Rational beliefs and endogenous uncertainty

Economic Theory

Volumn 8, Issue 3, 1996, Pages 383-397

  Kurz, Mordecai ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030497278     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01213502     Document Type: Conference Paper

References (53)

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20. Kurz, M.: Asset prices with rational beliefs. Draft, Stanford University 1996 (to appear in a forthcoming monograph in the Springer series Studies in Economic Theory entitled Endogenous Economic Fluctuations: Studies in the Theory of Rational Beliefs, 1997)
21. Kurz, M., Beltratti, A.: The equity premium is no puzzle. Draft, Stanford University 1996 (to appear in a forthcoming monograph in the Springer series Studies in Economic Theory entitled Endogeneous Economic Fluctuations: Studies in the Theory of Rational Beliefs, 1997)
22. Kurz, M., Schneider, M.: Coordination and correlation in markov rational belief equilibria. Economic Theory 8, 489-520 (1996)
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36. Kurz, M.: On the structure and diversity of rational beliefs. Economic Theory 4, 877-900 (1994a)
37. Kurz, M.: On rational belief equilibria. Economic Theory 4, 859-876 (1994b)
38. Kurz, M.: Asset prices with rational beliefs. Draft, Stanford University 1996 (to appear in a forthcoming monograph in the Springer series Studies in Economic Theory entitled Endogenous Economic Fluctuations: Studies in the Theory of Rational Beliefs, 1997)
39. Kurz, M., Beltratti, A.: The equity premium is no puzzle. Draft, Stanford University 1996 (to appear in a forthcoming monograph in the Springer series Studies in Economic Theory entitled Endogeneous Economic Fluctuations: Studies in the Theory of Rational Beliefs, 1997)
40. Kurz, M., Schneider, M.: Coordination and correlation in markov rational belief equilibria. Economic Theory 8, 489-520 (1996)
41. Kurz, M., Wu, H. M.: Endogenous uncertainty in a general equilibrium model with price contingent contracts. Economic Theory 8, 461-488 (1996)
42. Mehra, R., Prescott, E. C.: The equity premium: a puzzle. Journal of Monetary Economics 15, 145-162 (1985)
43. Morris, S.: The common prior assumption in economic Theory. Economics and Philosophy 11, 227-253 (1995)
44. Morris, S.: Trade with heterogeneous prior beliefs and asymmetric information. Econometrica 62, 1327-1347 (1994)
45. Nielsen, C. K.: Weakly rational beliefs, structural independence and rational belief structures. A dissertation submitted to the Department of Economics, Stanford University 1994
46. Nielsen, C. K.: Rational belief structures and rational belief equilibria. Economic Theory 8, 399-422 (1996a)
47. Nielsen, C. K.: On some topological properties of stable measures. Economic Theory 8, 531-553 (1996b)
48. Radner, R.: Existence of equilibrium of plans, prices and price expectations in a sequence of market. Econometrica 40, 289-303 (1972)
49. Radner, R.: Rational expectations equilibrium: generic existence and the information revealed by prices. Econometrica 47, 655-678 (1979)
50. Savage, L. J.: The foundations of statistics. New York: Wiley 1954
51. Svensson, L. E. O.: Efficiency and speculation in a model with price-contingent contracts. Econometrica 49, 131-151 (1981)
52. Takagi, S.: Exchange rate expectations: A survey of survey studies. International Monetary Fund Staff Papers 38, 156-183 (1991)
53. Taylor, M.: The economics of exchange rates. Journal of Economic Literature 33, 13-47 (1995)