Existence of an equilibrium for infinite horizon economies with and without complete information
DOI10.1016/J.JMATECO.2012.06.001zbMATH Open1261.91029OpenAlexW2046658414MaRDI QIDQ451064FDOQ451064
Authors: Rodrigo Raad 
Publication date: 26 September 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.06.001
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Cites Work
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- Temporary General Equilibrium Theory
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- Do Markets Favor Agents able to Make Accurate Predictions?
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- The Continuity of Optimal Dynamic Decision Rules
- Infinite Horizon Incomplete Markets
- General equilibrium in economies with uncertain delivery
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- Core and equilibria under ambiguity
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- Sequential decisions under uncertainty and the maximum theorem
- Asset market equilibrium with short-selling and differential information
- Efficiency and Speculation in a Model with Price-Contingent Contracts
Cited In (5)
- Recursive equilibrium with price perfect foresight and a minimal state space
- Title not available (Why is that?)
- Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
- A unified treatment of finite and infinite economies: Limited arbitrage is necessary and sufficient for the exisence of equilibrium and the core
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
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