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Endogenous Uncertainty in a General Equilibrium Model with Price Contingent Contracts

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  • Kurz, Mordecai
  • Wu, Ho-Mou
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    Bibliographic Info

    Article provided by Springer in its journal Economic Theory.

    Volume (Year): 8 (1996)
    Issue (Month): 3 (October)
    Pages: 461-88

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    Handle: RePEc:spr:joecth:v:8:y:1996:i:3:p:461-88

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    Cited by:
    1. Shurojit Chatterji & Sayantan Ghosal, 2013. "Contracting over Prices," Working Papers 2013_24, Business School - Economics, University of Glasgow.
    2. Mordecai Kurz & Maurizio Motolese, 2007. "Diverse Beliefs and Time Variability of Risk Premia," Discussion Papers 06-044, Stanford Institute for Economic Policy Research.
    3. Kurz, Mordecai, 2006. "Beauty contests under private information and diverse beliefs: how different?," MPRA Paper 233, University Library of Munich, Germany, revised Apr 2006.
    4. Nielsen, Carsten Krabbe, 2008. "On rationally confident beliefs and rational overconfidence," Mathematical Social Sciences, Elsevier, vol. 55(3), pages 381-404, May.
    5. Kurz, Mordecai, 2008. "Beauty contests under private information and diverse beliefs: How different?," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 762-784, July.
    6. Carsten Krabbe Nielsen, 2004. "Stabilizing, Pareto Improving Policies in an OLG model with Incomplete Markets: The Rational Expectations and Rational Beliefs Case," Econometric Society 2004 Far Eastern Meetings 617, Econometric Society.
    7. Mordecai Kurz, 1997. "Social States of Belief and the Determinants of the Equity Risk Premium in A Rational Belief Equilibrium," Working Papers 97026, Stanford University, Department of Economics.
    8. Kurz, Mordecai & Motolese, Maurizio, 2006. "Risk Premia, diverse belief and beauty contests," MPRA Paper 247, University Library of Munich, Germany.
    9. João Correia da Silva, 2014. "Two-period economies with price-contingent deliveries," FEP Working Papers 529, Universidade do Porto, Faculdade de Economia do Porto.

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