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Intriligator M.D., Arrow K.J. — Handbook of Mathematical Economics (vol. 4)
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Название: Handbook of Mathematical Economics (vol. 4)
Авторы: Intriligator M.D., Arrow K.J.
Аннотация: The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and to appraise the current status and recent developments in their presentations. In addition to its use as a reference, it is intended that this Handbook will assist researchers and students working in one branch of mathematical economics to become acquainted with other branches of this field. Volume 3 covers Mathematical Approaches to Welfare Economics, including social choice theory, optimal taxation, and optimal growth, together with Mathematical Approaches to Economic Organization and Planning, including organization design and decentralization.
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Рубрика: Экономика и финансы /
Статус предметного указателя: Готов указатель с номерами страниц
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Год издания: 1986
Количество страниц: 751
Добавлена в каталог: 01.03.2007
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Предметный указатель
Chaos, rational expectations 2219 2222 2223
Chaos, robust chaos 2217
Chaos, role in theory 2210—2211
Chaos, Ruelle — Takens scenario 2212 2222
Chaos, statistical inference theory 2228—2233
Chaos, statistical inference theory, BDS test 2228—2229
Chaos, statistical inference theory, detection of temporal dependence 2228 2229
Chaos, statistical inference theory, deterministic and stochastic data 2231—2222
Chaos, statistical inference theory, model misspecification tests 2230—2223
Chaos, statistical inference theory, nuisance parameter theorem 2230—2221
Chaos, structural stability 2218—2219
Chaos, turnpike theorem 2220
Chateauneuf, A. 1807
Chebycheff's inequality 2200
Cheng, H.H.C. 1856
Cheng, S. 1669
Chew, S.H. 1632 1774 1775 1776 1781 1784 1785—1786 1791—1792 1824 1825
Chiappori, P.A. 1683—1762
Chichilnisky, G. 1864 1888—1889
Chipman, J.S. 2077 2085
Choquet, G. 1805
Choquet, G., Choquet integral 1805
Choquet, G., Choquet theorem 1651
Christiano, L.J. 2105
Chung, K.L. 1659 1669
Clark, S. 1668
Clarke normal and tangent cones see “Cones”
Clarke, F. 1968
Clower, R. 2026
Coase, R.H. 1973
Cobb — Douglas production function 2079 2088—2089
Coles, J.L. 2099
Commodities, contingent commodities 1528—1529 1532 1798
Commodities, contingent-commodity market equilibrium 1619 1620 1633 1637
Commodities, marginal rate of substitution of 1931
Commodity bundles 1574 1590 1687 1798 1836
Commodity bundles, not present in market 1871
Commodity bundles, OGM 1901 1902 1903—1904 1905—1906 1913
Commodity bundles, pricing 1847
Commodity spaces 1527 1558 1842 1850 1859 1885
Commodity spaces, allocation of problems under uncertainty 1837
Commodity spaces, commodity differentiation models 1837
Commodity spaces, infinite dimensional spaces 1836 1850 1859 1876 1885
Commodity spaces, intertemporal allocation problems 1836—1837
Common ratio effect 1772
Comonotonicity 1779 1780 1808 1809—1810
Comonotonicity, comonotonic independence 1804—1805 1806
Comonotonicity, utility theory 1779 1780
Compactness, Euclidian, metric and topological spaces 2165—2167
Compactness, infinite dimensional spaces 1849—1852
Compensated equilibrium 1915 1921—1922 1929
Competitive equilibrium 1687 1964
Competitive equilibrium, OGM 1902 1908 1910 1915—1926 1923
Competitive equilibrium, OGM, optimality 1926—1937
