Existence, incentive compatibility and efficiency of the rational expectations equilibrium
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. Generic existence of completely revealing equilibria with uncertainty, when prices convey information;Allen;Econometrica,1981
2. Neighboring information and distributions of agents characteristics under uncertainty;Allen;J. Math. Econ.,1983
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4. Informational efficiency and ambiguous information;Condie;Econ. Theory,2011
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1. On the limit points of an infinitely repeated rational expectations equilibrium;Economic Theory;2024-06-04
2. Incentive compatible self-fulfilling mechanisms and rational expectations;Games and Economic Behavior;2021-03
3. Incentive compatibility under ambiguity;Economic Theory;2020-08-08
4. Perfect and proper equilibria in large games;Games and Economic Behavior;2020-01
5. A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility;Annals of Finance;2019-07-20
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