Approximate equilibria in microeconomic rational expectations models

DOI10.1016/0022-0531(82)90003-5zbMath0485.90022OpenAlexW2052255557MaRDI QIDQ1164537

Beth Allen

Publication date: 1982

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(82)90003-5

zbMATH Keywords

epsilon-equilibriumasymmetrically informed tradersinformation transmitting pricesstrict rational expectations approximate equilibria

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (8)

The revelation of information in strategic market games. A critique of rational expectations equilibrium ⋮ Unnamed Item ⋮ Rational behavior and rational expectations ⋮ The existence of fully rational expectations approximate equilibria with noisy price observations ⋮ Expectations equilibria with dispersed forecasts ⋮ The existence of rational expectations equilibria in a large economy with noisy price observations ⋮ Informational smallness in rational expectations equilibria. ⋮ Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.

Cites Work

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• Utility perturbations and the equilibrium price set
• A note on 'fulfilled expectations' equilibria
• Further results on the informational efficiency of competitive stock markets
• 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
• The Non-Existence of Informational Equilibria
• Quasi-Equilibria in Markets with Non-Convex Preferences
• An exact sequence in differential topology

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