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Stochastic processes of temporary equilibria

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  • Grandmont, Jean-Michel
  • Hildenbrand, Werner

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  • Grandmont, Jean-Michel & Hildenbrand, Werner, 1974. "Stochastic processes of temporary equilibria," Journal of Mathematical Economics, Elsevier, vol. 1(3), pages 247-277, December.
    • Handle: RePEc:eee:mateco:v:1:y:1974:i:3:p:247-277
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    Cited by:

    1. Pierri, Damian Rene & Reffett, Kevin, 2021. "Memory, multiple equilibria and emerging market crises," UC3M Working papers. Economics 32871, Universidad Carlos III de Madrid. Departamento de Economía.
    2. Jean-Michel Grandmont, 1976. "Théorie de l'équilibre temporaire général," Revue Économique, Programme National Persée, vol. 27(5), pages 805-843.
    3. Hellwig, Martin F., 1996. "Sequential decisions under uncertainty and the maximum theorem," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 443-464.
    4. Mariotti, Thomas, 2000. "Subgame-perfect equilibrium outcomes in continuous games of almost perfect information1," Journal of Mathematical Economics, Elsevier, vol. 34(1), pages 99-128, August.
    5. Damián Pierri, 2021. "Useful Results for the Simulation of Non-Optimal Economies with Heterogeneous Agents," Working Papers 156, Universidad de San Andres, Departamento de Economia, revised Aug 2021.
    6. Takeoka, Norio, 2003. "On the consistency of stationary Markov equilibria with an exogenous distribution," Journal of Economic Theory, Elsevier, vol. 113(2), pages 316-324, December.
    7. Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
    8. Takeoka, Norio, 2006. "Stationary Markov equilibria on a non-compact self-justified set," Journal of Mathematical Economics, Elsevier, vol. 42(3), pages 269-290, June.
    9. Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020. "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 121-135.
    10. Luís Aguiar‐Conraria & Karl Shell, 2006. "Capital gains," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 331-349, September.
    11. Shizhou Xu, 2018. "Operator-Theoretical Treatment of Ergodic Theorem and Its Application to Dynamic Models in Economics," Papers 1811.06107, arXiv.org.
    12. Damián Pierri, 2023. "Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty," Working Papers 259, Red Nacional de Investigadores en Economía (RedNIE).
    13. Zerong Chen, 2024. "Evolutionary Finance: Models with Short-Lived Assets," Economics Discussion Paper Series 2402, Economics, The University of Manchester.
    14. Harald Hagemann, 2020. "Productivity, Profitability, Wages and Unemployment: The Impact of Malinvaud's Theory of Rationing in Germany," GREDEG Working Papers 2020-54, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    15. Morand, Olivier F. & Reffett, Kevin L., 2007. "Stationary Markovian equilibrium in overlapping generation models with stochastic nonclassical production and Markov shocks," Journal of Mathematical Economics, Elsevier, vol. 43(3-4), pages 501-522, April.
    16. Klaus Reiner Schenk-Hopp�, "undated". "Random Dynamical Systems in Economics," IEW - Working Papers 067, Institute for Empirical Research in Economics - University of Zurich.
    17. Seppo Honkapohja & Takatoshi Ito, 1979. "Non-Trivial Equilibrium in an Economy With Stochastic Rationing," NBER Working Papers 0322, National Bureau of Economic Research, Inc.
    18. Fernholz, Robert, 1999. "On the diversity of equity markets," Journal of Mathematical Economics, Elsevier, vol. 31(3), pages 393-417, April.

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