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Existence of a statistical equilibrium for an economy with endogenous offer sets

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  • Alexis Toda

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  • Alexis Toda, 2010. "Existence of a statistical equilibrium for an economy with endogenous offer sets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(3), pages 379-415, December.
    • Handle: RePEc:spr:joecth:v:45:y:2010:i:3:p:379-415
    DOI: 10.1007/s00199-009-0493-6
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    References listed on IDEAS

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    1. Buchen, Peter W. & Kelly, Michael, 1996. "The Maximum Entropy Distribution of an Asset Inferred from Option Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(1), pages 143-159, March.
    2. Hiroshi Yoshikawa, 2003. "The Role of Demand in Macroeconomics," The Japanese Economic Review, Japanese Economic Association, vol. 54(1), pages 1-27, March.
    3. Foley Duncan K., 1994. "A Statistical Equilibrium Theory of Markets," Journal of Economic Theory, Elsevier, vol. 62(2), pages 321-345, April.
    4. John M. Cozzolino & Michael J. Zahner, 1973. "The Maximum-Entropy Distribution of the Future Market Price of a Stock," Operations Research, INFORMS, vol. 21(6), pages 1200-1211, December.
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    Keywords

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    JEL classification:

    • C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • D30 - Microeconomics - - Distribution - - - General
    • D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General

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