Equilibrium prices when the sunspot variable is continuous.
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Publication:1867540
DOI10.1006/jeth.1999.2634zbMath1035.91024OpenAlexW2138185854MaRDI QIDQ1867540
Rod Garratt, Karl Shell, Todd Keister, Cheng-Zhong Qin
Publication date: 2 April 2003
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4ce895ec375d5db80618ba3bd8ecbc44f535526b
Related Items (6)
Aggregation in economies with search frictions ⋮ General equilibrium with nonconvexities and money ⋮ Competitive equilibria with asymmetric information ⋮ Introduction to sunspots and lotteries ⋮ Lotteries, sunspots, and incentive constraints ⋮ A characterization of robust sunspot equilibria
Cites Work
- Extrinsic uncertainty revisited
- Speculation and price fluctuations with private, extrinsic signals
- Convexity and sunspots: Another remark
- Indivisibilities, lotteries, and sunspot equilibria
- Robustness of sunspot equilibria
- Decentralizing lottery allocations in markets with indivisible commodities
- Lotteries, sunspots, and incentive constraints
- When sunspots don't matter
- Pareto Optima and Competitive Equilibria with Adverse Selection and Moral Hazard
- Exchange Rate Volatility in an Equilibrium Asset Pricing Model
- General Competitive Analysis in an Economy with Private Information
- Market Uncertainty: Correlated and Sunspot Equilibria in Imperfectly Competitive Economies
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