On shifting temporary equilibrium

DOI10.1016/0022-0531(77)90119-3MaRDI QIDQ1255428zbMATH OpenOpenAlexFDO

Authors Daniel S. Christiansen, Mukul Majumdar

Publication date 1977

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

Full work available at URL https://doi.org/10.1016/0022-0531(77)90119-3

zbMATH Keywords

compact-open topologymoneyequilibrium price movements

Mathematics Subject Classification ID

General equilibrium theory (91B50) Function spaces in general topology (54C35)

Cites work

• scientific article; zbMATH DE number 3112450 (Why is no real title available?)
• scientific article; zbMATH DE number 7227247 (Why is no real title available?)
• scientific article; zbMATH DE number 3822471 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• scientific article; zbMATH DE number 3349608 (Why is no real title available?)
• Continuity Properties of the Core of a Market
• Smooth Preferences
• Stochastic processes of temporary equilibria
• Temporary General Equilibrium Theory
• Upper Hemi-Continuity of the Equilibrium-Set Correspondence for Pure Exchange Economies

Cited in

(3)

• Self-fulfilling expectations in stochastic processes of temporary equilibria
• A model of temporary search market equilibrium
• Stationary Markov equilibria on a non-compact self-justified set

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