Partially revealing rational expectations equilibria with nominal assets

DOI10.1016/0304-4068(94)00679-5MaRDI QIDQ1890933zbMATH OpenOpenAlexFDO

Authors Rohit Rahi

Publication date 28 May 1995

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

Full work available at URL https://doi.org/10.1016/0304-4068(94)00679-5

zbMATH Keywords

rational expectations equilibriumstatic exchange economy

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 3547015 (Why is no real title available?)
• scientific article; zbMATH DE number 1154009 (Why is no real title available?)
• scientific article; zbMATH DE number 3399008 (Why is no real title available?)
• Asset markets and the information revealed by prices
• Characterisation of generically complete real asset structures
• Competitive equilibrium with incomplete financial markets
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Further results on the informational efficiency of competitive stock markets
• On the existence of rational expectations equilibrium
• Partially-revealing rational expectations equilibrium in a competitive economy
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• Real indeterminacy with financial assets
• The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
• The existence of fully rational expectations approximate equilibria with noisy price observations
• The existence of rational expectations equilibria in a large economy with noisy price observations

Cited in

(15)

• Incomplete financial markets and differential information
• A role for monetary policy when prices reveal information: An example
• No-arbitrage equilibria with differential information: an existence proof
• On the revelation of private information in stock market economies
• Partially revealing rational expectations equilibrium with real assets and binding constraints
• General equilibrium with endogenously incomplete financial markets
• Partially-revealing rational expectations equilibrium in a competitive economy
• Trade and revelation of information
• Partial revelation within rational expectations
• Fully revealing equilibria in sequential economies with asset markets
• Extrinsic uncertainty and the informational role of prices
• Existence and regularity of partially revealing rational expectations equilibrium in finite economies
• Indeterminacy of rational expectations equilibria in sequential financial markets.
• On endogenous formation of price expectations
• Endogenous probabilities and the information revealed by prices

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