A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
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DOI: 10.1007/s10436-019-00349-w
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Cited by:
- Enrique Urbano Arellano & Xinyang Wang, 2023. "Social Learning of General Rules," Papers 2310.15861, arXiv.org.
- Zhiwei Liu & Nicholas C. Yannelis, 2021. "Persuasion in an asymmetric information economy: a justification of Wald’s maxmin preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(3), pages 801-833, October.
- Liu, Zhiwei & Song, Xinxi & Yannelis, Nicholas C., 2020. "Randomization under ambiguity: Efficiency and incentive compatibility," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 1-11.
- Zhiwei Liu & Nicholas C. Yannelis, 2022. "Mixed strategy implementation under ambiguity," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 167-181, May.
- Cheng-Zhong Qin & Xintong Yang, 2020. "On the equivalence of rational expectations equilibrium with perfect Bayesian equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(4), pages 1127-1146, June.
- Huiyi Guo & Nicholas C. Yannelis, 2022. "Incentive compatibility under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 565-593, April.
- Marialaura Pesce & Niccolo Urbinati & Nicholas C. Yannelis, 2023. "On the Limit Points of an Infinitely Repeated Rational Expectations Equilibrium," CSEF Working Papers 677, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
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More about this item
Keywords
Rational expectations; Ambiguity aversion; Efficiency; Incentive compatibility;All these keywords.
JEL classification:
- D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
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