis and operator theory
• Spectral utility, Wiener-Hopf techniques, and rational expectations
• The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
• The existence of fully rational expectations approximate equilibria with noisy price observations
• The law of large numbers with a continuum of i.i.d. random variables

Cited in

(13)

• Threshold behavior and aggregate fluctuation
• Optimal policy in a model of endogenous fluctuations and assets
• scientific article; zbMATH DE number 1187069 (Why is no real title available?)
• Rational inattention in the frequency domain
• Analytic policy function iteration
• Solving generalized multivariate linear rational expectations models
• Moderating noise-driven macroeconomic fluctuations under dispersed information
• Factoring spectral matrices in linear-quadratic models
• The Granular Origins of Aggregate Fluctuations
• An equilibrium analysis of information aggregation and fluctuations in markets with discrete decisions.
• Information and volatility
• On the possibility of Krusell-Smith equilibria
• Confounding dynamics

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