Bayesian general equilibrium

B-Tier
Journal: Economic Theory
Year: 2015
Volume: 58
Issue: 2
Pages: 375-411

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

I introduce a general equilibrium model of non-optimizing agents that respond to aggregate variables (prices and the average demand profile of agent types) by putting a “prior” on their demand. An interim equilibrium is defined by the posterior demand distribution of agent types conditional on market clearing. A Bayesian general equilibrium (BGE) is an interim equilibrium such that aggregate variables are correctly anticipated. Under weak conditions, I prove the existence and the informational efficiency of BGE. I discuss the conditions under which the set of Bayesian and Walrasian equilibria coincide and show that the Walrasian equilibrium arises from a large class of non-optimizing behavior. Copyright Springer-Verlag Berlin Heidelberg 2015

Technical Details

RePEc Handle
repec:spr:joecth:v:58:y:2015:i:2:p:375-411
Journal Field
Theory
Author Count
1
Added to Database
2026-01-29