The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Felix Kubler & Karl Schmedders, 2010. "Tackling Multiplicity of Equilibria with Gröbner Bases," Operations Research, INFORMS, vol. 58(4-part-2), pages 1037-1050, August.
- Richard C. Barnett & Eric O'N. Fisher, 2002. "Comment on: "Do Sunspots Matter When Spot Market Equilibria Are Unique?"," Econometrica, Econometric Society, vol. 70(1), pages 393-396, January.
- Rod Garratt & Todd Keister & Karl Shell, 2004.
"Comparing Sunspot Equilibrium And Lottery Equilibrium Allocations: The Finite Case,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 351-386, May.
- Garratt, Rod & Keister, Todd & Shell, Karl, 2002. "Comparing Sunspot Equilibrium and Lottery Equilibrium Allocations: The Finite Case," Working Papers 02-07, Cornell University, Center for Analytic Economics.
- Balasko, Yves, 1983. "Extrinsic uncertainty revisited," Journal of Economic Theory, Elsevier, vol. 31(2), pages 203-210, December.
- Thorsten Hens & Beate Pilgrim, 2004. "Sunspot equilibria and the transfer paradox," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 583-602, October.
- Cass, David, 1992. "Sunspots and Incomplete Financial Markets: The General Case," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(3), pages 341-358, July.
- Cass, David & Shell, Karl, 1983. "Do Sunspots Matter?," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 193-227, April.
- Costas Azariadis & Roger Guesnerie, 1986. "Sunspots and Cycles," Review of Economic Studies, Oxford University Press, vol. 53(5), pages 725-737.
- James Peck & Karl Shell, 1991. "Market Uncertainty: Correlated and Sunspot Equilibria in Imperfectly Competitive Economies," Review of Economic Studies, Oxford University Press, vol. 58(5), pages 1011-1029.
- Thorsten Hens, 2000. "Do Sunspots Matter when Spot Market Equilibria Are Unique?," Econometrica, Econometric Society, vol. 68(2), pages 435-441, March.
- Piero Gottardi & Atsushi Kajii, 1999. "The Structure of Sunspot Equilibria: The Role of Multiplicity," Review of Economic Studies, Oxford University Press, vol. 66(3), pages 713-732.
- Azariadis, Costas, 1981. "Self-fulfilling prophecies," Journal of Economic Theory, Elsevier, vol. 25(3), pages 380-396, December.
- Hens, Thorsten & Pilgrim, Beate, 2004. "Sunspot Equilibria and the Transfer Paradox," Discussion Papers 2004/14, Norwegian School of Economics, Department of Business and Management Science.
More about this item
KeywordsSunspots; Extrinsic uncertainty; Numeraire assets; Incomplete markets; Randomization;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:mateco:v:50:y:2014:i:c:p:119-127. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jmateco .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.