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Are Incomplete Markets Able to Achieve Minimal Efficiency?

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Author Info
Egbert Dierker (University of Vienna)
Hildegard Dierker (University of Vienna)
Birgit Grodal (Institute of Economics, University of Copenhagen)
Abstract

We consider economies with incomplete markets, one good per state, two periods, t = 0; 1, private ownership of initial endowments, a single firm, and no assets other than shares in this firm. In Dierker, Dierker, Grodal (2002), we give an example of such an economy in which all market equilibria are constrained ineffcient. In this paper, we weaken the concept of constrained effciency by taking away the planner’s right to determine consumers’ investments. An allocation is called minimally constrained efficient if a planner, who can only determine the production plan and the distribution of consumption at t = 0, cannot find a Pareto improvement. We present an example with arbitrarily small income effects in which no market equilibrium is minimally constrained effcient.

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Paper provided by University of Copenhagen. Department of Economics in its series Discussion Papers with number 03-09.

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Length: 13 pages
Date of creation: Nov 2002
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Handle: RePEc:kud:kuiedp:0309

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Related research
Keywords: incomplete markets with production; constrained efficiency; Drèze equilibria;

Find related papers by JEL classification:
D2 - Microeconomics - - Production and Organizations
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
G1 - Financial Economics - - General Financial Markets

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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. Amrita Dhillon & Jean-Francois Mertens, 1999. "Relative Utilitarianism," Econometrica, Econometric Society, vol. 67(3), pages 471-498, May.
    Other versions:
  2. Gravel, Nicolas, 1994. "On the Difficulty of Combining Actual and Potential Criteria for an Increase in Social Welfare," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1994009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  3. Grossman, Sanford J., 1977. "A characterization of the optimality of equilibrium in incomplete markets," Journal of Economic Theory, Elsevier, vol. 15(1), pages 1-15, June. [Downloadable!] (restricted)
  4. Guesnerie, Roger, 1975. "Pareto Optimality in Non-Convex Economies," Econometrica, Econometric Society, vol. 43(1), pages 1-29, January. [Downloadable!] (restricted)
  5. Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J., 1990. "Generic inefficiency of stock market equilibrium when markets are incomplete," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 113-151. [Downloadable!] (restricted)
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  6. Prescott, Edward C & Townsend, Robert M, 1984. "General Competitive Analysis in an Economy with Private Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 1-20, February. [Downloadable!] (restricted)
  7. Cole, Harold L. & Prescott, Edward C., 1997. "Valuation Equilibrium with Clubs," Journal of Economic Theory, Elsevier, vol. 74(1), pages 19-39, May. [Downloadable!] (restricted)
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  8. Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2002. "Nonexistence of Constrained Efficient Equilibria When Markets are Incomplete," Econometrica, Econometric Society, vol. 70(3), pages 1245-1251, May. [Downloadable!] (restricted)
  9. Petra Geraats & Hans Haller, 1998. "Shareholders' choice," Journal of Economics, Springer, vol. 68(2), pages 111-135, June. [Downloadable!] (restricted)
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Cited by:
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  1. Bejan, Camelia, 2008. "Production and financial decisions under uncertainty," MPRA Paper 11033, University Library of Munich, Germany. [Downloadable!]
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