Functional rational expectations equilibria in market games
From MaRDI portal
Publication:971895
DOI10.1007/S00199-009-0451-3zbMATH Open1200.91181OpenAlexW2083784054MaRDI QIDQ971895FDOQ971895
Authors: Jamsheed Shorish 
Publication date: 17 May 2010
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://irihs.ihs.ac.at/1690/1/es-186.pdf
Recommendations
- Existence, incentive compatibility and efficiency of the rational expectations equilibrium
- On equilibrium existence in a finite-agent, multi-asset noisy rational expectations economy
- scientific article; zbMATH DE number 4083326
- Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models
- Bayesian-Walrasian equilibria: Beyond the rational expectations equilibrium
Cites Work
- Temporary General Equilibrium Theory
- Repeated trade and the velocity of money
- Non-implementation of rational expectations as a perfect Bayesian equilibrium
- On non-revealing rational expectations equilibrium
- The revelation of information in strategic market games. A critique of rational expectations equilibrium
- Local coordination and market equilibria.
- Stability of functional rational expectations equilibria
- Asymmetric information in a competitive market game: Reexamining the implications of rational expectations
- Bayesian-Walrasian equilibria: Beyond the rational expectations equilibrium
- Nash equilibria of market games: Finiteness and inefficiency
- Inefficiency of smooth market mechanisms
- Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models
Cited In (1)
This page was built for publication: Functional rational expectations equilibria in market games
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q971895)
