Partially revealing rational expectations equilibria with nominal assets

DOI10.1016/0304-4068(94)00679-5zbMath0834.90034OpenAlexW2051667574MaRDI QIDQ1890933

Rohit Rahi

Publication date: 28 May 1995

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(94)00679-5

zbMATH Keywords

rational expectations equilibriumstatic exchange economy

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (14)

Partially revealing rational expectations equilibrium with real assets and binding constraints ⋮ No-arbitrage equilibria with differential information: an existence proof ⋮ Extrinsic uncertainty and the informational role of prices ⋮ On endogenous formation of price expectations ⋮ Indeterminacy of rational expectations equilibria in sequential financial markets. ⋮ Trade and revelation of information ⋮ Incomplete financial markets and differential information ⋮ Endogenous probabilities and the information revealed by prices ⋮ Partial revelation within rational expectations ⋮ General equilibrium with endogenously incomplete financial markets ⋮ Existence and regularity of partially revealing rational expectations equilibrium in finite economies ⋮ Fully revealing equilibria in sequential economies with asset markets ⋮ On the revelation of private information in stock market economies ⋮ A role for monetary policy when prices reveal information: An example

Cites Work

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• Further results on the informational efficiency of competitive stock markets
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• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets

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