Rational expectations equilibria in sequence economies with symmetric information: The two-period case

DOI10.1016/0304-4068(95)00741-5zbMATH Open0868.90013OpenAlexW1987866532WikidataQ127351701 ScholiaQ127351701MaRDI QIDQ1817340FDOQ1817340

Martin Hellwig

Publication date: 1 December 1996

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(95)00741-5

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zbMATH Keywords

rational expectations equilibriatwo-period sequence economiesupper hemi-continuity

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cited In (12)

• 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
• 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

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