On rational Belief Equilibria

Citations

Cited by:

1. Patrick Leoni, 2008. "Market power, survival and accuracy of predictions in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 34(1), pages 189-206, January.
   • Patrick Leoni, "undated". "Market Power, Survival and Accuracy of Predictions in Financial Markets," IEW - Working Papers 216, Institute for Empirical Research in Economics - University of Zurich.
   • Patarick Leoni, 2006. "Market Power, Survival and Accuracy of Predictions in Financial Markets," Economics Department Working Paper Series n1701106, Department of Economics, National University of Ireland - Maynooth.
2. Lionel de Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Documents de travail du Centre d'Economie de la Sorbonne 17036r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2018.
3. Lionel de Boisdeffre, 2018. "Dropping Rational Expectations," Documents de travail du Centre d'Economie de la Sorbonne 18026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
4. Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Post-Print halshs-01903510, HAL.
5. Michael Brennan & Feifei Li & Walter Torous, 2005. "Dollar Cost Averaging," Review of Finance, Springer, vol. 9(4), pages 509-535, December.
   • Brennan, Michael J & Li, Feifei & Torous, Walt, 2005. "Dollar Cost Averaging," University of California at Los Angeles, Anderson Graduate School of Management qt53p0r65q, Anderson Graduate School of Management, UCLA.
6. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
   • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
   • Brock, W.A., 1995. "A Rational Route to Randomness," Working papers 9530, Wisconsin Madison - Social Systems.
   • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
   • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
7. Lionel de Boisdeffre, 2018. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Post-Print halshs-01593567, HAL.
8. Albert Marcet & Juan P. Nicolini, 2003. "Recurrent Hyperinflations and Learning," American Economic Review, American Economic Association, vol. 93(5), pages 1476-1498, December.
   • Albert Marcet & Juan P. Nicolini, 1995. "Recurrent hyperinflations and learning," Economics Working Papers 244, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2001.
   • Marcet, Albert & Nicolini, Juan Pablo, 1998. "Recurrent Hyperinflations and Learning," CEPR Discussion Papers 1875, C.E.P.R. Discussion Papers.
   • Marcet, A. & Nicolini, J.P., 1997. "Recurrent Hyperinflations and Learning," Papers 9721, Centro de Estudios Monetarios Y Financieros-.
   • Albert Marcet & Juan Pablo Nicolini, 1997. "Recurrent Hyperinflations and Learning," Working Papers wp1997_9721, CEMFI.
9. Jing Yang, 1999. "Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market," Computing in Economics and Finance 1999 612, Society for Computational Economics.
10. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
    • Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
11. Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011. "Financial leverage and market volatility with diverse beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
    • Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009. "Financial Leverage and Market Volatility with Diverse Beliefs," Finance Working Papers 22887, East Asian Bureau of Economic Research.
12. Calvet, Laurent & Fisher, Adlai, 2001. "Forecasting multifractal volatility," Journal of Econometrics, Elsevier, vol. 105(1), pages 27-58, November.
    • Laurent Calvet & Adlai Fisher, 1999. "Forecasting Multifractal Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-017, New York University, Leonard N. Stern School of Business-.
    • Laurent-Emmanuel Calvet & Adlai J. Fisher, 2001. "Forecasting multifractal volatility," Post-Print hal-00477952, HAL.
    • Laurent Calvet, 2000. "Forecasting Multifractal Volatility," Harvard Institute of Economic Research Working Papers 1902, Harvard - Institute of Economic Research.
13. Lionel de Boisdeffre, 2018. "Circumventing the Hart Puzzle," Documents de travail du Centre d'Economie de la Sorbonne 18027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
14. Andrew Stuart Duncan & Guangling“dave” Liu, 2009. "Modelling South African Currency Crises As Structural Changes In The Volatility Of The Rand," South African Journal of Economics, Economic Society of South Africa, vol. 77(3), pages 363-379, September.
    • Andrew S. Duncan & Guangling Dave Liu, 2009. "Modelling South African Currency Crises as Structural Changes in the Volatility of the Rand," Working Papers 140, Economic Research Southern Africa.
15. Philippe Jehiel, 2022. "Analogy-Based Expectation Equilibrium and Related Concepts:Theory, Applications, and Beyond," Working Papers halshs-03735680, HAL.
    • Philippe Jehiel, 2022. "Analogy-Based Expectation Equilibrium and Related Concepts:Theory, Applications, and Beyond," PSE Working Papers halshs-03735680, HAL.
16. LeBaron, Blake & Arthur, W. Brian & Palmer, Richard, 1999. "Time series properties of an artificial stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1487-1516, September.
    • Arthur, W.B. & LeBaron, B. & Palmer, R., 1997. "Time Series Properties of an Artificial Stock Market," Working papers 9725, Wisconsin Madison - Social Systems.
17. Lionel de Boisdeffre, 2021. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation," Post-Print halshs-03196923, HAL.
18. Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Post-Print halshs-03196897, HAL.
19. Mordecai Kurz, "undated". "Endogenous Uncertainty: A Unified View of Market Volatility," Working Papers 97027, Stanford University, Department of Economics.
    • Mordecai Kurz, "undated". "Endogenous Uncertainty: A Unified View of Market Volatility," Working Papers 98013, Stanford University, Department of Economics.
20. Haim Kedar-Levy, 2004. "Learning the CAPM through Bubbles," Econometric Society 2004 Far Eastern Meetings 775, Econometric Society.
