This paper analyzes how agents coordinate their forecasts on a Rational Expectations Equilibrium under asymmetric information about fundamentals. We consider the class of linear one-dimensional models where the price is determined by price expectations. We find that REE stability is favored by a small sensitivity of the economy to forecasts, and, more surprinsingly, by a small proportion of informed agents. Still, price informational efficiency is favored by a small sensitivity of the economy to forecasts but also by a large proportion of informed agents, suggesting a conflict between the two issues of stabilizing fluctuations and transmitting information to the market
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