Noninformative Rational Expectations Equilibria When Assets are Nominal: An Example
AbstractWhen assets are nominal, noninformative rational expectations equilibria exist.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by University of Bonn, Germany in its series Discussion Paper Serie A with number 260.
Date of creation: Aug 1989
Date of revision:
Contact details of provider:
Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
Fax: +49 228 73 6884
Web page: http://www.bgse.uni-bonn.de
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Donati, Paola & Momi, Takeshi, 2003.
"Indeterminacy of rational expectations equilibria in sequential financial markets,"
Journal of Mathematical Economics,
Elsevier, vol. 39(7), pages 743-762, September.
- Donati, Paola, 2003. "Indeterminacy of rational expectations equilibria in sequential financial markets," Working Paper Series 0262, European Central Bank.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (BGSE Office).
If references are entirely missing, you can add them using this form.