Expectations conditioned on past data

DOI10.1016/0022-0531(80)90050-2zbMath0509.90013OpenAlexW2130243085MaRDI QIDQ1838901

Kim C. Border, James S. Jordan

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1016/0022-0531(80)90050-2

zbMATH Keywords

inconsistencyexpectations equilibriumdata functionseconomic predictionformation of expectationsgeneral existence of equilibriumprevious market datathree-period model

Mathematics Subject Classification ID

Economic time series analysis (91B84) General equilibrium theory (91B50)

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Rational expectations in microeconomic models: An overview

Cites Work

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• A note on 'fulfilled expectations' equilibria
• Expectations equilibrium and informational efficiency for stochastic environments
• The Non-Existence of Informational Equilibria
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets