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Rational expectations and the significance of the flexprice and sluggish price sectors
Bhaskara Rao, Buddhavarapu - 1990
Persistent link: https://www.econbiz.de/10000814164
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Assets, beliefs, and equilibria in economic dynamics : essays in honor of Mordecai Kurz ; [presented in a special symposium co-hosted by the Stanford University Department of Econo...
Aliprantis, Charalambos D. (ed.); Kurz, Mordecai (honouree) - 2004
Persistent link: https://www.econbiz.de/10001782373
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Testing financial market equilibrium under asymmetric information
Lang, Larry H. P.; Litzenberger, Robert H.; Madrigal, … - In: Journal of political economy 100 (1992) 2, pp. 317-348
Persistent link: https://www.econbiz.de/10001122196
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The equity premium is no puzzle
Kurz, Mordecai - In: Endogenous economic fluctuations : studies in the …, (pp. 283-315). 1997
Persistent link: https://www.econbiz.de/10001321778
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Asset prices with rational beliefs
Kurz, Mordecai - In: Endogenous economic fluctuations : studies in the …, (pp. 211-249). 1997
Persistent link: https://www.econbiz.de/10001321779
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Sunspot fluctuations around a steady state : the case of multidimensional one-step forward looking economic models
Chiappori, Pierre-André; Geoffard, Pierre-Yves; … - 1990
Persistent link: https://www.econbiz.de/10000789710
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Rationalizing rational expectations? : tests and deviations
D'Haultfœuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - 2018
In this paper, we build a new test of rational expectations based on the marginal distributions of realizations and subjective beliefs. This test is widely applicable, including in the common situation where realizations and beliefs are observed in two different datasets that cannot be matched....
Persistent link: https://www.econbiz.de/10011951089
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Continuity of demand and the direct approach to equilibrium existence in dual banach commodity spaces
Horsley, Anthony; Wrobel, Andrew J. - 1992
Persistent link: https://www.econbiz.de/10000887856
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The existence of security market equilibrium with a nonatomic state space
Mas-Colell, Andreu; Zame, William R. - 1992
Persistent link: https://www.econbiz.de/10000893820
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Banking and macroeconomic equilibrium
Bernanke, Ben; Gertler, Mark - 1986 - Rev
Persistent link: https://www.econbiz.de/10000855623