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Rational expectations equilibria in sequence economies with symmetric information: The two-period case

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  • Hellwig, Martin

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 26 (1996)
Issue (Month): 1 ()
Pages: 9-49

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Handle: RePEc:eee:mateco:v:26:y:1996:i:1:p:9-49

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Web page: http://www.elsevier.com/locate/jmateco

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  1. Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 36(1), pages 110-119, June.
  2. Mas-Colell, Andreu & Monteiro, Paulo K., 1996. "Self-fulfilling equilibria: An existence theorem for a general state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 51-62.
  3. Spear, Stephen E. & Srivastava, Sanjay, 1986. "Markov rational expectations equilibria in an overlapping generations model," Journal of Economic Theory, Elsevier, vol. 38(1), pages 35-62, February.
  4. Hellwig, Martin F., 1980. "Stochastic processes of temporary equilibria : A note," Journal of Mathematical Economics, Elsevier, vol. 7(3), pages 287-299, December.
  5. Hellwig, Martin F., 1983. "A note on the implementation of rational expectations equilibria," Economics Letters, Elsevier, vol. 11(1-2), pages 1-8.
  6. Monteiro, Paulo Klinger, 1996. "A new proof of the existence of equilibrium in incomplete market economies," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 85-101.
  7. Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, vol. 40(2), pages 289-303, March.
  8. Duffie, Darrell & Shafer, Wayne, 1985. "Equilibrium in incomplete markets: I : A basic model of generic existence," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 285-300, June.
  9. Green, Jerry, 1977. "The Non-existence of Informational Equilibria," Review of Economic Studies, Wiley Blackwell, vol. 44(3), pages 451-63, October.
  10. Jordan, James S. & Radner, Roy, 1982. "Rational expectations in microeconomic models: An overview," Journal of Economic Theory, Elsevier, vol. 26(2), pages 201-223, April.
  11. Grossman, Sanford J., 1977. "A characterization of the optimality of equilibrium in incomplete markets," Journal of Economic Theory, Elsevier, vol. 15(1), pages 1-15, June.
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Cited by:
  1. KLINGER MONTEIRO, Paulo & PASCOA, Mario R., 1997. "Discreteness of equilibria in incomplete markets with a continuum of states," CORE Discussion Papers 1997043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Paulo Klinger Monteiro, 1994. "A New Proof Of The Existence Of Equilibrium In Incomplete Markets Economies," GE, Growth, Math methods 9410001, EconWPA.
  3. A.Araujo & P.K.Monteiro & M.Pascoa, 1994. "Existence of equilibria with infinitely many goods,incomplete markets and bankruptcy," GE, Growth, Math methods 9406001, EconWPA, revised 13 Jun 1994.
  4. Florenzano, Monique & Gourdel, Pascal & Pascoa, Mario Rui, 2001. "Overlapping generations models with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 201-218, December.
  5. Mas-Colell, Andreu & Zame, William R., 1996. "The existence of security market equilibrium with a non-atomic state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84.
  6. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8.
  7. Jaime Jose Orrillo Carhuajulca, 2000. "Default and Exogenous Collateral in Incomplete Markets with a Continuum of States," Econometric Society World Congress 2000 Contributed Papers 1860, Econometric Society.
  8. Aliprantis, C. D. & Tourky, Rabee, 2004. "Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.
  9. Hellwig, Martin F., 1996. "Sequential decisions under uncertainty and the maximum theorem," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 443-464.

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