Rational expectations equilibria in sequence economies with symmetric information: The two-period case
From MaRDI portal
(Redirected from Publication:1817340)
Recommendations
- scientific article; zbMATH DE number 4083326
- On the equivalence of rational expectations equilibrium with perfect Bayesian equilibrium
- The existence of rational expectations equilibria in a large economy with noisy price observations
- Existence, incentive compatibility and efficiency of the rational expectations equilibrium
- Indeterminacy of rational expectations equilibria in sequential financial markets.
Cites work
- scientific article; zbMATH DE number 3137662 (Why is no real title available?)
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- scientific article; zbMATH DE number 3437452 (Why is no real title available?)
- scientific article; zbMATH DE number 3441084 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
- scientific article; zbMATH DE number 3365044 (Why is no real title available?)
- scientific article; zbMATH DE number 3060775 (Why is no real title available?)
- A characterization of the optimality of equilibrium in incomplete markets
- A new proof of the existence of equilibrium in incomplete market economies
- A note on 'fulfilled expectations' equilibria
- A note on the implementation of rational expectations equilibria
- Competitive equilibrium with incomplete financial markets
- Equilibrium in a discrete exchange economy with money
- Equilibrium in economies with incomplete financial markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Finitely Additive Measures
- Integrals which are convex functionals. II
- Markov rational expectations equilibria in an overlapping generations model
- On the interchange of subdifferentiation and conditional expectation for convex functionals
- On the optimality of equilibrium when the market structure is incomplete
- Rational expectations in microeconomic models: An overview
- Self-fulfilling equilibria: An existence theorem for a general state space
- Stochastic processes of temporary equilibria
- The Non-Existence of Informational Equilibria
- The existence of security market equilibrium with a non-atomic state space
Cited in
(13)- Overlapping generations models with incomplete markets
- Default and exogenous collateral in incomplete markets with a continuum of states
- Equilibria in incomplete assets economies with infinite dimensional spot markets
- The weak sequential core for two-period economies
- On the equivalence of rational expectations equilibrium with perfect Bayesian equilibrium
- A new proof of the existence of equilibrium in incomplete market economies
- Incomplete security markets with infinitely many states: An introduction
- Notes on sequence economies, transaction costs, and uncertainty
- The strong sequential core for two-period economies
- The existence of security market equilibrium with a non-atomic state space
- Discreteness of equilibria in incomplete markets with a continuum of states
- Rational Expectations Equilibrium in a Sequence of Asset Markets
- Sequential decisions under uncertainty and the maximum theorem
This page was built for publication: Rational expectations equilibria in sequence economies with symmetric information: The two-period case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1817340)