The identification of preferences from equilibrium prices under uncertainty
From MaRDI portal
Publication:697933
DOI10.1006/jeth.2000.2773zbMath1127.91367OpenAlexW3022497583MaRDI QIDQ697933
Ivar Ekeland, Pierre-André Chiappori, Herakles M. Polemarchakis, Felix Kubler
Publication date: 18 September 2002
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://basepub.dauphine.fr/handle/123456789/13505
Related Items (16)
The micro economics of group behavior: General characterization ⋮ Remarks on criticality and crisis in pure exchange economies ⋮ The geometry of global production and factor price equalisation ⋮ Observable restrictions of general equilibrium models with financial markets. ⋮ Idiosyncratic risk and financial policy ⋮ Pareto improving taxes ⋮ Equilibrium behavior in markets and games: Testable restrictions and identification. ⋮ Testable implications of general equilibrium theory: A differentiable approach. ⋮ Identification of Pareto-improving policies: Information as the real invisible hand ⋮ The identification of preferences from equilibrium prices under uncertainty ⋮ GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES ⋮ The taxation of trades in assets ⋮ The testable implications of competitive equilibrium in economies with externalities ⋮ Normative inference in efficient markets ⋮ From Aggregate Betting Data to Individual Risk Preferences ⋮ General Pareto Optimal Allocations and Applications to Multi-Period Risks
Cites Work
- Unnamed Item
- The identification of preferences from equilibrium prices under uncertainty
- Another proposition on the recoverability of cardinal utility
- Observability and optimality
- Observable probabilistic beliefs
- On the optimality of equilibrium when the market structure is incomplete
- Disaggregation of excess demand functions in incomplete markets
- Redistribution and welfare
- Pareto improving financial innovation in incomplete markets
- A note on the decomposition (at a point) of aggregate excess demand on the Grassmannian
- Welfare effects of financial innovation in incomplete markets economies with several consumption goods
- Excess demand functions
- Excess demand functions and incomplete markets
- The taxation of trades in assets
- On the Disaggregation of Excess Demand Functions
- Recovering Cardinal Utility
- Smooth Preferences: A Corrigendum
- The Recoverability of Consumers' Preferences from Market Demand Behavior
- Aggregation and Market Demand: An Exterior Differential Calculus Viewpoint
- Pareto‐improving price regulation when the asset market is incomplete: An example
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Smooth Preferences
- Market Excess Demand Functions
- Testable Restrictions on the Equilibrium Manifold
- On Equilibrium in Graham's Model of World Trade and Other Competitive Systems
- Existence of an Equilibrium for a Competitive Economy
This page was built for publication: The identification of preferences from equilibrium prices under uncertainty
