A note on Futia (1981)’s non-existence pathology of rational expectations equilibria

C-Tier
Journal: Economics Letters
Year: 2013
Volume: 120
Issue: 2
Pages: 177-180

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We resolve the non-existence pathologies of dynamic rational expectations equilibria attributed to signal extraction from endogenous variables first discovered by Futia (1981). Non-existence is overturned once it is recognized that rational agents take into account the structure of the model when generating equilibrium outcomes. We show that where Futia (1981) thought an equilibrium did not exist, a Rational Expectations equilibrium identical to the Full Communication equilibrium does exist, thereby resolving the long-standing non-existence pathology.

Technical Details

RePEc Handle
repec:eee:ecolet:v:120:y:2013:i:2:p:177-180
Journal Field
General
Author Count
2
Added to Database
2026-01-29