Bubbly Markov equilibria

B-Tier
Journal: Economic Theory
Year: 2018
Volume: 66
Issue: 3
Pages: 627-679

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Abstract Bubbly Markov equilibria (BME) are recursive equilibria on the natural state space which admit a non-trivial bubble. The present paper studies the existence and properties of BME in a general class of overlapping generations economies with capital accumulation and stochastic production shocks. Using monotone methods, we develop a general approach to construct Markov equilibria and provide necessary and sufficient conditions for these equilibria to be bubbly. Our main result shows that a BME exists whenever the bubbleless equilibrium is Pareto inefficient due to either overaccumulation of capital or inefficient risk sharing between generations.

Technical Details

RePEc Handle
repec:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1082-8
Journal Field
Theory
Author Count
2
Added to Database
2026-02-02