Complete contingent-commodity equilibrium 1633 1637
Computable GE models 1965
Cones, Clarke normal cone 1968 1970 1978 1983 1984 1988 1991
Cones, Clarke tangent cone 1968 1969 1983 1990 1991
Cones, Dubovickii and Miljutin cones 1968
Cones, of interior displacements 1968 1991
Cones, tangent cones 1968
Connor, G. 1667
Consequentialism 1788 1789
Constantinides, G 1629 1667 1668
Consumers, representative consumer approach 2015—2017
Consumption bundles 1528 1540 1852
Consumption bundles, OGM 1929
Consumption plan (Arrow model) 1618
Contingent commodities 1528—1529 1532 1798
Contingent markets 1528—1529 1558
Contingent markets, production economy (GEI) 1578—1579
Contingent-commodity market equilibrium compensated 1619 1620
Contingent-commodity market equilibrium compensated, complete 1619 1633 1637
Continuity 2168—2171
Continuity, S-continuity 2169 2170 2172
Continuous-time equilibrium consumption-based CAPM 1642—1646
Continuous-time equilibrium, consumption-based CAPM, Ito's endowments 1644—1645
Continuous-time equilibrium, consumption-based CAPM, Ito's lemma 1643—1644
Continuous-time equilibrium, dynamic spanning assumption 1636
Continuous-time equilibrium, GE in continuous-time 1633—1637
Continuous-time equilibrium, Girsanov's theorem 1637—1639
Continuous-time equilibrium, reading sources 1669
Continuous-time equilibrium, representative-agent asset pricing formula 1638—1642
Continuous-time equilibrium, value in security markets 1633—1646
Continuum of random variables 2149 2190—2203
Continuum of random variables, Keisler's price adjustment model 2199 2201—2203
Continuum of random variables, Loeb space, on 2199—2201
Contraction mapping theorem 2103—2105
Contracts, core convergence theorem 1888
Contracts, equity contracts 1533
Contracts, futures contracts 1533 1579
Cornet, B. 1969 1971 1973 1977—1978 1984
Cornet, B., Bonnisseau and Cornet theorem 1969 1971 1972 1977—1978 1981—1983 1984
Cournot equilibrium 2000—2001 2009—2010
Cournot — Nash equilibrium 2028
Cournot — Walras equilibrium 2026—2028
Cox, J. 1642 1645 1664 1665 1669 1776
Credit constraints 1668
Cuny, C. 1609
Cycles 1940—1943
Dana, R.A. 1639 1876 2099
Danthine, J.P. 2136
Dasgupta, P. 2009
Date-event 1684
Davidson, C. 2015
Davis, M.H. 1668
Day, R.H. 1943 2116 2217 2219 2221
de Palma, A. 2024
Debreu — Scarf theorem 1881 1888
Debreu's regular economies 1551—1552
Debreu, G. 1528 1541 1546 1617 1618 1666 1773 1800 1818 1836 1842 1860 1864 1900 1901 1903 1906 1917 1923 1929 1946 1964 1965 1983 1991 1997 2054 2059 2069 2072 2099 2102
Debt finance 1581
Dechert, W.D. 2209—2234
Decision making see “Utility theory”
default 1579 1609
Degree 1552
Degree theory 1965 1966
Degree, mod 2 degree of map 1552—1553
Degree, mod 2 Euler number 1555—1557
Degree, oriented degree 1553
Dehez, P. 2039
Dekel, E. 1632 1776 1824 1825 2205
Dellacherie, C. 1805
Dem'yanov, V.F. 1984
Demand curves, objective 2031 2033—2034
Demand curves, objective, Cournot 2026—2028
Demand curves, objective, with price makers 2028—2030
Demand curves, perceived inverse 2025
Demand curves, subjective 2025—2026 2031
Demand functions, aggregate excess 1541 1543
Demand functions, aggregate excess, OGM 2113
Demand functions, aggregate excess, static exchange economy 2051 2052 2055
Demand functions, aggregate excess, static production economy 2083 2085
Demand functions, consumer's excess 2119 2120
Demand gap 2183
Demand set 2183
DeMarzo, P. 1589 1610 1621 1666
den Haan, W.J. 2112
Deneckere, R. 2015 2024 2223
Density process 1641
Derivative assets 1530 1607—1608
