Beauty contests under private information and diverse beliefs: How different?
From MaRDI portal
Publication:924936
DOI10.1016/J.JMATECO.2006.08.001zbMath1135.91349OpenAlexW2570466768MaRDI QIDQ924936
Publication date: 29 May 2008
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/233/1/MPRA_paper_233.pdf
asset pricingBayesian learningprivate informationheterogeneous beliefsrational beliefsupdating beliefs
Related Items (4)
SEARCH AND STOCHASTIC DYNAMICS IN THE OLD KEYNESIAN ECONOMICS: A RATIONALE FOR THE SHIMER PUZZLE ⋮ Modeling diverse expectations in an aggregated New Keynesian model ⋮ Diverse beliefs and time variability of risk premia ⋮ A New Keynesian model with heterogeneous expectations
Cites Work
- Unnamed Item
- Unnamed Item
- Diverse beliefs and time variability of risk premia
- Determinants of stock market volatility and risk premia
- Heterogeneous beliefs, the term structure and time-varying risk premia
- The role of expectations in economic fluctuations and the efficacy of monetary policy
- Intertemporal asset pricing with heterogeneous beliefs
- On the structure and diversity of rational beliefs
- Endogenous economic fluctuations. Studies in the theory of rational beliefs
- Speculative trading with rational beliefs and endogenous uncertainty
- Endogenous uncertainty and the non-neutrality of money
- Rational belief structures and rational belief equilibria
- Endogenous uncertainty in a general equilibrium model with price contingent contracts
- Coordination and correlation in Markov rational belief equilibria
- Market Anticipations, Rational Expectations, and Bayesian Analysis
- The Solution of Linear Difference Models under Rational Expectations
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- The General Theory of Employment, Interest, and Money
- Endogenous uncertainty and market volatility
- Money non-neutrality in a rational belief equilibrium with financial assets
This page was built for publication: Beauty contests under private information and diverse beliefs: How different?
