Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
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- Hervé Crès & Tobias Markeprand & Mich Tvede, 2016.
"Incomplete financial markets and jumps in asset prices,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 201-219, June.
- Hervé Crès & Tobias Markeprand & Mich Tvede, 2009. "Incomplete Financial Markets and Jumps in Asset Prices," Discussion Papers 09-12, University of Copenhagen. Department of Economics.
- Felix Kubler & Karl Schmedders, 2010.
"Non-parametric counterfactual analysis in dynamic general equilibrium,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
- Felix Kubler & Karl Schmedders, 2007. "Non-parametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive 07-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Felix KUBLER & Karl SCHMEDDERS, 2009. "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series 09-05, Swiss Finance Institute.
- Krebs, Tom, 2004.
"Non-existence of recursive equilibria on compact state spaces when markets are incomplete,"
Journal of Economic Theory,
Elsevier, vol. 115(1), pages 134-150, March.
- Tom Krebs, 2002. "Non-Existence of Recursive Equilibria on Compact State Spaces When Markets are Incomplete," Working Papers 2002-17, Brown University, Department of Economics.
- Chiaki Hara, 2009. "Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods," KIER Working Papers 685, Kyoto University, Institute of Economic Research.
More about this item
KeywordsKeywords and Phrases: Incomplete markets; Heterogeneous agents; Inefficient equilibria.; JEL Classification Numbers: C63; D50; D52.;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
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