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Modelling Behavioral Heterogeneity

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Author Info
Gael GIRAUD
Isabelle MARET
Abstract

If one wants to get rid of the paradoxes pointed out by Hildenbrand (1998) and B. de Villemeur (1999), one needs to reformulate Grandmont's (1992) notion of behavioral heterogeneity such as to get exact insensitivity of the aggregate budget share function with respect to changes in prices and income, instead of a mere approximate insensitivity. Here, we propose a non parametric set-up such that, if the population is distributed according to some ``uniform'' measure, the aggregate budget share function is constant. This exact insensitivity is not explained by any insensitivity property at the micro-economic level, but rather by a perfect ``balancing effect''. We then discuss the economic interpretation of some concrete examples illustrating our theory.

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Paper provided by Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg in its series Working Papers of BETA with number 2002-22.

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Date of creation: 2002
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Handle: RePEc:ulp:sbbeta:2002-22

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Related research
Keywords: Aggregation of demand behavioral heterogeneity large economy Law of Demand Insensitivity of market budget shares.

Find related papers by JEL classification:
D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
D30 - Microeconomics - - Distribution - - - General
D41 - Microeconomics - - Market Structure and Pricing - - - Perfect Competition
D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
E1 - Macroeconomics and Monetary Economics - - General Aggregative Models

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  1. Kneip, Alois, 1999. "Behavioral heterogeneity and structural properties of aggregate demand," Journal of Mathematical Economics, Elsevier, vol. 31(1), pages 49-79, February. [Downloadable!] (restricted)
  2. Marhuenda, F, 1995. "Distribution of Income and Aggregation of Demand," Econometrica, Econometric Society, vol. 63(3), pages 647-66, May. [Downloadable!] (restricted)
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  3. Hildenbrand, Werner, 1983. "On the "Law of Demand."," Econometrica, Econometric Society, vol. 51(4), pages 997-1019, July. [Downloadable!] (restricted)
  4. Chiappori, P.-A. & Ekeland, I. & Kubler, F. & Polemarchakis, H.M., 2000. "The Identification of Preferences from Equilibrium Prices under Uncertainty," Papers 0025, Catholique de Louvain - Center for Operations Research and Economics.
    Other versions:
  5. John K.-H. Quah, 1997. "The Law of Demand when Income Is Price Dependent," Econometrica, Econometric Society, vol. 65(6), pages 1421-1442, November.
  6. Kirman, Alan, 1989. "The Intrinsic Limits of Modern Economic Theory: The Emperor Has No Clothes," Economic Journal, Royal Economic Society, vol. 99(395), pages 126-39, Supplemen. [Downloadable!] (restricted)
  7. Chiappori, Pierre-Andre, 1985. "Distribution of Income and the "Law of Demand."," Econometrica, Econometric Society, vol. 53(1), pages 109-27, January. [Downloadable!] (restricted)
  8. de Villemur, E.B., 1998. "Heterogeneity and Stability: Variations on Scarf's Processes," Economics Working Papers eco98/38, European University Institute.
  9. Takeshi Momi, . "Excess Demand Functions with Incomplete Markets - A Global Result," IEW - Working Papers iewwp096, Institute for Empirical Research in Economics - IEW. [Downloadable!]
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  10. Bottazzi, Jean-Marc & Hens, Thorsten, 1996. "Excess Demand Functions and Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 68(1), pages 49-63, January. [Downloadable!] (restricted)
  11. P. A. Chiappori & I. Ekeland, 1999. "Aggregation and Market Demand: An Exterior Differential Calculus Viewpoint," Econometrica, Econometric Society, vol. 67(6), pages 1435-1458, November.
  12. Hildenbrand, K., 1998. "On J.M. Grandmont's Modelling of Behavioral Heterogeneity," Discussion Paper Serie A 580, University of Bonn, Germany. [Downloadable!]
  13. Mas-Colell, Andreu & Neuefeind, Wilhelm, 1977. "Some Generic Properties of Aggregate Excess Demand and an Application," Econometrica, Econometric Society, vol. 45(3), pages 591-99, April. [Downloadable!] (restricted)
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