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Two Algorithms for Solving the Walrasian Equilibrium Inequalities

In: Computational Aspects of General Equilibrium Theory

Author

Listed:
  • Donald J. Brown

    (Yale University)

  • Ravi Kannan

    (Yale University)

Abstract

We propose two algorithms for deciding if the Walrasian equilibrium inequalities are solvable. These algorithms may serve as nonparametric tests for multiple calibration of applied general equilibrium models or they can be used to compute counterfactual equilibria in applied general equilibrium models defined by the Walrasian equilibrium inequalities.

Suggested Citation

  • Donald J. Brown & Ravi Kannan, 2008. "Two Algorithms for Solving the Walrasian Equilibrium Inequalities," Lecture Notes in Economics and Mathematical Systems, in: Computational Aspects of General Equilibrium Theory, pages 69-77, Springer.
    • Handle: RePEc:spr:lnechp:978-3-540-76591-2_6
    DOI: 10.1007/978-3-540-76591-2_6
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    Cited by:

    1. Donald J. Brown, 2014. "Approximate Solutions of the Walrasian Equilibrium Inequalities with Bounded Marginal Utilities of Income," Cowles Foundation Discussion Papers 1955, Cowles Foundation for Research in Economics, Yale University.
    2. Cherchye, Laurens & Demuynck, Thomas & De Rock, Bram, 2011. "Testable implications of general equilibrium models: An integer programming approach," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 564-575.

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