Computational aspects of general equilibrium theory : refutable theories of value /

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Bibliographic Details
Author / Creator:	Brown, Donald J., 1937-
Imprint:	Berlin : Springer, c2008.
Description:	1 online resource (x, 202 p.) : ill.
Language:	English
Series:	Lecture notes in economics and mathematical systems ; 604 Lecture notes in economics and mathematical systems ; 604.
Subject:	Equilibrium (Economics) Equilibrium (Economics) -- Data processing. Equilibrium (Economics)
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8885394

Hidden Bibliographic Details
Other authors / contributors:	Kubler, Felix.
ISBN:	9783540765912 (electronic bk.) 3540765913 (electronic bk.) 3540765905 (pbk.) 9783540765905 (pbk.) 6611179623 9786611179625
Notes:	Includes bibliographical references. Description based on print version record.
Summary:	This monograph presents a general equilibrium methodology for microeconomic policy analysis intended to serve as an alternative to the now classical, axiomatic general equilibrium theory as exposited in Debreus Theory of Value(1959) or Arrow and Hahns General Competitive Analysis(1971). The methodology proposed in this monograph does not presume the existence of market equilibrium, accepts the inherent indeterminancy of nonparametric general equlibrium models, and offers effective algorithms for computing counterfactual equilibria in these models. It consists of several essays written over the l.
Other form:	Print version: Brown, Donald. Computational aspects of general equilibrium theory. Berlin : Springer, c2008 9783540765905

Table of Contents:

Front Matter; Refutable Theories of Value; Testable Restrictions on the Equilibrium Manifold; Uniqueness, Stability, and Comparative Statics in Rationalizable Walrasian Markets; The Nonparametric Approach to Applied Welfare Analysis; Competition, Consumer Welfare, and the Social Cost of Monopoly; Two Algorithms for Solving the Walrasian Equilibrium Inequalities; Is Intertemporal Choice Theory Testable?; Observable Restrictions of General Equilibrium Models with Financial Markets; Approximate Generalizations and Computational Experiments.

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