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Perfect Foresight, Expectational Consistency, and Macroeconomic Equilibrium

Stephen J. Turnovsky; Edwin Burmeister

Journal of Political Economy 1977 open access

This paper begins by introducing three alternative properties of expectations: weak consistency, strong consistency, perfect foresight. These concepts are then used to consider the relationship between beginning-of-period (stock) equilibrium and end-of-period (flow) equilibrium for both discrete and continuous time. We show that in the former case the consistency between them requires not only that there be perfect foresight in predicting certain relevant variables but also that there be no accumulation of assets. In the latter case the relationship between the two equilibria rests on much weaker conditions. They are equivalent provided expectations satisfy our assumption of weak consistency.

DOI
10.1086/260568
Volume
85 (2)
Pages
379-393
Language
en
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