Market equilibria and money

DOI10.1186/S13663-021-00705-4OpenAlexW3213737225MaRDI QIDQ2138453FDOQ2138453

Authors: Sjur Didrik Flåm 

Publication date: 12 May 2022

Published in: Fixed Point Theory and Algorithms for Sciences and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13663-021-00705-4

zbMATH Keywords

convolutioncompetitive equilibriumconvexitycorefixed pointgeneralized gradientsconjugationmoneyPareto optimum

Mathematics Subject Classification ID

Operator theory (47-XX) General topology (54-XX)

Cites Work

• Bilateral exchange and competitive equilibrium
• An easy path to convex analysis and applications
• Calculus without derivatives
• Bilateral Trading Processes, Pairwise Optimally, and Pareto Optimality
• Stochastic finance. An introduction in discrete time
• A course in game theory.
• Title not available (Why is that?)
• Decentralized pricing and the equivalence between Nash and Walrasian equilibrium
• VALUATION EQUILIBRIUM AND PARETO OPTIMUM
• Pareto Optimality in Non-Convex Economies
• General economic equilibrium with financial markets and retainability
• Towards competitive equilibrium by double auctions
• Prices and Pareto optima
• Emergence of price-taking behavior

Cited In (8)

• Money, Banking, and Financial Markets
• Convexity, convolution and competitive equilibrium
• Title not available (Why is that?)
• Money, capital and the Pigou effect
• Assets, General Equilibrium and the Neutrality of Money
• Title not available (Why is that?)
• Consistency of flow equilibrium specification of asset market with transactions theory of demand for money
• The Lagrangian, constraint qualifications and economics

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