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General equilibrium, co-ordination and multiplicity on spot markets

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  • Roger Guesnerie

    (PJSE - Paris-Jourdan Sciences Economiques - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École nationale des ponts et chaussées - CNRS - Centre National de la Recherche Scientifique, Collège de France - Chaire Théorie économique et organisation sociale - CdF (institution) - Collège de France)

Abstract

This is a slightly revised English version of a paper published in the "Revue d'Economie Politique" 112 (5) sept-oct 2002. The text reviews recent work on expectational coordination in general equilibrium models of the Walrasian tradition. It evokes briefly the multiplicity questions associated with infinite horizon models and the issues associated with "eductive learning". It examines in a more systematic way the coordination difficulties that would arise in finite horizon models with spot multiplicity and discusses the relationship between coordination and incompleteness.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Roger Guesnerie, 2006. "General equilibrium, co-ordination and multiplicity on spot markets," Post-Print halshs-00754738, HAL.
    • Handle: RePEc:hal:journl:halshs-00754738
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    Cited by:

    1. Auster, Sarah & Kettering, Jeremy & Kochov, Asen, 2024. "Sequential trading with coarse contingencies," Journal of Economic Theory, Elsevier, vol. 220(C).
    2. Fratini, Saverio M. & Levrero, Enrico Sergio & Ravagnani, Fabio, 2016. "Price expectations in neo-Walrasian equilibrium models: an overview," MPRA Paper 69515, University Library of Munich, Germany.

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