Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
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Publication:1229798
DOI10.1016/0022-0531(76)90012-0zbMath0336.90008OpenAlexW2037819986MaRDI QIDQ1229798
Publication date: 1976
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(76)90012-0
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Notes on optimality of rational expectations equilibrium with incomplete markets, Sequentially complete markets remain incomplete, Decentralizability of efficient allocations with heterogeneous forecasts, On the completeness of complete markets
Cites Work
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