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Equilibrium theory with asymmetric information and with infinitely many commodities

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Author Info
Podczeck, Konrad
Yannelis, Nicholas C.
Abstract

The traditional deterministic general equilibrium theory with infinitely many commodities cannot cover economies with private information constraints on the consumption sets. We bring the level of asymmetric information equilibrium theory at par with that of the deterministic one. In particular, we establish results on equilibrium existence for exchange economies with asymmetric (differential) information and with an infinite dimensional commodity space. Our new equilibrium existence theorems include, as a special case, classical results, e.g. Bewley [Existence of equilibria in economies with infinitely many commodities, J. Econ. Theory 4 (1972) 514-540] or Mas-Colell [The price equilibrium existence problem in topological vector lattices, Econometrica 54 (1986) 1039-1053].

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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 141 (2008)
Issue (Month): 1 (July)
Pages: 152-183
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Handle: RePEc:eee:jetheo:v:141:y:2008:i:1:p:152-183

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Web page: http://www.elsevier.com/locate/inca/622869

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  1. Dionysius Glycopantis & Allan Muir & Nicholas Yannelis, 2009. "On non-revealing rational expectations equilibrium," Economic Theory, Springer, vol. 38(2), pages 351-369, February. [Downloadable!] (restricted)
  2. Nicholas Yannelis, 2009. "Debreu’s social equilibrium theorem with asymmetric information and a continuum of agents," Economic Theory, Springer, vol. 38(2), pages 419-432, February. [Downloadable!] (restricted)
  3. Martins-da-Rocha, V. F. & Angeloni, Laura, 2008. "Large economies with differential information but without free disposal," Economics Working Papers (Ensaios Economicos da EPGE) 671, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  4. Hervés-Beloso, Carlos & Martins-da-Rocha, V. F. & Monteiro, Paulo Klinger, 2008. "Equilibrium theory with asymmetric information and infinitely many states," Economics Working Papers (Ensaios Economicos da EPGE) 673, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  5. Dionysius Glycopantis & Carlos Hervés-Beloso & Konrad Podczeck, 2009. "Symposium on: equilibria with asymmetric information," Economic Theory, Springer, vol. 38(2), pages 217-219, February. [Downloadable!] (restricted)
  6. Angeloni, Laura & Martins-da-Rocha, V. F., 2007. "Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility," Economics Working Papers (Ensaios Economicos da EPGE) 647, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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