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On rational Belief Equilibria
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Cited by:
- 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.
- 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.
- 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.
- Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Post-Print halshs-01903510, HAL.
- 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.
- 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.
- Lionel de Boisdeffre, 2018. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Post-Print halshs-01593567, HAL.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Lionel de Boisdeffre, 2021. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation," Post-Print halshs-03196923, HAL.
- Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Post-Print halshs-03196897, HAL.
- 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.
- Haim Kedar-Levy, 2004. "Learning the CAPM through Bubbles," Econometric Society 2004 Far Eastern Meetings 775, Econometric Society.
- 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.
- 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.
- 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.
- 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.
- 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.
- Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, edition 1, volume 1, number 9891.
- 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).
- 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.
- Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903586, HAL.
- 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.
- 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.
- 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.
- Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196897, HAL.
- 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.
- Thakor, Anjan V., 2015. "Strategic information disclosure when there is fundamental disagreement," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 131-153.
- Song, Fenghua & Thakor, Anjan V., 2019. "Bank culture," Journal of Financial Intermediation, Elsevier, vol. 39(C), pages 59-79.
- Rieger, Jörg, 2014. "Financial Integration with Heterogeneous Beliefs," Working Papers 0568, University of Heidelberg, Department of Economics.
- Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working Papers hal-02141059, HAL.
- 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.
- 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).
- 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.
- 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.
- Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Post-Print halshs-01903586, HAL.
- Lionel de Boisde¤re, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Post-Print halshs-03196857, HAL.
- Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working papers of CATT hal-02141059, HAL.
- 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.
- 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.
- Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903510, HAL.
- Nielsen, Carsten Krabbe, 2008. "On rationally confident beliefs and rational overconfidence," Mathematical Social Sciences, Elsevier, vol. 55(3), pages 381-404, May.
- 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.
- 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.
- 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.
- 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.