Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency

DOI10.1016/0022-0531(76)90012-0zbMath0336.90008OpenAlexW2037819986MaRDI QIDQ1229798

Lars E. O. Svensson

Publication date: 1976

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(76)90012-0

Mathematics Subject Classification ID

Trade models (91B60)

Related Items

Notes on optimality of rational expectations equilibrium with incomplete markets, Sequentially complete markets remain incomplete, Decentralizability of efficient allocations with heterogeneous forecasts, On the completeness of complete markets

Cites Work

• Temporary competitive equilibrium and the existence of self-fulfilling expectations
• Optimal Production and Allocation Under Uncertainty
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
• Competitive Equilibrium Under Uncertainty
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item