On the equilibrium price set of an exchange economy

DOI10.1016/0304-4068(77)90002-7MaRDI QIDQ1245643zbMATH OpenOpenAlexWikidataFDO

Authors Andreu Mas-Colell

Publication date 1977

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4068(77)90002-7

Mathematics Subject Classification ID

Other game-theoretic models (91A40) Trade models (91B60)

Cites work

• scientific article; zbMATH DE number 3487161 (Why is no real title available?)
• scientific article; zbMATH DE number 3547015 (Why is no real title available?)
• scientific article; zbMATH DE number 3562121 (Why is no real title available?)
• Economies with a Finite Set of Equilibria
• Excess demand functions
• Homothetic preferences and community excess demand functions
• Market Excess Demand Functions
• Regular, Nonconvex Economies
• Two Remarks on the Number of Equilibria of an Economy

Cited in

(24)

• Constructing pure-exchange economies with many equilibria
• The aggregated excess demand function and other aggregation procedures
• A benchmark for comparative dynamics and determinacy in overlapping- generations economies
• The permanent income hypothesis and long-run economic stability
• Observable restrictions of general equilibrium models with financial markets.
• Identification of Pareto-improving policies: Information as the real invisible hand
• Excess demand function around critical prices in incomplete markets
• Instability in the implementation of Walrasian allocations
• The testable implications of competitive equilibrium in economies with externalities
• Equilibrium behavior in markets and games: Testable restrictions and identification.
• On the equilibrium price set of a continuous perturbation of exchange economies
• A note on continuously decomposed evolving exchange economies
• Individual excess demands.
• General equilibrium models and homotopy methods
• Competitive equilibria in semi-algebraic economies
• The existence of equilibrium in a simple exchange model
• The existence of fully rational expectations approximate equilibria with noisy price observations
• The existence of rational expectations equilibria in a large economy with noisy price observations
• From singularity theory to finiteness of Walrasian equilibria
• scientific article; zbMATH DE number 7733451 (Why is no real title available?)
• Utility perturbations and the equilibrium price set
• Economies with a finite but large number of equilibria
• Non-parametric counterfactual analysis in dynamic general equilibrium
• Regularity in overlapping generations exchange economies

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