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The identification of preferences from equilibrium prices under uncertainty

Listed author(s):
  • 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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File URL: http://alfresco.uclouvain.be/alfresco/download/attach/workspace/SpacesStore/d63a5644-d96b-457b-a993-4c4adb7f38d9/coredp_2000_25.pdf
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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
Handle: RePEc:cor:louvco:2000025
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  1. P. Herings & Herakles Polemarchakis, 2005. "Pareto improving price regulation when the asset market is incomplete," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(1), pages 135-154, 01.
  2. Mantel, Rolf R., 1974. "On the characterization of aggregate excess demand," Journal of Economic Theory, Elsevier, vol. 7(3), pages 348-353, March.
  3. repec:bro:econwp:99-11 is not listed on IDEAS
  4. Donsimoni, M. -P. & Polemarchakis, H. M., 1994. "Redistribution and welfare," Journal of Mathematical Economics, Elsevier, vol. 23(3), pages 235-242, May.
  5. GEANAKOPLOS, John D. & POLEMARCHAKIS, Heraklis, "undated". "Observability and optimality," CORE Discussion Papers RP 904, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. 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.
  7. DEBREU, Gérard, "undated". "Smooth preferences," CORE Discussion Papers RP 132, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Philip Dybvig & Heraklis Polemarchakis, 1981. "Recovering Cardinal Utility," Review of Economic Studies, Oxford University Press, vol. 48(1), pages 159-166.
  9. 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.
  10. CHIAPPORI, Pierre-André & EKELAND, Ivar & KUBLER, Félix & POLEMARCHAKIS, Heracles, 2000. "The identification of preferences from equilibrium prices under uncertainty," CORE Discussion Papers 2000025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Debreu, Gerard, 1976. "Smooth Preferences: A Corrigendum," Econometrica, Econometric Society, vol. 44(4), pages 831-832, July.
  12. Debreu, Gerard, 1974. "Excess demand functions," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 15-21, March.
  13. Donald J. Brown & Rosa L. Matzkin, 1995. "Testable Restrictions on the Equilibrium Manifold," Cowles Foundation Discussion Papers 1109, Cowles Foundation for Research in Economics, Yale University.
  14. 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.
  15. repec:dau:papers:123456789/6343 is not listed on IDEAS
  16. McLennan, Andrew, 1979. "Examples of Von Neumann-Morgenstern utility functions not recoverable from asset demands," Economics Letters, Elsevier, vol. 3(2), pages 149-152.
  17. 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.
  18. Polemarchakis, H. M., 1983. "Observable probabilistic beliefs," Journal of Mathematical Economics, Elsevier, vol. 11(1), pages 65-75, January.
  19. repec:dau:papers:123456789/6427 is not listed on IDEAS
  20. repec:dau:papers:123456789/6360 is not listed on IDEAS
  21. 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.
  22. 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.
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