Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
From MaRDI portal
Publication:617671
DOI10.1016/j.jet.2010.03.007zbMath1229.91207MaRDI QIDQ617671
Subir Chattopadhyay, Pablo F. Beker
Publication date: 13 January 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/271187/files/twerp_921.pdf
survival; general equilibrium; consumption; asset prices; market selection hypothesis; dynamically incomplete markets
Related Items
Incomplete financial markets and jumps in asset prices, Market selection, Consumption dynamics in general equilibrium: a characterisation when markets are incomplete, Belief heterogeneity and survival in incomplete markets, Long-run heterogeneity in an exchange economy with fixed-mix traders, Survival with ambiguity, The market organism: Long-run survival in markets with heterogeneous traders
Cites Work
- Unnamed Item
- Market selection when markets are incomplete
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- The dynamics of efficient asset trading with heterogeneous beliefs
- Belief heterogeneity and survival in incomplete markets
- An integration of equilibrium theory and turnpike theory
- A characterization of Ramsey equilibrium
- Utility over time: The homothetic case
- Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product
- Stationary Ramsey equilibria under uncertainty
- Non-existence of recursive equilibria on compact state spaces when markets are incomplete.
- Testable implications of consumption-based asset pricing models with incomplete markets.
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Stationary Markov Equilibria
- Infinite Horizon Incomplete Markets
- Rational Asset Pricing Bubbles
- Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited
- Do Markets Favor Agents able to Make Accurate Predictions?
- RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
- Does Market Incompleteness Matter?
- An Asymtotic Theory of Bayesian Inference for Time Series
