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The identification of preferences from equilibrium prices under uncertainty

  • CHIAPPORI, Pierre-André
  • EKELAND, Ivar
  • KUBLER, Félix
  • POLEMARCHAKIS, Heracles

The competitive equilibrium correspondence, which associates equilibrium prices of commodities and assets with allocations of endowments, identifies the preferences and beliefs of individuals under uncertainty; this is the case even if the asset market is incomplete.

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Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 2000025.

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Date of creation: 00 Mar 2000
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Handle: RePEc:cor:louvco:2000025
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  1. Kubler, F. & Chiappori, P. -A. & Ekeland, I. & Polemarchakis, H. M., 2002. "The Identification of Preferences from Equilibrium Prices under Uncertainty," Journal of Economic Theory, Elsevier, vol. 102(2), pages 403-420, February.
  2. Debreu, Gerard, 1976. "Smooth Preferences: A Corrigendum," Econometrica, Econometric Society, vol. 44(4), pages 831-32, July.
  3. Hart, Oliver D., 1975. "On the optimality of equilibrium when the market structure is incomplete," Journal of Economic Theory, Elsevier, vol. 11(3), pages 418-443, December.
  4. Sonnenschein, Hugo, 1973. "Do Walras' identity and continuity characterize the class of community excess demand functions?," Journal of Economic Theory, Elsevier, vol. 6(4), pages 345-354, August.
  5. Chiappori, Pierre-André & Ekeland, Ivar, 1999. "Aggregation and Market Demand: An Exterior Differential Calculus Viewpoint," Economics Papers from University Paris Dauphine 123456789/6427, Paris Dauphine University.
  6. Debreu, Gerard, 1974. "Excess demand functions," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 15-21, March.
  7. Debreu, Gerard, 1972. "Smooth Preferences," Econometrica, Econometric Society, vol. 40(4), pages 603-15, July.
  8. Kubler, Félix & Ekeland, Ivar & Chiappori, Pierre-André & Polemarchakis, Heracles, 1999. "The identification of preferences from equilibrium prices," Economics Papers from University Paris Dauphine 123456789/6360, Paris Dauphine University.
  9. Herings P. Jean-Jacques & Polemarchakis H. M., 2002. "Pareto Improving Price Regulation When the Asset Market Is Incomplete," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  10. Mantel, Rolf R., 1974. "On the characterization of aggregate excess demand," Journal of Economic Theory, Elsevier, vol. 7(3), pages 348-353, March.
  11. McLennan, Andrew, 1979. "Examples of Von Neumann-Morgenstern utility functions not recoverable from asset demands," Economics Letters, Elsevier, vol. 3(2), pages 149-152.
  12. Donsimoni, M. -P. & Polemarchakis, H. M., 1994. "Redistribution and welfare," Journal of Mathematical Economics, Elsevier, vol. 23(3), pages 235-242, May.
  13. Dybvig, Philip & Polemarchakis, Heraklis M, 1981. "Recovering Cardinal Utility," Review of Economic Studies, Wiley Blackwell, vol. 48(1), pages 159-66, January.
  14. Piero Gottardi & Andreu Mas-Colell, 1999. "A Note on the Decomposition (at a Point) of Aggregate Excess Demand on the Grassmannian," Working Papers 99-11, Brown University, Department of Economics.
  15. Brown, Donald J & Matzkin, Rosa L, 1996. "Testable Restrictions on the Equilibrium Manifold," Econometrica, Econometric Society, vol. 64(6), pages 1249-62, November.
  16. Chiappori, Pierre-Andre & Ekeland, Ivar, 1999. "Disaggregation of excess demand functions in incomplete markets1," Journal of Mathematical Economics, Elsevier, vol. 31(1), pages 111-129, February.
  17. Polemarchakis, H. M., 1983. "Observable probabilistic beliefs," Journal of Mathematical Economics, Elsevier, vol. 11(1), pages 65-75, January.
  18. Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, vol. 40(2), pages 289-303, March.
  19. Chiappori, Pierre-André & Ekeland, Ivar, 1999. "Disaggregation of excess demand functions in incomplete markets," Economics Papers from University Paris Dauphine 123456789/6343, Paris Dauphine University.
  20. Geanakoplos, J. D. & Polemarchakis, H. M., 1990. "Observability and optimality," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 153-165.
  21. Polemarchakis, H. M. & Rose, D., 1984. "Another proposition on the recoverability of cardinal utility," Journal of Economic Theory, Elsevier, vol. 34(1), pages 164-168, October.
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