On aggregation and representative agent equilibria

B-Tier
Journal: Journal of Mathematical Economics
Year: 2018
Volume: 74
Issue: C
Pages: 119-127

Authors (2)

Jarrow, Robert (Cornell University) Larsson, Martin (not in RePEc)

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

Aggregation is an often used tool in finance and macroeconomics, whereby economic equilibrium in a heterogeneous trader economy is characterized by means of the first order optimality conditions of a representative agent. In this paper we study the conditions under which a representative agent exists, and investigate the implications for the existence of equilibrium. The approach applies to markets which are incomplete, including markets with trading constraints, heterogeneous beliefs, and differential information.

Technical Details

RePEc Handle
repec:eee:mateco:v:74:y:2018:i:c:p:119-127
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25