Coordination and Correlation in Markov Rational Belief Equilibria

• ISBN 10 : UCSD:31822024139495
• Judul : Coordination and Correlation in Markov Rational Belief Equilibria
• Pengarang : Mordecai Kurz,   Martin Schneider,   Banca d'Italia,  
• Kategori : Asset-liability management
• Bahasa : en
• Tahun : 1996
• Halaman : 62
• Halaman : 62
• Google Book : http://books.google.co.id/books?id=8KZYjU0woHIC&dq=intitle:correlation+motivation&hl=&source=gbs_api
• Ketersediaan :

Mordecai Kurz, Martin Schneider, Banca d'Italia. Given this condition, the
following conditional probabilities (where F.' is the (s, j) element of F, ) Fo' if yo F;
if y' = G' if y? G' if y? - Ol (38) Q' (j|s, y') = Q: (j|s, y') = - O define the beliefs Q" for k
= 1, 2. We next select the four matrices (F, F, G, G,) by using two sets of 8
parameters A = (A1, A2, ..., As) and u = (p1, 12, ..., ps) which will be motivated
later. To do that we introduce the notation for the row vectors of A : A' = (a, a - a, q,
-a, a.) a. * 1 + a ...