Listagem Documentos indexados pela Scopus por Assunto "Equilíbrio econômico"
Itens para a visualização no momento 1-4 of 4
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Ergodic Markov equilibrium with incomplete markets and short sales
2013This paper studies recursive exchange economies with short sales. Agents maximize discounted expected utility. The asset structure is general and includes real securities, infinite-lived stocks, options, and other derivatives. ... -
Increasing cones, recession cones and global cones
2000In this paper, we discuss and compare various cones used in the economics literature to analyze arbitrage in general equilibrium models with short selling. Our main result is that under certain conditions on an economic ... -
Solving euler equations: classical methods and the C1 contraction mapping method revisited
2006In this paper we describe the classical methods used to solve the Euler equations. Special attention is devoted to the iterative method based on a contraction mapping derived from these equations in Maldonado and Moreira ... -
Testing pareto efficiency and competitive equilibrium in economies with public goods
2018We characterize the nonparametric testable implications of Pareto efficiency and competitive equilibrium in economies with public goods, with and without warm-glow preferences, using mixed integer programming (MIP). Compared ...
