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Ambiguity and Rational Expectations Equilibria
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DOI：10.1093/restud/rdq032.png)
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This paper demonstrates the existence and robustness of partially revealing rational expectations equilibria in general exchange economies when some traders have non-smooth ambiguity-averse preferences. This finding illustrates that models with non-smooth ambiguity aversion provide a relatively tractable framework through which partial information revelation may be studied in a general equilibrium setting without relying on particular distributional or von Neumann-Morgenstern utility assumptions or the presence of noise.
Keyword:
Ambiguity
Rational expectations equilibria
Partial revelation
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