Stochastic processes of temporary equilibria

DOI10.1016/0304-4068(80)90014-2MaRDI QIDQ5904571zbMATH OpenOpenAlexFDO

Authors Martin Hellwig

Publication date 1980

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4068(80)90014-2

zbMATH Keywords

existence of invariant measuresMarkov processesstochastic processtemporary equilibria

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) General equilibrium theory (91B50) Economic growth models (91B62)

Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3487161 (Why is no real title available?)
• scientific article; zbMATH DE number 3547015 (Why is no real title available?)
• scientific article; zbMATH DE number 3060775 (Why is no real title available?)
• Stochastic processes of temporary equilibria

Cited in

(5)

• On the diversity of equity markets
• On the consistency of stationary Markov equilibria with an exogenous distribution.
• Rational expectations equilibria in sequence economies with symmetric information: The two-period case
• Stationary Markov equilibria on a non-compact self-justified set
• Dynamic legislative policy making

This page was built for publication: Stochastic processes of temporary equilibria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5904571)