Computing equilibria when asset markets are incomplete.

Existence of equilibrium with incomplete markets is problematic because demand functions are typically not continuous. Discontinuities occur at prices for which a marketed asset suddenly becomes redundant. We show that this discontinuity disappears if we allow an agent in the economy to introduce a...

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Publicado en:Econometrica Vol. 64; pp. 1 - 28
Autores principales: Brown, Donald J., DeMarzo, Peter M., Eaves, B. Curtis
Formato: Artículo
Publicado: Wiley-Blackwell January 1996
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Acceso en línea:Ver este registro en EBSCOhost
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      dt: January 1996
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      pub: Wiley-Blackwell
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        atl: Computing equilibria when asset markets are incomplete.
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        au:
          Brown, Donald J.
          DeMarzo, Peter M.
          Eaves, B. Curtis
      su:
        Economic equilibrium
        Assets (Accounting)
        Pricing
        Algorithms
      sug:
        subj:
          Economic equilibrium
          Assets (Accounting)
          Pricing
          Algorithms
      keyword: Asset pricing theory
      ab: Existence of equilibrium with incomplete markets is problematic because demand functions are typically not continuous. Discontinuities occur at prices for which a marketed asset suddenly becomes redundant. We show that this discontinuity disappears if we allow an agent in the economy to introduce a new asset when such redundancies occur. This enables us to prove existence with incomplete markets using a standard path-following argument. Hence, available algorithms for path-following in |WbR[|WB]K can be applied to compute equilibria in the GEI case. We demonstrate this by computing equilibrium for a numerical example. Reprinted by permission of the Econometric Society.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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