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Rational expectations and the Markov property of temporary equilibrium processes

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  • Hellwig, Martin F.

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  • Hellwig, Martin F., 1982. "Rational expectations and the Markov property of temporary equilibrium processes," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 135-144, January.
    • Handle: RePEc:eee:mateco:v:9:y:1982:i:1-2:p:135-144
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    Cited by:

    1. Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
    2. Rodrigo Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
    3. Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    4. Shurojit Chatterji & Ignacio N. Lobato, 2010. "Transformations of the state variable and learning dynamics," International Journal of Economic Theory, The International Society for Economic Theory, vol. 6(4), pages 385-403, December.
    5. Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.
    6. Raad, Rodrigo Jardim, 2013. "Approximate recursive equilibrium with minimal state space," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 737, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

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