Introduction to economic theory of bubbles

DOI10.1016/j.jmateco.2014.06.002zbMath1305.00119OpenAlexW2067529814MaRDI QIDQ406275

Jianjun Miao

Publication date: 8 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.06.002

zbMATH Keywords

economic growthincomplete marketsarbitrageborrowing constraintsdynamic efficiencyrational asset bubbles

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Economic growth models (91B62)

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Cites Work

• Stock market bubbles and unemployment
• Bubbles and trading in incomplete markets
• Rational asset pricing bubbles and debt constraints
• Sectoral bubbles, misallocation, and endogenous growth
• Safe asset shortages and asset price bubbles
• Banking bubbles and financial crises
• Injecting rational bubbles
• The permanent income hypothesis and short-run price stability
• Bubbles and constraints on debt accumulation
• Borrowing Constraints and Aggregate Economic Activity
• Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
• Assessing Dynamic Efficiency: Theory and Evidence
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Fiscal Policy in an Endogenous Growth Model
• Debt Constrained Asset Markets
• Rational Asset Pricing Bubbles
• A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
• Bubbly Liquidity
• Efficiency, Equilibrium, and Asset Pricing with Risk of Default
• Optimal Lending Contracts and Firm Dynamics
• Bubbles and Self-Enforcing Debt
• Duality Theory for Infinite Horizon Convex Models
• Asset Bubbles and Overlapping Generations

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