On shifting temporary equilibrium

DOI10.1016/0022-0531(77)90119-3zbMATH Open0401.90015OpenAlexW1978185761MaRDI QIDQ1255428FDOQ1255428

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

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• Temporary General Equilibrium Theory
• Upper Hemi-Continuity of the Equilibrium-Set Correspondence for Pure Exchange Economies
• Smooth Preferences
• Title not available (Why is that?)
• Continuity Properties of the Core of a Market
• Stochastic processes of temporary equilibria
• Title not available (Why is that?)

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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