Conditional Pareto optimality of stationary equilibrium in a stochastic overlapping generations model
type: Item
instance of: scholarly article
title: Conditional Pareto optimality of stationary equilibrium in a stochastic overlapping generations model
zbMATH Open document ID: 0679.90017
DOI: 10.1016/0022-0531(88)90106-8
author: Yoshikiyo Sakai
published in: Journal of Economic Theory
publication date: 1988-01-01T00:00:00Z
full work available at URL: http://purl.umn.edu/55488
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 4114352
zbMATH Keywords: pure exchange overlapping generations model
zbMATH Keywords: finite state Markov process
zbMATH Keywords: stationary allocation
zbMATH Keywords: stationary equilibrium allocation
MaRDI profile type: Publication
OpenAlex ID: W2094669182
cites work: Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the Lucas model
cites work: Informational diversity over time and optimality of monetary equilibria
cites work: Stationary Pareto optimality of stochastic asset equilibria with overlapping generations
description: scientific article; zbMATH DE number 4114352