A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
From MaRDI portal
(Redirected from Publication:2174171)
Recommendations
- Existence, incentive compatibility and efficiency of the rational expectations equilibrium
- A note on the implementation of rational expectations equilibria
- Some new characterization of rational expectation equilibria in economies with asymmetric information
- Empirically feasible solutions and explicit dynamics for rational expectation models
- Existence and regularity of partially revealing rational expectations equilibrium in finite economies
- Toward a Strategic Foundation for Rational Expectations Equilibrium
- On the uniqueness of fully informative rational expectations equilibria
- Notes on optimality of rational expectations equilibrium with incomplete markets
- On multiple equilibria and the rational expectations hypothesis
Cites work
- A note on 'fulfilled expectations' equilibria
- A Smooth Model of Decision Making under Ambiguity
- Aggregate preferred correspondence and the existence of a maximin REE
- Ambiguity and rational expectations equilibria
- Ambiguity sensitive preferences in Ellsberg frameworks
- Ambiguous implementation: the partition model
- An Introduction to the Theory of Rational Expectations Under Asymmetric Information
- Asset markets and the information revealed by prices
- Bayesian-Walrasian equilibria: Beyond the rational expectations equilibrium
- Competitive Equilibrium Under Uncertainty
- Core and equilibria under ambiguity
- Differentiating ambiguity and ambiguity attitude
- Do sunspots matter when agents are Choquet-expected-utility maximizers?
- Dynamic portfolio selection with mispricing and model ambiguity
- Dynamic variational preferences
- Efficiency and incentive compatibility in differential information economies
- Endogenous differential information
- Equilibrium theory under ambiguity
- Equilibrium theory with asymmetric information and with infinitely many commodities
- Existence, incentive compatibility and efficiency of the rational expectations equilibrium
- General equilibrium in economies with uncertain delivery
- Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
- scientific article; zbMATH DE number 3092982 (Why is no real title available?)
- Implementation of maximin rational expectations equilibrium
- Incentive compatibility and information superiority of the core of an economy with differential information
- Incomplete markets, allocative efficiency, and the information revealed by prices
- Informational efficiency with ambiguous information
- Irrelevance of private information in two-period economies with more goods than states of nature
- Large economies with differential information and without free disposal
- Maxmin expected utility with non-unique prior
- Non-implementation of rational expectations as a perfect Bayesian equilibrium
- On the core of an economy with differential information
- Portfolio management with stochastic interest rates and inflation ambiguity
- Prudent expectations equilibrium in economies with uncertain delivery
- Rational expectations equilibria and the ex-post core of an economy with asymmetric information.
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Robust portfolio optimization with a generalized expected utility model under ambiguity
- Robustness
- Some new characterization of rational expectation equilibria in economies with asymmetric information
- Subjective expectations equilibrium in economies with uncertain delivery
- The core of an economy with differential information
- The Non-Existence of Informational Equilibria
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
- The Value Allocation of an Economy with Differential Information
- Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility
- Value allocation under ambiguity
Cited in
(24)- Bayesian-Walrasian equilibria: Beyond the rational expectations equilibrium
- On non-revealing rational expectations equilibrium
- Notes on optimality of rational expectations equilibrium with incomplete markets
- Incentive compatible self-fulfilling mechanisms and rational expectations
- On the equivalence of rational expectations equilibrium with perfect Bayesian equilibrium
- Dropping rational expectations
- Persuasion in an asymmetric information economy: a justification of Wald's maxmin preferences
- Coalitions with limited coordination
- Incentive compatibility under ambiguity
- Mixed strategy implementation under ambiguity
- Randomization under ambiguity: efficiency and incentive compatibility
- Rationality and equilibrium. A symposium in honor of Marcel K. Richter. Collected papers
- Rational expectations equilibria of economies with local interactions
- Non-implementation of rational expectations as a perfect Bayesian equilibrium
- On the Welfare Analysis of Rational Expectations Equilibria with Asymmetric Information
- A note on the implementation of rational expectations equilibria
- Existence, incentive compatibility and efficiency of the rational expectations equilibrium
- Generic Existence of Rational Expectations Lindahl Equilibria
- Ambiguity and rational expectations equilibria
- Partially-revealing rational expectations equilibrium in a competitive economy
- Convexity under ambiguity
- On the limit points of an infinitely repeated rational expectations equilibrium
- Rational behavior and rational expectations
- Equilibrium theory under ambiguity
This page was built for publication: A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174171)