Observable restrictions of general equilibrium models with financial markets.
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Publication:1399546
DOI10.1016/S0022-0531(03)00008-5zbMath1042.91067OpenAlexW4248086949MaRDI QIDQ1399546
Publication date: 30 July 2003
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00008-5
Related Items (8)
Testable implications of general equilibrium models: an integer programming approach ⋮ Equilibrium behavior in markets and games: Testable restrictions and identification. ⋮ Testable restrictions on the equilibrium manifold under random preferences. ⋮ Is intertemporal choice theory testable? ⋮ Testable implications of consumption-based asset pricing models with incomplete markets. ⋮ Testing Pareto efficiency and competitive equilibrium in economies with public goods ⋮ The testable implications of competitive equilibrium in economies with externalities ⋮ Non-parametric counterfactual analysis in dynamic general equilibrium
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