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Quantity constrained general equilibrium

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Author Info
Babenko, Roman
Talman, Dolf (Tilburg University, Center for Economic Research)

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Abstract

In a standard general equilibrium model it is assumed that there are no price restrictions and that prices adjust infinitely fast to their equilibrium values. In case of price restrictions a general equilibrium may not exist and rationing on net demands or supplies is needed to clear the markets. In the mid 1970s it was shown that in case of upper and lower bound restrictions on the prices there exists a quantity constrained equilibrium at which not both demand and supply of a good are rationed simultaneously and there is rationing on the net supply or net demand of a good only if the price of that good is on its lower or upper bound, respectively. For an arbitrary set of admissible prices it was recently proposed to let the rationing schemes be determined by the components of a vector being a direction in which the prices are restricted to move. When the set of restricted prices is convex and compact, it was shown that there exists a connected set of such quantity constrained equilibria, containing two trivial no-trade equilibria without trade opportunities. In this paper we refine the concept of quantity constrained equilibrium and propose a specific quantity constrained equilibrium which may serve as a general equilibrium in case of price restrictions. At this equilibrium demand rationing and supply rationing are in balance with each other, so that trade opportunities are maximal and therefore trivial no-trade and other equilibria with less trade opportunities are excluded. Moreover, in equilibrium only relative prices matter. Any homogenous transformation or normalization of the set of admissible prices yields the same set of quantity constrained general equilibria up to scaling of the price vectors.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 125.

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Date of creation: 2006
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Handle: RePEc:dgr:kubcen:2006125

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Find related papers by JEL classification:
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
C68 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computable General Equilibrium Models
D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies

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  2. Cox, Charles C, 1980. "The Enforcement of Public Price Controls," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 887-916, October. [Downloadable!] (restricted)
  3. Nguyen, Trien T & Whalley, John, 1990. "General Equilibrium Analysis of Price Controls: A Computational Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(3), pages 667-84, August. [Downloadable!] (restricted)
  4. 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)
  5. Nguyen, Trien T. & Whalley, John, 1986. "Equilibrium under price controls with endogenous transactions costs," Journal of Economic Theory, Elsevier, vol. 39(2), pages 290-300, August. [Downloadable!] (restricted)
  6. Herings,P. Jean-Jacques & Polemarchakis,H. M., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Research Memoranda 007, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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  7. 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)
  8. 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)
  9. Benassy, Jean-Pascal, 1993. "Nonclearing Markets: Microeconomic Concepts and Macroeconomic Applications," Journal of Economic Literature, American Economic Association, vol. 31(2), pages 732-61, June. [Downloadable!] (restricted)
  10. 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)
  11. Ginsburgh, Victor A. & Van der Heyden, Ludo, 1988. "On extending the negishi approach to computing equilibria: The case of government price support policies," Journal of Economic Theory, Elsevier, vol. 44(1), pages 168-178, February. [Downloadable!] (restricted)
  12. Herings, P.J.J. & Laan, G. van der & Talman, A.J.J., 2004. "Equilibria with coordination failures," Discussion Paper 107, Tilburg University, Center for Economic Research. [Downloadable!]
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  13. 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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