A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy

DOI10.1016/J.JMATECO.2020.07.003zbMATH Open1448.91159OpenAlexW3044495070MaRDI QIDQ2201709FDOQ2201709

Youcheng Lou, Shouyang Wang

Publication date: 17 September 2020

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2020.07.003

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zbMATH Keywords

rational expectations equilibriumexistence and regularitynew approach

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the aggregation of information in competitive markets
• Price inference in small markets
• On Existence and Uniqueness of Equilibrium in a Class of Noisy Rational Expectations Models: Figure 1
• Information Acquisition in Financial Markets
• Information acquisition, price informativeness, and welfare
• Asset pricing in large information networks
• Information aggregation in a financial market with general signal structure

Cited In (1)

• The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information

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