Structure of general equilibrium models with incomplete markets:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
1991
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Bonn, Univ., Diss., 1992 |
| Beschreibung: | 157 S. |
Internformat
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Datensatz im Suchindex
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| adam_text | Contents
1 Introduction 5
II Structure of General Equilibrium Models with In¬
complete Markets and a Single Consumption Good 12
1.1 Introduction 13
1.2 The Model 15
1.3 Properties of Excess Demand 22
1.4 Existence of GEI Equilibria 32
1.5 Local Uniqueness and the Indextheorem 34
1.6 Structure of Market Excess Demand 38
1.6.1 Antonelli s Theorem 38
1.6.2 Mantel s Theorem 41
1.7 Dynamic Nonequivalence of the Spot asset Markets and the Con¬
tingent Contracts Market Structure 47
1.8 Conclusions 49
III Structure of General Equilibrium Models with In¬
complete Markets and Multiple Consumption Goods 51
2 Characterization of Subjective Expected Utility for the General
Equilibrium Model 52
2.1 Introduction 52
2.2 Model and Notation 55
2
2.3 The Characterization 56
2.4 Comparison of Axiom 3 with Savage s Ordering of Events 59
3 Uniqueness of General Equilibria with Incomplete Markets: The
Case of Sunspots 61
3.1 Introduction 61
3.1.1 Sunspot Problem 61
3.1.2 Sunspot Terminology 63
3.1.3 Sunspot Models 64
3.1.4 Outline of the paper 68
3.2 The General Equilibrium Incomplete Markets Sunspot Model... 70
3.3 Existence of Non Randomization Sunspot Equilibria 74
3.4 Generic Regularity of Non Sunspot Equilibria 86
3.5 Nonexistence of Local Sunspot Equilibria 95
3.6 Conclusions 97
3.7 Mathematical Appendix 99
4 Stability of General Equilibria with Incomplete Markets: The
Case of a Mutual Fund 110
4.1 Introduction 110
4.2 The Mutual Fund Theorem 117
4.3 Implications of the Mutual Fund Theorem for the Structure of
GEI equilibria with Rational Expectations 123
4.4 Stability of Temporary General Equilibrium Models with Incom¬
plete Markets 130
4.4.1 The Case of Exogeneous Expectations 130
4.4.2 The Case of Endogeneous Expectations 132
4.5 Scarfs Example Revisited 135
4.5.1 Scarfs Example: The Case of Certainty 136
4.5.2 Scarfs Example: The Case of Uncertainty 138
4.6 Appendix 141
3
IV References 149
4.1 References for the Introduction 150
4.2 References for chapter 1 151
4.3 References for chapter 2 152
4.4 References for chapter 3 153
4.5 References for chapter 4 155
4
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:04:50Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-004936898 |
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| physical | 157 S. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
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| spelling | Hens, Thorsten Verfasser aut Structure of general equilibrium models with incomplete markets von Thorsten Hens 1991 157 S. txt rdacontent n rdamedia nc rdacarrier Bonn, Univ., Diss., 1992 Economisch evenwicht gtt Theorieën gtt Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Gleichgewicht (DE-588)4121372-5 gnd rswk-swf Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd rswk-swf Unvollkommener Markt (DE-588)4062060-8 gnd rswk-swf Gleichgewichtsmodell (DE-588)4125214-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Gleichgewichtsmodell (DE-588)4125214-7 s Unvollkommener Markt (DE-588)4062060-8 s DE-604 Gleichgewicht (DE-588)4121372-5 s Ökonometrisches Modell (DE-588)4043212-9 s Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004936898&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hens, Thorsten Structure of general equilibrium models with incomplete markets Economisch evenwicht gtt Theorieën gtt Ökonometrisches Modell (DE-588)4043212-9 gnd Gleichgewicht (DE-588)4121372-5 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Gleichgewichtsmodell (DE-588)4125214-7 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4121372-5 (DE-588)4210294-7 (DE-588)4062060-8 (DE-588)4125214-7 (DE-588)4113937-9 |
| title | Structure of general equilibrium models with incomplete markets |
| title_auth | Structure of general equilibrium models with incomplete markets |
| title_exact_search | Structure of general equilibrium models with incomplete markets |
| title_full | Structure of general equilibrium models with incomplete markets von Thorsten Hens |
| title_fullStr | Structure of general equilibrium models with incomplete markets von Thorsten Hens |
| title_full_unstemmed | Structure of general equilibrium models with incomplete markets von Thorsten Hens |
| title_short | Structure of general equilibrium models with incomplete markets |
| title_sort | structure of general equilibrium models with incomplete markets |
| topic | Economisch evenwicht gtt Theorieën gtt Ökonometrisches Modell (DE-588)4043212-9 gnd Gleichgewicht (DE-588)4121372-5 gnd Allgemeines Gleichgewichtsmodell (DE-588)4210294-7 gnd Unvollkommener Markt (DE-588)4062060-8 gnd Gleichgewichtsmodell (DE-588)4125214-7 gnd |
| topic_facet | Economisch evenwicht Theorieën Ökonometrisches Modell Gleichgewicht Allgemeines Gleichgewichtsmodell Unvollkommener Markt Gleichgewichtsmodell Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=004936898&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT hensthorsten structureofgeneralequilibriummodelswithincompletemarkets |