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Journal of Economic Theory, Volume 128

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Volume 128, Number 1, May 2006

Model Uncertainty and Robustness

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Lars Peter Hansen, Pascal J. Maenhout, Aldo Rustichini, Thomas J. Sargent, Marciano M. Siniscalchi:
Introduction to model uncertainty and robustness. 1-3
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Fabio Maccheroni, Massimo Marinacci, Aldo Rustichini:
Dynamic variational preferences. 4-44
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Lars Peter Hansen, Thomas J. Sargent, Gauhar Turmuhambetova, Noah Williams:
Robust control and model misspecification. 45-90
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Marciano M. Siniscalchi:
A behavioral characterization of plausible priors. 91-135
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Pascal J. Maenhout:
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. 136-163

Regular Articles

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Wojciech Olszewski:
Rich language and refinements of cheap-talk equilibria. 164-186
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Andrew Caplin, John Leahy:
Equilibrium in a durable goods market with lumpy adjustment. 187-213
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Charles T. Carlstrom, Timothy S. Fuerst, Fabio Ghironi:
Does it matter (for equilibrium determinacy) what price index the central bank targets? 214-231
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Jay Sethuraman, Chung-Piaw Teo, Rakesh V. Vohra:
Anonymous monotonic social welfare functions. 232-254
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Fuhito Kojima:
Risk-dominance and perfect foresight dynamics in N-player games. 255-273
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Jianjun Miao:
Competitive equilibria of economies with a continuum of consumers and aggregate shocks. 274-298

Notes, Comments, and Letters to the Editor

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Atsushi Kajii, Takashi Ui:
Agreeable bets with multiple priors. 299-305
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Roland Strausz:
Deterministic versus stochastic mechanisms in principal-agent models. 306-314

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