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Non-Informative Rational Expectations Equilibria When Assets are Nominal: An Example*

Author

Listed:
  • K. Mischel

    (School of Business, Columbia University)

  • H. M. Polemarchakis

    (School of Business, Columbia University)

  • P. Siconolfi

    (School of Business, Columbia University)

Abstract

When assets are nominal, non-informative rational expectations equilibria exist. The Geneva Papers on Risk and Insurance Theory (1990) 15, 73–79. doi:10.1007/BF01498461

Suggested Citation

  • K. Mischel & H. M. Polemarchakis & P. Siconolfi, 1990. "Non-Informative Rational Expectations Equilibria When Assets are Nominal: An Example*," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 15(1), pages 73-79, March.
  • Handle: RePEc:pal:genrir:v:15:y:1990:i:1:p:73-79
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    Cited by:

    1. Polemarchakis, H. M. & Seccia, G., 2000. "A Role for Monetary Policy when Prices Reveal Information: An Example," Journal of Economic Theory, Elsevier, vol. 95(1), pages 107-115, November.
    2. Rahi, Rohit, 1995. "Partially revealing rational expectations equilibria with nominal assets," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 137-146.

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