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

DOI10.1016/J.JMATECO.2020.07.003MaRDI QIDQ2201709zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

rational expectations equilibriumexistence and regularitynew approach

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

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Cites work

• scientific article; zbMATH DE number 3436435 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• Asset pricing in large information networks
• Information Acquisition in Financial Markets
• Information acquisition, price informativeness, and welfare
• Information aggregation in a financial market with general signal structure
• On existence and uniqueness of equilibrium in a class of noisy rational expectations models
• On the aggregation of information in competitive markets
• Price inference in small markets

Cited in

(2)

• The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information
• On equilibrium existence in a finite-agent, multi-asset noisy rational expectations economy

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