Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach

DOI10.1007/S00199-008-0414-0zbMATH Open1168.91457OpenAlexW2066442463MaRDI QIDQ834735FDOQ834735

Authors: Hui Huang, John Whalley, Shunming Zhang 

Publication date: 27 August 2009

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

Full work available at URL: https://doi.org/10.1007/s00199-008-0414-0

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Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Title not available (Why is that?)
• Equilibrium in incomplete markets. I: A basic model of generic existence
• On the optimality of equilibrium when the market structure is incomplete
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Equilibrium interest rate and liquidity premium with transaction costs
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• An introduction to general equilibrium with incomplete asset markets
• Title not available (Why is that?)
• Equilibrium in economies with incomplete financial markets
• Stochastic equilibria with incomplete financial markets
• Existence of equilibria in matching models of money: a new technique

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