21. Volha Audzei, 2012. "Efficiency of Central Bank Policy During the Crisis : Role of Expectations in Reinforcing Hoarding Behavior," CERGE-EI Working Papers wp477, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
22. Julio Dávila, 2008. "The rationality of expectations formation and excess volatility," Documents de travail du Centre d'Economie de la Sorbonne b08019, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Julio Davila, 2008. "The rationality of expectations formation and excess volatility," Post-Print halshs-00261582, HAL.
    • Julio Davila, 2008. "The rationality of expectations formation and excess volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00261582, HAL.
23. Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Thomas Sargent, 2016. "A Framework for the Analysis of Self-Confirming Policies," Working Papers 573, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
24. Shuo Cao, 2018. "Learning about Term Structure Predictability under Uncertainty," GRU Working Paper Series GRU_2018_006, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
25. Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 2, pages 33-67, Edward Elgar Publishing.
26. Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, edition 1, volume 1, number 9891.
27. Shurojit Chatterji & Sayantan Ghosal, 2012. "Contracting over Prices," Working Papers 36-2012, Singapore Management University, School of Economics.
    • Shurojit Chatterji & Sayantan Ghosal, 2013. "Contracting over Prices," Working Papers 2013_24, Business School - Economics, University of Glasgow.
    • Chatterji, S. & Ghosal, Sayantan, 2013. "Contracting over Prices," SIRE Discussion Papers 2013-88, Scottish Institute for Research in Economics (SIRE).
28. Lionel DE BOISDEFFRE, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working Papers 2017-2018_8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Jun 2018.
29. Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903586, HAL.
30. Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
    • Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
31. Arnoud Boot & Vladimir Vladimirov, 2019. "(Non-)Precautionary Cash Hoarding and the Evolution of Growth Firms," Management Science, INFORMS, vol. 65(11), pages 5290-5307, November.
    • Boot, Arnoud & Vladimirov, Vladimir, 2016. "Non-Precautionary Cash Hoarding and the Evolution of Growth Firms," CEPR Discussion Papers 11510, C.E.P.R. Discussion Papers.
32. Dia, Enzo, 2013. "How do banks respond to shocks? A dynamic model of deposit-taking institutions," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3623-3638.
33. Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196897, HAL.
34. Brock, William A. & Hommes, Cars H., 1998. "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1235-1274, August.
    • Brock, W.A. & Hommes, C.H., 1996. "Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model," Working papers 9621, Wisconsin Madison - Social Systems.
35. Thakor, Anjan V., 2015. "Strategic information disclosure when there is fundamental disagreement," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 131-153.
36. Song, Fenghua & Thakor, Anjan V., 2019. "Bank culture," Journal of Financial Intermediation, Elsevier, vol. 39(C), pages 59-79.
37. Rieger, Jörg, 2014. "Financial Integration with Heterogeneous Beliefs," Working Papers 0568, University of Heidelberg, Department of Economics.
38. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working Papers hal-02141059, HAL.
39. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141059, HAL.
40. Volker Wieland & Maik Wolters, 2011. "The diversity of forecasts from macroeconomic models of the US economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 247-292, June.
    • Wieland, Volker & Wolters, Maik, 2010. "The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy," CEPR Discussion Papers 7870, C.E.P.R. Discussion Papers.
    • Wieland, Volker & Wolters, Maik H., 2010. "The diversity of forecasts from macroeconomic models of the U.S. economy," CFS Working Paper Series 2010/08, Center for Financial Studies (CFS).
41. William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
    • William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
    • Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
    • William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
    • Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
42. Lionel de Boisdeffre, 2021. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196923, HAL.
43. Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Post-Print halshs-01903586, HAL.
44. Lionel de Boisde¤re, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Post-Print halshs-03196857, HAL.
45. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working papers of CATT hal-02141059, HAL.
46. Nukhet Harmancioglu & David A. Griffith & Tuba Yılmaz, 2019. "Short- and long-term market returns of international codevelopment alliances of new products," Journal of the Academy of Marketing Science, Springer, vol. 47(5), pages 939-959, September.
47. Paul Grauwe, 2011. "Animal spirits and monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 423-457, June.
48. Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903510, HAL.
49. Nielsen, Carsten Krabbe, 2008. "On rationally confident beliefs and rational overconfidence," Mathematical Social Sciences, Elsevier, vol. 55(3), pages 381-404, May.
50. Lionel de Boisde¤re, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196857, HAL.
51. Marco Mazzoli, 2000. "Investments and financial structure with imperfect financial markets: an intertemporal discrete-time framework," Heterogeneity and monetary policy 0008, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
52. Follmer, Hans & Horst, Ulrich & Kirman, Alan, 2005. "Equilibria in financial markets with heterogeneous agents: a probabilistic perspective," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 123-155, February.
53. de Boisdeffre, Lionel, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Mathematical Social Sciences, Elsevier, vol. 110(C), pages 53-62.