A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
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Publication:2174171
DOI10.1007/S10436-019-00349-WzbMATH Open1433.91088OpenAlexW2963540149MaRDI QIDQ2174171FDOQ2174171
Authors: Marialaura Pesce, Nicholas C. Yannelis, Luciano I. de Castro 
Publication date: 20 April 2020
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-019-00349-w
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Cited In (22)
- Equilibrium theory under ambiguity
- Notes on optimality of rational expectations equilibrium with incomplete markets
- Incentive compatibility under ambiguity
- Generic Existence of Rational Expectations Lindahl Equilibria
- Non-implementation of rational expectations as a perfect Bayesian equilibrium
- Coalitions with limited coordination
- On the equivalence of rational expectations equilibrium with perfect Bayesian equilibrium
- Rationality and equilibrium. A symposium in honor of Marcel K. Richter. Collected papers
- Mixed strategy implementation under ambiguity
- Partially-revealing rational expectations equilibrium in a competitive economy
- Existence, incentive compatibility and efficiency of the rational expectations equilibrium
- On the Welfare Analysis of Rational Expectations Equilibria with Asymmetric Information
- Bayesian-Walrasian equilibria: Beyond the rational expectations equilibrium
- Randomization under ambiguity: efficiency and incentive compatibility
- Rational expectations equilibria of economies with local interactions
- Dropping rational expectations
- Ambiguity and rational expectations equilibria
- Persuasion in an asymmetric information economy: a justification of Wald's maxmin preferences
- Rational behavior and rational expectations
- A note on the implementation of rational expectations equilibria
- On non-revealing rational expectations equilibrium
- Incentive compatible self-fulfilling mechanisms and rational expectations
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