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When sunspots don't matter (*)

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Author Info
Karl Shell (Department of Economics, Cornell University, Ithaca, NY 14853-7601, USA)
Aditya Goenka (Department of Economics, University of Essex, Colchester CO4 3SQ, UK)

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Abstract

We show that a finite, competitive economy is immune to sunspots if (i) preferences are strictly convex, (ii) the set of feasible allocations is convex, and (iii) the contingent-claims market is perfect. The conditions (i)-(ii) cover some, but not all, economies with nonconvex technologies. Based on an indivisible-good example, we show that even economies with strictly convex preferences and full insurance are not in general immune from sunspots. We also show that (1) the sufficient conditions (i)-(iii) are not necessary for sunspot immunity and (2) ex-ante efficiency is not necessary for immunity from sunspots.

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Publisher Info
Article provided by Springer in its journal Economic Theory.

Volume (Year): 9 (1996)
Issue (Month): 1 ()
Pages: 169-178
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Handle: RePEc:spr:joecth:v:9:y:1996:i:1:p:169-178

Note: Received: July 17, 1995; revised version November 30, 1995
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  1. Aditya Goenka & Stefano Matta, 2008. "Manipulation of endowments and sunspot equilibria," Economic Theory, Springer, vol. 36(2), pages 267-282, August. [Downloadable!] (restricted)
  2. Franklin Allen & Douglas Gale, 2003. "Financial Fragility, Liquidity and Asset Prices," Center for Financial Institutions Working Papers 01-37, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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