Short-memory equilibrium in stochastic overlapping generations economies

DOI10.1016/J.JET.2006.04.006MaRDI QIDQ2373784zbMATH OpenOpenAlexFDO

Authors Alessandro Citanna, Paolo Siconolfi

Publication date 16 July 2007

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2006.04.006

zbMATH Keywords

equilibriumoverlapping generationsreal business cycle

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 4091139 (Why is no real title available?)
• Life-Cycle Economies and Aggregate Fluctuations
• On Endogenous Competitive Business Cycles
• Rational expectations in the overlapping generations model
• Self-fulfilling prophecies
• Stationary Equilibria with Incomplete Markets and Overlapping Generations
• Stationary Markov Equilibria
• Stationary monetary equilibria in overlapping generations models with incomplete markets
• Sunspots and Cycles
• The overlapping-generations model. I: The case of pure exchange without money
• The Structure of Sunspot Equilibria: The Role of Multiplicity
• Time to Build and Aggregate Fluctuations

Cited in

(6)

• A characterization of Markov equilibrium in stochastic overlapping generations models
• Computing minimal state space recursive equilibrium in OLG models with stochastic production
• Endogenous market incompleteness without market frictions: dynamic suboptimality of competitive equilibrium in multiperiod overlapping generations economies
• Optimality in an OLG model with nonsmooth preferences
• The rich are not like you and me: income, price dispersion, and consumption
• On the nonexistence of recursive equilibrium in stochastic OLG economies

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