Partially-revealing rational expectations equilibrium in a competitive economy

DOI10.1016/0022-0531(90)90087-ZzbMath0689.90010OpenAlexW2039922873MaRDI QIDQ582186

Lawrence M. Ausubel

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0022-0531(90)90087-z

zbMATH Keywords

private informationpartially-revealing rational expectation equilibriumpure exchange economies

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (16)

Asset markets and the information revealed by prices ⋮ Partially revealing rational expectations equilibria with nominal assets ⋮ Partially revealing rational expectations equilibrium with real assets and binding constraints ⋮ The revelation of information and self-fulfilling beliefs ⋮ Extrinsic uncertainty and the informational role of prices ⋮ On endogenous formation of price expectations ⋮ Computational economics and economic theory: Substitutes or complements? ⋮ Information and strategic behavior ⋮ An equilibrium analysis of information aggregation and fluctuations in markets with discrete decisions. ⋮ Rational expectations equilibrium and the strategic choice of costly information ⋮ Trade and revelation of information ⋮ Corporate financial hedging with proprietary information ⋮ Rational behavior and rational expectations ⋮ Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information ⋮ Partial revelation within rational expectations ⋮ Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.

Cites Work

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• Competitive Equilibrium Under Uncertainty

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