Infinite horizon equilibrium with incomplete markets
From MaRDI portal
Publication:582195
DOI10.1016/0304-4068(89)90012-8zbMath0689.90019OpenAlexW1975337166MaRDI QIDQ582195
Publication date: 1989
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.econ.ucla.edu/workingpapers/wp418.pdf
incomplete marketscompetitive equilibriuminfinite-horizonconstant- returns-to-scalecountably many marketsextensibilitytruncated equilibria
Related Items
Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets, Incomplete markets and volatility, Equilibria in incomplete assets economies with infinite dimensional spot markets, Incomplete security markets with infinitely many states: An introduction, The existence of security market equilibrium with a non-atomic state space, Dept constraints and equilibrium in infinite horizon economies with incomplete markets, The importance of the number of different agents in a heterogeneous asset-pricing model, INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1
Cites Work
- Unnamed Item
- Unnamed Item
- Subgame-perfect equilibria of finite- and infinite-horizon games
- Rational expectations in the overlapping generations model
- A characterization of the perfect equilibria of infinite horizon games
- Equilibrium in economies with incomplete financial markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Stochastic equilibria with incomplete financial markets
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- Real indeterminacy with financial assets
- The overlapping-generations model. I: The case of pure exchange without money
- On the optimality of equilibrium when the market structure is incomplete
- A Difficulty with the Optimum Quantity of Money
- Borrowing Constraints and Aggregate Economic Activity
- Efficiency and the Value of Money
- Money and Interest in a Cash-in-Advance Economy
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Duality Theory for Infinite Horizon Convex Models
- Equilibrium in dynamic models with an infinity of agents