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The identification of preferences from equilibrium prices

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Author Info
CHIAPPORI, Pierre-AndrŽ
EKELAND, Ivar
KUBLER, FŽlix
POLEMARCHAKIS, Heracles

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Abstract

The fundamentals of an exchange economy, the preferences of individuals, can be identified from the competitive equilibrium correspondence, which associates equilibrium prices of commodities to allocations of endowments; the argument extends to production economies. The essential step is the identification of fundamentals from aggregate demand as a function of the prices of commodities and the distribution of income. The graph of the equilibrium correspondence or of the aggregate demand function satisfy non - trivial restrictions. The identification of fundamentals allows for the prediction of the response of individuals and the economy to changes in the organization of production and exchange, while restrictions on the equilibrium correspondence or the aggregate demand function imply that general equilibrium theory has testable implications.

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Publisher Info
Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2000024.

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Date of creation: 01 Mar 2000
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Handle: RePEc:cor:louvco:2000024

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Related research
Keywords: aggregation; equilibrium; identiÞcation; testability.;

Find related papers by JEL classification:
D10 - Microeconomics - - Household Behavior - - - General
D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Lewbel, Arthur, 1991. "The Rank of Demand Systems: Theory and Nonparametric Estimation," Econometrica, Econometric Society, vol. 59(3), pages 711-30, May. [Downloadable!] (restricted)
  2. Mantel, Rolf R., 1974. "On the characterization of aggregate excess demand," Journal of Economic Theory, Elsevier, vol. 7(3), pages 348-353, March. [Downloadable!] (restricted)
  3. Debreu, Gerard, 1970. "Economies with a Finite Set of Equilibria," Econometrica, Econometric Society, vol. 38(3), pages 387-92, May. [Downloadable!] (restricted)
  4. Donsimoni, M. -P. & Polemarchakis, H. M., 1994. "Redistribution and welfare," Journal of Mathematical Economics, Elsevier, vol. 23(3), pages 235-242, May. [Downloadable!] (restricted)
  5. McFadden, Daniel & Mas-Colell, Andreu & Mantel, Rolf & Richter, Marcel K., 1974. "A characterization of community excess demand functions," Journal of Economic Theory, Elsevier, vol. 9(4), pages 361-374, December. [Downloadable!] (restricted)
  6. Debreu, Gerard, 1974. "Excess demand functions," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 15-21, March. [Downloadable!] (restricted)
  7. Debreu, Gerard, 1972. "Smooth Preferences," Econometrica, Econometric Society, vol. 40(4), pages 603-15, July. [Downloadable!] (restricted)
  8. Hansen, Lars Peter & Heckman, James J, 1996. "The Empirical Foundations of Calibration," Journal of Economic Perspectives, American Economic Association, vol. 10(1), pages 87-104, Winter. [Downloadable!] (restricted)
  9. Sonnenschein, Hugo, 1973. "Do Walras' identity and continuity characterize the class of community excess demand functions?," Journal of Economic Theory, Elsevier, vol. 6(4), pages 345-354, August. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Andres Carvajal & Alvaro Riascos, 2004. "Global identification from the equilibrium manifold under incomplete markets," Econometric Society 2004 North American Summer Meetings 196, Econometric Society. [Downloadable!]
    Other versions:
  2. Andrés Carvajal, 2003. "Testable Restrictions On The Equilibrium Manifold Under Random Preferences," BORRADORES DE ECONOMIA 001899, BANCO DE LA REPÚBLICA. [Downloadable!]
    Other versions:
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