Recursive equilibrium in stochastic OLG economies: Incomplete markets
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Publication:455923
DOI10.1016/J.JMATECO.2012.08.003zbMATH Open1260.91105OpenAlexW1986901706MaRDI QIDQ455923FDOQ455923
Authors: Alessandro Citanna, Paolo Siconolfi 
Publication date: 22 October 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.08.003
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Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamic stochastic general equilibrium theory (91B51)
Cites Work
- Manifolds, tensor analysis, and applications.
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- Stationary Markov Equilibria
- Stationary Markov equilibria for overlapping generations
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
- Recursive equilibrium in stochastic overlapping-generations economies
- Life-Cycle Economies and Aggregate Fluctuations
- An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
Cited In (19)
- Recursive Competitive Equilibrium in Multi-Sector Economies
- Market equilibrium with heterogeneous recursive-utility-maximizing agents
- Recursive equilibrium in Krusell and Smith (1998)
- Financial bubbles and capital accumulation in altruistic economies
- Recursive equilibria in an Aiyagari-style economy with permanent income shocks
- On the nonexistence of recursive equilibrium in stochastic OLG economies
- RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
- Recursive equilibrium in stochastic overlapping-generations economies
- Recursive equilibrium in endogenous growth models with incomplete markets
- Block-recursive equilibria in heterogeneous-agent models
- Recursive allocations and wealth distribution with multiple goods: existence, survivorship, and dynamics
- Non-existence of recursive equilibria on compact state spaces when markets are incomplete.
- Market structure and competitive equilibrium in dynamic economic models
- Stochastic overlapping generations with non-convex budget sets
- Recursive equilibria in dynamic economies with stochastic production
- Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy
- Recursive competitive equilibrium: a parametric example
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
- A characterization of Markov equilibrium in stochastic overlapping generations models
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