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Rational expectations and the Markov property of temporary equilibrium processes

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  • Hellwig, Martin F.

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  • Hellwig, Martin F., 1982. "Rational expectations and the Markov property of temporary equilibrium processes," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 135-144, January.
    • Handle: RePEc:eee:mateco:v:9:y:1982:i:1-2:p:135-144
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    Cited by:

    1. Norman, Thomas W.L., 2020. "Market selection with an endogenous state," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 51-59.
    2. Rodrigo Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
    3. Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    4. Raad, Rodrigo Jardim, 2013. "Approximate recursive equilibrium with minimal state space," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 737, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. Shurojit Chatterji & Ignacio N. Lobato, 2010. "Transformations of the state variable and learning dynamics," International Journal of Economic Theory, The International Society for Economic Theory, vol. 6(4), pages 385-403, December.
    6. Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013. "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5132-5146.

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