Narrow search
Showing 1 - 8 of 8
Cover Image
Demystifying Rational Expectations Theory Through an Economic-Psychological Model.
Wameryd, K.E. - CentER for Economic Research, Universiteit van Tilburg - 1995
Persistent link: https://www.econbiz.de/10005660521
Cover Image
Informational Smallness In Rational Expectations Equilibria.
Heifetz, A.; Minelli, E. - Center for Operations Research and Econometrics (CORE), … - 1996
In an economy with asymmetric information, Rational Expectations Equilibria (REE) need not become asymptotically …
Persistent link: https://www.econbiz.de/10005669222
Cover Image
The Revelation of Information and Self-Fulfilling Beliefs.
Dutta, J.; Morris, S. - Center for Operations Research and Econometrics (CORE), … - 1996
Persistent link: https://www.econbiz.de/10005669282
Cover Image
Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market.
Manzano, M.C.; Sanchez, I. - 1998
This paper has estimated, using a non-parametric method, the distribution function of expected three-month interbank rates, using data on call options on the MIBOR-90 future. The evolution over time of this distribution function has enabled the effects of movements in the Banco de Espana...
Persistent link: https://www.econbiz.de/10005774254
Cover Image
Information at Equilibrium.
Minelli, E.; Polemarchakis, H. - Center for Operations Research and Econometrics (CORE), … - 2000
In a game with rational expectations individuals refine their information with the information revealed by strategies … expectations, the information of individuals is essentially summetris: the same profile is also an equilibrium of a game with … symmetric information, and their acts are common knowledge. …
Persistent link: https://www.econbiz.de/10005634162
Cover Image
Self-Fulfilling Mechanisms and Rational Expectations.
Forges, F.; Minelli, E. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1996
We introduce a class of communication equilibria, which we call self-fulfilling mechanisms, and show that they provide a game-theoretic foundation to rational expectations equilibria.
Persistent link: https://www.econbiz.de/10005618870
Cover Image
Indicators of Short-Term Interest Rate Expectations. The Information Contained in the Options Market.
Manzano, María C.; Sánchez, Isabel - Banco de España - 1998
This paper has estimated, using a non-parametric method, the distribution function of expected three-month interbank rates, using data on call options on the MIBOR-90 future. The evolution over time of this distribution function has enabled the effects of movements in the Banco de España...
Persistent link: https://www.econbiz.de/10005155264
Cover Image
Inequality and Polarization.
Gajdos, T. - Centre de recherche de mathématiques et économie … - 2000
sufficient conditions for a decision maker who respects the Lorenz order and who behaves in accordance with the expected utility …
Persistent link: https://www.econbiz.de/10005776487