On information and market dynamics: The case of the U. S. beef market

DOI10.1016/S0165-1889(99)00027-5zbMath0945.91505OpenAlexW2013157753MaRDI QIDQ1978592

Jean-Paul Chavas

Publication date: 4 June 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(99)00027-5

zbMATH Keywords

market fluctuationsmarket dynamicsprice expectations

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• A Rational Route to Randomness
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