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Social Recognition and Economic Equilibrium

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  • Ken Urai

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    (Graduate School of Economics, Osaka University)

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    Abstract

    This paper is an attempt to incorporate the human ability of recognition, especially, the ability to recognize the society to which they belong, with the economic equilibrium theory characterized by a description of society through individual rational behaviors. Contents may be classi ed into the following three categories: (1) a rigorous set theoretical treatment of the description of individual rationality; (2) set theoretical description of the validity in a society; and (3) rationality as an equilibrium ( xed point) of social recognition.

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    Bibliographic Info

    Paper provided by Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP) in its series Discussion Papers in Economics and Business with number 06-29.

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    Length: 20 pages
    Date of creation: Dec 2006
    Date of revision:
    Handle: RePEc:osk:wpaper:0628

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    Web page: http://www.econ.osaka-u.ac.jp/
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    Related research

    Keywords: Social Recognition; Rationality; Social Equilibrium; Fixed Point Theorem; Godel's Incompleteness Theorem.;

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    1. Andrew W. Lo & A. Craig MacKinlay, 1987. "Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test," NBER Working Papers 2168, National Bureau of Economic Research, Inc.
    2. Brenner, Robin J. & Kroner, Kenneth F., 1995. "Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(01), pages 23-42, March.
    3. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    4. Neil Kellard, 2002. "Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate?," Journal of Agricultural Economics, Wiley Blackwell, vol. 53(3), pages 513-529.
    5. Wakita, Shigeru, 2001. "Efficiency of the Dojima rice futures market in Tokugawa-period Japan," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 535-554, March.
    6. Amin, Kaushik I. & Jarrow, Robert A., 1991. "Pricing foreign currency options under stochastic interest rates," Journal of International Money and Finance, Elsevier, vol. 10(3), pages 310-329, September.
    7. Baillie, Richard T & Myers, Robert J, 1991. "Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(2), pages 109-24, April-Jun.
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