A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility-Reference-Cited by-同舟云学术

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A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility

Published:2019-07-20 Issue:1 Volume:16 Page:1-61
ISSN:1614-2446
Container-title:Annals of Finance
language:en
Short-container-title:Ann Finance

Author:

de Castro Luciano I.,Pesce Marialaura,Yannelis Nicholas C.

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,Finance

Link

http://link.springer.com/content/pdf/10.1007/s10436-019-00349-w.pdf

Reference50 articles.

1. Allen, B.: Generic existence of completely revealing equilibria for economies with uncertainty when prices convey information. Econometrica 49(5), 1173–1199 (1981)

2. Angeloni, L., Martins-da Rocha, V.: Large economies with differential information and without free disposal. Econ Theory 38(2), 263–286 (2009)

3. Angelopoulos, A., Koutsougeras, L.C.: Value allocation under ambiguity. Econ Theory 59(1), 147–167 (2015)

4. Balder, E., Yannelis, N.C.: Bayesian–Walrasian equilibria: beyond the rational expectations equilibrium. Econ Theory 38, 385–397 (2009)

5. Bhowmik, A., Cao, J.: Rational expectations equilibria: existence and representation. Econ Theory Bull 4(2), 367–386 (2016)

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