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Dynamic adjustment of supply constrained disequilibria to walrasian equilibrium

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Author Info
Laan, G. van der
Talman, D. (Tilburg University, Center for Economic Research)

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Abstract

It is well-known that the classical Walrasian tatonnement process of adjusting prices does not need to converge. In several papers Weddepohl has shown cyclic or even chaotic behavior in discrete time tatonnement processes. Starting from a trivial non-trade disequilibrium with complete rationing on the supplies at a given vector of initial prices, a quantity and price adjustment process is proposed, converging always to a Walrasian equilibrium. At any price and rationing system generated by the process all markets clear, only supply rationing occurs, in the short run only rationing schemes are adjusted and in the long run both prices and rationings are adjusted. Furthermore, prices can only take values equal or above their initial values, while supply rationing only may occur when the corresponding price is on its initial value.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 61.

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Date of creation: 2002
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Handle: RePEc:dgr:kubcen:200261

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  1. Weddepohl, Claus, 1995. "A cautious price adjustment mechanism: Chaotic behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 293-300, July. [Downloadable!] (restricted)
  2. Day, Richard H. & Pianigiani, Giulio, 1991. "Statistical dynamics and economics," Journal of Economic Behavior & Organization, Elsevier, vol. 16(1-2), pages 37-83, July. [Downloadable!] (restricted)
  3. Weddepohl, Claus, 1987. "Supply-constrained equilibria in economies with indexed prices," Journal of Economic Theory, Elsevier, vol. 43(2), pages 203-222, December. [Downloadable!] (restricted)
  4. Herbert E. Scarf, 1959. "Some Examples of Global Instability of the Competitive Equilibrium," Cowles Foundation Discussion Papers 79, Cowles Foundation, Yale University. [Downloadable!]
  5. van der Laan, Gerard, 1980. "Equilibrium under Rigid Prices with Compensation for the consumers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 63-73, February. [Downloadable!] (restricted)
  6. Laan, Gerard van der, 1982. "Simplicial approximation of unemployment equilibria," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 83-97, January. [Downloadable!] (restricted)
  7. Bala, Venkatesh & Majumdar, Mukul, 1992. "Chaotic Tatonnement," Economic Theory, Springer, vol. 2(4), pages 437-45, October.
  8. Claus Weddepohl, 1997. "Simulating tatonnement in a production economy," Economic Theory, Springer, vol. 10(3), pages 551-558. [Downloadable!] (restricted)
  9. Saari, Donald G, 1985. "Iterative Price Mechanisms," Econometrica, Econometric Society, vol. 53(5), pages 1117-31, September. [Downloadable!] (restricted)
  10. Smale, Steve, 1976. "A convergent process of price adjustment and global newton methods," Journal of Mathematical Economics, Elsevier, vol. 3(2), pages 107-120, July. [Downloadable!] (restricted)
  11. Veendorp, E C H, 1975. "Stable Spillovers among Substitutes," Review of Economic Studies, Blackwell Publishing, vol. 42(3), pages 445-56, July. [Downloadable!] (restricted)
  12. Kamiya, Kazuya, 1990. "A Globally Stable Price Adjustment Process," Econometrica, Econometric Society, vol. 58(6), pages 1481-85, November. [Downloadable!] (restricted)
  13. Van Der Laan, G. & Talman, A. J. J., 1987. "A convergent price adjustment process," Economics Letters, Elsevier, vol. 23(2), pages 119-123. [Downloadable!] (restricted)
  14. Herings, Jean-Jacques & van der Laan, Gerard & Talman, Dolf & Venniker, Richard, 1997. "Equilibrium adjustment of disequilibrium prices," Journal of Mathematical Economics, Elsevier, vol. 27(1), pages 53-77, February. [Downloadable!] (restricted)
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  15. van der Laan, Gerard, 1984. "Supply-constrained fixed price equilibria in monetary economies," Journal of Mathematical Economics, Elsevier, vol. 13(2), pages 171-187, October. [Downloadable!] (restricted)
  16. Dehez, Pierre & Dreze, Jacques H., 1984. "On supply-constrained equilibria," Journal of Economic Theory, Elsevier, vol. 33(1), pages 172-182, June. [Downloadable!] (restricted)
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