The identification of preferences from equilibrium prices under uncertainty

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The identification of preferences from equilibrium prices under uncertainty

Author Info

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

Additional information is available for the following registered author(s):

Pierre Chiappori

Abstract

The competitive equilibrium correspondence, which associates equilibrium prices of commodities and assets with allocations of endowments, identifies the preferences and beliefs of individuals under uncertainty; this is the case even if the asset market is incomplete.

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Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2000025.

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Date of creation: 01 Mar 2000
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Handle: RePEc:cor:louvco:2000025

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Article
- Kubler, F. & Chiappori, P. -A. & Ekeland, I. & Polemarchakis, H. M., 2002. "The Identification of Preferences from Equilibrium Prices under Uncertainty," Journal of Economic Theory, Elsevier, vol. 102(2), pages 403-420, February. [Downloadable!] (restricted)
Paper
- POLEMARCHAKIS, Heracles M. & CHIAPPORI, P. A. & KUBLER, F. & EKELAND, I., 2000. "The identification of preferences from equilibrium prices under uncertainty," Les Cahiers de Recherche 689, HEC Paris.

Find related papers by JEL classification:
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - 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.:

Debreu, Gerard, 1976. "Smooth Preferences: A Corrigendum," Econometrica, Econometric Society, vol. 44(4), pages 831-32, July. [Downloadable!] (restricted)
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)
Polemarchakis, H. M. & Rose, D., 1984. "Another proposition on the recoverability of cardinal utility," Journal of Economic Theory, Elsevier, vol. 34(1), pages 164-168, October. [Downloadable!] (restricted)
Donsimoni, M. -P. & Polemarchakis, H. M., 1994. "Redistribution and welfare," Journal of Mathematical Economics, Elsevier, vol. 23(3), pages 235-242, May. [Downloadable!] (restricted)
Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, vol. 40(2), pages 289-303, March. [Downloadable!] (restricted)
Debreu, Gerard, 1974. "Excess demand functions," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 15-21, March. [Downloadable!] (restricted)
Geanakoplos, J. D. & Polemarchakis, H. M., 1990. "Observability and optimality," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 153-165. [Downloadable!] (restricted)
Debreu, Gerard, 1972. "Smooth Preferences," Econometrica, Econometric Society, vol. 40(4), pages 603-15, July. [Downloadable!] (restricted)
Polemarchakis, H. M., 1983. "Observable probabilistic beliefs," Journal of Mathematical Economics, Elsevier, vol. 11(1), pages 65-75, January. [Downloadable!] (restricted)
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)

Full references

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.)

Gael Giraud & Isabelle Maret, 2001. "Behavioral Heterogeneity in Large Economies," Working Papers of BETA 2001-08, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
Gael Giraud & Isabelle Maret, 2002. "Behavioral Heterogeneity in Large Economies," Working Papers of BETA 2002-04, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
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:
- Andres Carvajal & Alvaro Riascos, 2004. "Global Identification from the equilibrium Manifold under Incomplete markets," Econometric Society 2004 Latin American Meetings 225, Econometric Society. [Downloadable!]
- Andrés Carvajal & Alvaro Riascos, 2004. "Global identification from the equilibrium manifold under incomplete markets," Royal Holloway, University of London: Discussion Papers in Economics 04/30, Department of Economics, Royal Holloway University of London, revised Nov 2004. [Downloadable!]
P. J. J. Herings & H. M. Polemarchakis, 2003. "Pareto Improving Price Regulation When the Asset Market is Incomplete," Discussion Papers 03-20, University of Copenhagen. Department of Economics. [Downloadable!]
Other versions:
- Herings, P.J.J. & Polemarchakis, H.M., 1999. "Pareto improving price regulation when the asset market is incomplete," Discussion Paper 30, Tilburg University, Center for Economic Research. [Downloadable!]
- HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles, 1998. "Pareto improving price regulation when the asset mareket is incompete," CORE Discussion Papers 1998041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
- Herings,P. Jean-Jacques & Polemarchakis,H. M., 2000. "Pareto Improving Price Regulation When the Asset Market Is Incomplete," Research Memoranda 008, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
- P. Jean-Jacques Herings & Heracles M. Polemarchakis, 1999. "Pareto Improving Price Regulation When the Asset Market Is Incomplete," Cowles Foundation Discussion Papers 1210, Cowles Foundation, Yale University. [Downloadable!]
- Herings,P. Jean-Jacques & Polemarchakis,H. M., 2002. "Pareto Improving Price Regulation When the Asset Market Is Incomplete," Research Memoranda 008, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
- P. Herings & Herakles Polemarchakis, 2005. "Pareto improving price regulation when the asset market is incomplete," Economic Theory, Springer, vol. 25(1), pages 135-154, 01. [Downloadable!] (restricted)
Gael GIRAUD & Isabelle MARET, 2002. "Modelling Behavioral Heterogeneity," Working Papers of BETA 2002-22, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]
P.A. Chiappori & I. Ekeland & F. Kubler & H.M. Polemarchakis, 2002. "Testable Implications of General Equilibrium Theory: a differentiable approach," Working Papers 2002-10, Brown University, Department of Economics. [Downloadable!]
Other versions:
- Chiappori, P. -A. & Ekeland, I. & Kubler, F. & Polemarchakis, H. M., 2004. "Testable implications of general equilibrium theory: a differentiable approach," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 105-119, February. [Downloadable!] (restricted)
repec:bep:thetop:v:8:y:2008:i:1:p:1420-1420 is not listed on IDEAS

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