Deterministic exchange economy 2089—2092
Devaney, R.L. 2216 2219
Diamond, D.W. 2199
Diamond, P. 1539 1589 1602 1607 1666 1685 1813 1819 2090 2099 2217
Dierker's index theorem 1553 1965 1971 1985
Dierker, E. 1541 1965 1970 1971 1972 1973 1983 1985 2005 2059 2060 2185 2197
Dierker, H. 2005 2028 2031 2059
Diewert, W.E. 2082
Differential topology 1528
Dividends 1559
Dividends, dynammic spanning condition and Girsanov's theorem 1637—1639
Dividends, real dividend process 1640 1642
Dividends, well defined (nominal) dividend process 1640—1641
Dixit, A.K. 2016 2022
Dixon, H. 2003 2013 2039
Doihan, M. 1667
Dominance, stochastic 1778 1781
Donaldson, J. 1632
Donaldson, J.B. 1790 2136
Dow, J. 1807
Drexler, F.J., all-solutions algorithm 2061 2064 2065
Dreze equilibrium 1587—1588 1604
Dreze, J. 1587 1589 1602 1607 1610 1666 1667 1802
Dubey, P. 2031
Dubovickii and Miljutin cones 1968
Duffie, D. 1552 1553 1557 1589 1609 1615—82 1708 1837 1872 1889 1903 2127
Durrett, R. 1669
Dutta, J. 1903
Dybvig, P. 1648 1668 2199
Dynamic consistency see “Utility theory dynamic
Dynamic economy with taxes and externalities 2131—2134
Dynamic economy with taxes and externalities, multiplicity of equilibria 2134
Dynamic production economy, differentiability and regularity 2102—2103
Dynamic production economy, dynamic programming framework 2092—2099
Dynamic production economy, endowments 2094 2099
Dynamic production economy, Euler equations 2096 2097 2098
Dynamic production economy, optimality 2093—2094
Dynamic production economy, policy function 2097 2098
Dynamic production economy, return function 2096 2097
Dynamic production economy, transversality conditions 2096 2097 2098
Dynamic production economy, value function 2094 2095 2096 2097 2098 2102
Dynamic programming 2108 2110 2112
Dynamic programming, computational methods 2103 2104
Dynamic programming, deterministic exchange economy 2090
Dynamic programming, dynamic production economies 2092—2099
Dynamic programming, stochastic economy 2101
Dynamic spanning see “Spanning”
Dynamical systems, chaos in see “Chaos”
Dynkin, E. 1663 1665
D’Aspremont, C. 2039
E-stability 1751
Easley, D. 2103
Eaton, B.C. 2023 2024 2040
Eaves, B.C. 1966 1985 2056 2059 2063 2088
Eckmann, J. 2210 2212 2215 2216 2224
Economides, N. 2019
Economies, Aumann continuum economy 2180 2182 2184 2192—2193 2194 2195 2203
Economies, exchange economy see “Exchange economy”
Economies, tenant farmer economy 2190—2192
Economies, theory of regular economies 1541
Edge-worth equilibrium 1881—1882
Edgeworth analysis 2001—2003
Edgeworth box diagram 2067
Edgeworth non-existence problem 2005—2007
Edwards, W. 1778
Efficiency of markets, GEI system 1590—1607
Efficiency of markets, GEI system, constraints, constrained efficient plan 1593—1594 1597 1601 1602
Efficiency of markets, GEI system, constraints, constrained feasible plan 1595 1595 1601
Efficiency of markets, GEI system, constraints, weakly constrained efficiency 1591 1592
Efficiency of markets, GEI system, exchange economy 1590—1601
Efficiency of markets, GEI system, feasible allocations 1592—1593
Efficiency of markets, GEI system, fictitional planner 1592 1598
Efficiency of markets, GEI system, portfolio efficiency condition 1604
Efficiency of markets, GEI system, production economy 1601—1607
Efficiency of markets, GEI system, production economy, stock market equilibrium 1605—1606
Efficiency of markets, GEI system, production efficiency condition 1604
Efficiency of markets, GEI system, virtual endowments 1593 1596 1602
