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Sunspot Equilibria in Systems with Memory: an Introductory Presentation

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Author Info
Davila, J.
Guesnerie, R.

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Abstract

We consider Rational Expectations Equilibria in infinite horizon models in which equilibrium to-day depends upon the past, yesterday, and the future, to-morrow. We focus attention on a category of "Sunspot Equilibria", (à la Davila) that have a finite support and trigger a quasi-cyclic behavior of the economy. Our presentation puts emphasis on intuition and connection with earlier literature in one step forward looking models.

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Publisher Info
Paper provided by DELTA (Ecole normale supérieure) in its series DELTA Working Papers with number 1999-05.

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Length: 20 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:del:abcdef:1999-05

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Related research
Keywords: ECONOMIC MODELS ; EXPECTATIONS ; RATIONALITY;

Find related papers by JEL classification:
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

Cited by:
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  1. George W. Evans & Bruce McGough, 2006. "Stable Finite-State Markov Sunspots," University of Oregon Economics Department Working Papers 2006-13, University of Oregon Economics Department. [Downloadable!]
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This page was last updated on 2009-12-6.


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