Expectations equilibrium and informational efficiency for stochastic environments

DOI10.1016/0022-0531(77)90013-8zbMath0396.90013OpenAlexW1965028627MaRDI QIDQ1253597

James S. Jordan

Publication date: 1977

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

Full work available at URL: http://purl.umn.edu/54832

zbMATH Keywords

Expectations EquilibriaInformational EfficiencyMessage ProcessesStichastic Exchange Environments

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items

Stationary equilibrium, The competitive allocation process is informationally efficient uniquely, Admissible market data structures: A complete characterization, Trade and revelation of information, Price and quantity signals in financial markets, A dynamic model of expectations equilibrium, Expectations conditioned on past data, On the informational efficiency of the competitive resource allocation process

Cites Work

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• On the Predictability of Economic Events
• The Non-Existence of Informational Equilibria
• Competitive Equilibrium Under Uncertainty