Eilenberg — Montgomery fixed point theorem 1551
Eisenberg, B. 2077 2085
Ekeland, I. 2097
Ekern, S. 1589 1666
El-Barkuki, R.A. 1860 1882
Elasticity of substitution, Allen — Hicks 2011
Elliott, R. 1669
Ellsberg, D. 1796 1803
Emmons, D.W. 2205
Encaoua, D. 2024
Endowment space 1540
Endowment spanning 1622
Endowment vector 1842
Endowments 1871
Endowments, dynamic production economy 2094 2099
Endowments, Ito endowments 1644—1645
Endowments, OGM 1906—1907 1913
Endowments, virtual 1596 1602
Engle, R. 2231
Epstein — Zin utility model 1632
Epstein, L. 1632 1668 1670
Epstein, LG 1781 1784 1785—1786 1791—1792 1792 1816 2102 2220
Equilibrium manifold 1551—1552
Equilibrium, compensated equilibrium 1915
Equilibrium, compensated equilibrium, contingent-commodity 1619 1620
Equilibrium, compensated equilibrium, OGM 1915 1921—1922 1929
Equilibrium, competitive equilibrium 1687 1908 1910 1964
Equilibrium, competitive equilibrium, OGM 1902 1915—1926 1926—1937
Equilibrium, complete contingent-commodity equilibrium 1619 1633 1637
Equilibrium, contingent market equilibrium 1558
Equilibrium, Cournot equilibrium 2000 2009—2010
Equilibrium, Cournot — Nash equilibrium 2028
Equilibrium, Cournot — Walras equilibrium 2026—2028
Equilibrium, Edgeworth equilibrium 1881—1882
Equilibrium, extended price equilibrium 1965 1966
Equilibrium, financial market equilibrium 1559
Equilibrium, free-disposal equilibrium 1978—1979
Equilibrium, GEI equilibria existence theorem 1542—1543
Equilibrium, Hicksian temporary equiilibria 2222
Equilibrium, marginal cost pricing equilibrium 1969—1970
Equilibrium, monetary equilibrium 1567
Equilibrium, Nash equilibrium 2000 2003 2009 2012 2013 2014 2028 2035
Equilibrium, no-arbitrage equilibrium 1534—1536 1559—1562
Equilibrium, nominal asset equilibrium 1568—1569
Equilibrium, optimization and see “Optimality”
Equilibrium, production equilibrium 1982 1983
Equilibrium, pseudo-equilibrium 1547 1549—1550 1554 1556 1561
Equilibrium, pure spot market equilibrium 1542
Equilibrium, quasi-equilibrium 1855 1856 1858 1864 1870 1872 1880 1883
Equilibrium, rational expectations equilibrium 1527 1701
Equilibrium, real numeraire asset equilibrium 1569
Equilibrium, security-spot market equilibrium 1619 1634—1635
Equilibrium, spot market equilibrium 1596
Equilibrium, temporary equilibrium theory 1526—1527
Equilibrium, unique backward equilibrium 1739
Equilibrium, Walrasian equilibrium 1635 (see also “GE” “GEI
Equity contracts 1533
Equivalent martingale measure 1650—1652
Equivalent martingale measure, alternate sufficient conditions for 1653—1654
Equivalent martingale measure, state price process and 1654—1655
Ergodic measure 2214
Ergodic theorem (Birkhoff) 2215
Ethier, S. 1642 1669
Euclidean norm 1933
Euler equations, computational methods 2107—2108 2111 2112
Euler equations, dynamic production economy 2096 2097 2098
Euler equations, stochastic 1629—1631 2100 2101 2102
EURDP 1777—1781 1786
EURDP, anticipated utility theory 1778—1779
EURDP, comonotonicity 1779 1780
EURDP, definition 1777
EURDP, dual theory 1779—1781
EURDP, first order stochastic dominance 1778
EURDP, Gateaux differentiable 1825
EURDP, risk aversion 1825
EURDP, weak certainty equivalent substitution axiom 1778—1779
Evans, G. 1751
Exchange economy, abstract 1909 1910—1912 1917 1920
Exchange economy, abstract, revenue in 1938—1939
Exchange economy, deterministic 2089—2092
Exchange economy, Dierker's index theorem of GE exchange economy 1553
Exchange economy, efficiency 1590—1601
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