Recursive equilibrium in stochastic OLG economies: Incomplete markets

DOI10.1016/J.JMATECO.2012.08.003zbMath1260.91105OpenAlexW1986901706MaRDI QIDQ455923

Paolo Siconolfi, Alessandro Citanna

Publication date: 22 October 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.08.003

zbMATH Keywords

overlapping generationsincomplete marketstransversality theoremrecursive equilibrium

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamic stochastic general equilibrium theory (91B51)

Related Items (4)

Block-recursive equilibria in heterogeneous-agent models ⋮ Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents ⋮ Financial bubbles and capital accumulation in altruistic economies ⋮ A characterization of Markov equilibrium in stochastic overlapping generations models

Cites Work

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• An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
• Manifolds, tensor analysis, and applications.
• Stationary Markov equilibria for overlapping generations
• Stationary Markov Equilibria
• Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
• Life-Cycle Economies and Aggregate Fluctuations
• Recursive Equilibrium in Stochastic Overlapping-Generations Economies

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