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Quadratic Concavity and the Determinancy of Equilibrium

  • Chris Shannon

    (UC Berkeley)

  • William R. Zame

    (UCLA)

No abstract is available for this item.

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File URL: http://www.econ.ucla.edu/workingpapers/wp791.pdf
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Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 791.

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Date of creation: 01 Aug 1999
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Handle: RePEc:cla:uclawp:791
Contact details of provider: Web page: http://www.econ.ucla.edu/

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  1. Hindy, Ayman & Huang, Chi-fu, 1992. "Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach," Econometrica, Econometric Society, vol. 60(4), pages 781-801, July.
  2. Mas-Colell, Andreu & Richard, Scott F., 1991. "A new approach to the existence of equilibria in vector lattices," Journal of Economic Theory, Elsevier, vol. 53(1), pages 1-11, February.
  3. Timothy J Kehoe & David K Levine, 1985. "Comparative Statics and Perfect Foresight in Infinite Horizon Economies," Levine's Working Paper Archive 1873, David K. Levine.
  4. Larry E. Jones, 1982. "A Competitive Model of Commodity Differentiation," Discussion Papers 526, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  5. Kehoe, Timothy J. & Levine, David K. & Romer, Paul M., 1990. "Determinacy of equilibria in dynamic models with finitely many consumers," Journal of Economic Theory, Elsevier, vol. 50(1), pages 1-21, February.
  6. Darrell Duffie & William Zame, 1988. "The Consumption-Based Capital Asset Pricing Model," Discussion Papers 88-10, University of Copenhagen. Department of Economics.
  7. Chichilnisky, G & Zhou, Y, 1996. "Smooth Infinite Economiesq," Discussion Papers 1996_30, Columbia University, Department of Economics.
  8. Yves Balasko, 1995. "Equilibrium Analysis of the Infinite Horizon Model with Smooth Discounted Utility Functions," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 95.04, Institut d'Economie et Econométrie, Université de Genève.
  9. Debreu, Gerard, 1970. "Economies with a Finite Set of Equilibria," Econometrica, Econometric Society, vol. 38(3), pages 387-92, May.
  10. Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September.
  11. Timothy J. Kehoe & David K. Levine & Andreu Mas-Colell & William Zame, 1989. "Determinacy of Equilibrium in Large Square Economies," Levine's Working Paper Archive 46, David K. Levine.
  12. Hindy, Ayman & Huang, Chi-fu & Kreps, David, 1992. "On intertemporal preferences in continuous time : The case of certainty," Journal of Mathematical Economics, Elsevier, vol. 21(5), pages 401-440.
  13. Anderson Robert M. & Zame William R., 2001. "Genericity with Infinitely Many Parameters," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 1(1), pages 1-64, February.
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