The unit root property and optimality with a continuum of states—Pure exchange

C-Tier
Journal: Journal of Mathematical Economics
Year: 2018
Volume: 78
Issue: C
Pages: 105-118

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

We study general one good pure exchange stochastic overlapping generations economies with stationary Markovian uncertainty and a continuum of states for the Markov process. We show that a unit root property provides a complete characterization of the optimality properties of stationary equilibrium allocations when markets are sequentially complete and the welfare criterion is conditional Pareto optimality.

Technical Details

RePEc Handle
repec:eee:mateco:v:78:y:2018:i:c:p:105-118
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25