Existence of an equilibrium for infinite horizon economies with and without complete information

DOI10.1016/J.JMATECO.2012.06.001MaRDI QIDQ451064zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

incomplete marketsgeneral equilibriumendogenous uncertaintyperfect foresightdifferential informationmarket selection

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cites work

• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• scientific article; zbMATH DE number 1351867 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asset market equilibrium with short-selling and differential information
• Competitive Equilibrium Under Uncertainty
• Core and equilibria under ambiguity
• Do Markets Favor Agents able to Make Accurate Predictions?
• Efficiency and Speculation in a Model with Price-Contingent Contracts
• Equilibrium theory with asymmetric information and infinitely many states
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• General equilibrium in economies with uncertain delivery
• Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information
• If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
• Infinite Horizon Incomplete Markets
• Merging of Opinions with Increasing Information
• Sequential decisions under uncertainty and the maximum theorem
• Temporary General Equilibrium Theory
• The Continuity of Optimal Dynamic Decision Rules

Cited in

(5)

• Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist
• Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
• A unified treatment of finite and infinite economies: Limited arbitrage is necessary and sufficient for the exisence of equilibrium and the core
• Recursive equilibrium with price perfect foresight and a minimal state space
• scientific article; zbMATH DE number 1839806 (Why is no real title available?)

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