Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

A dynamic model of expectations equilibrium

From MaRDI portal
Publication:1838419
Jump to:navigation, search

DOI10.1016/0022-0531(82)90060-6zbMath0508.90016OpenAlexW1998826564MaRDI QIDQ1838419

James S. Jordan

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0022-0531(82)90060-6


zbMATH Keywords

rational expectations equilibriaexchange equilibriumdynamic information adjustment processinformational temporary equilibriumstochastic exchange environments


Mathematics Subject Classification ID

General equilibrium theory (91B50)


Related Items

The revelation of information in strategic market games. A critique of rational expectations equilibrium ⋮ Implementation of Walrasian expectations equilibria ⋮ Learnig rational expectations: The finite state case



Cites Work

  • Unnamed Item
  • Unnamed Item
  • A property of the demand correspondence of a concave utility function
  • Admissible market data structures: A complete characterization
  • A note on 'fulfilled expectations' equilibria
  • Expectations equilibrium and informational efficiency for stochastic environments
  • Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1838419&oldid=14209990"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 11:23.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki