Rational bubbles and expectation-driven fluctuations

DOI10.1111/J.1742-7363.2013.12002.XMaRDI QIDQ4583970zbMATH OpenOpenAlexFDO

Authors Stefano Bosi, Thomas Seegmuller

Publication date 29 August 2018

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

Full work available at URL https://doi.org/10.1111/j.1742-7363.2013.12002.x

zbMATH Keywords

fluctuationsmonetary policybubblescash-in-advanceoverlapping generationsexpectation-driven volatility

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62)

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Cited in

(16)

• A simple mechanism for financial bubbles: time-varying momentum horizon
• Injecting rational bubbles
• Financial bubbles and capital accumulation in altruistic economies
• The simplest rational greater-fool bubble model
• Stationary bubble equilibria in rational expectation models
• Ascendant altruism and asset price bubbles
• Probabilistic forecasting of bubbles and flash crashes
• scientific article; zbMATH DE number 5249361 (Why is no real title available?)
• Rational equilibrium asset-pricing bubbles in continuous trading models
• Rational bubbles and macroeconomic fluctuations: the (de-)stabilizing role of monetary policy
• Editorial: Introduction to international financial markets and banking systems crises
• Dynamic Instability in Rational Expectations Models: An Attempt to Clarify
• On rational exuberance
• The invisible hand and the rational agent are behind bubbles and crashes
• Recoverability and Expectations-Driven Fluctuations
• Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos

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