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Intriligator M.D., Arrow K.J. — Handbook of Mathematical Economics (vol. 4)
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Íàçâàíèå: Handbook of Mathematical Economics (vol. 4)
Àâòîðû: Intriligator M.D., Arrow K.J.
Àííîòàöèÿ: 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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Ãîä èçäàíèÿ: 1986
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Äîáàâëåíà â êàòàëîã: 01.03.2007
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Ñêîïèðîâàòü ññûëêó äëÿ ôîðóìà | Ñêîïèðîâàòü ID
Ïðåäìåòíûé óêàçàòåëü
Exchange economy, hyperfinite 2179 2182 2185 2187—2190 2192 2193 2194 2195—2196 2202 2203
Exchange economy, numeraire asset 1594
Exchange economy, smooth 1576
Exchange economy, virtual 1596 1599
Existence of equilibria, GEI equilibrium 1537—1539
Existence of equilibria, generally complete markets 1542—1543
Existence of equilibria, incomplete markets 1547—1548
Existence of equilibria, incomplete markets, two period exchange economy 1537—1539
Existence of equilibria, monopolistic competition 2003—2009
Existence of equilibria, monopolistic competition, Chamberlin model 2003—2005 2007—2008
Existence of equilibria, monopolistic competition, Edgeworth non-existence problem 2005—2007
Existence of equilibria, OGM 2112—2115
Existence of equilibria, static exchange economy 2052—2055
Existence of equilibria, static production economy 2078—2082
Existence of equilibria, static production economy, activity analysis 2079 2081 2082
Existence of equilibria, welfare theory and 2072—2075 (see also “Sunspot equilibria”)
Expectations, expectation formation 1526—1527
Extended price equilibrium 1965 1966
External sets 2152—2154 2156 2157
Externalities, economies with 2131—2134
Externalities, multiplicity of equilibria 2134
Externalities, optimization problems 2135—2137
Falconer, K.J. 2227
Farmer, R.A. 1706 1712 1715 1753
Faust, J. 2199
Feigenbaum attractor 2216
Feigenbaum cascade 2212 2223
Feigenbaum point 2212
Feigenbaum, M. 2211—2212 2222
Feldman, D. 1667
Feldman, M. 2199
Fenstad, J.E. 2205
Feyman — Kac solution 1663
Fiat money 2113 2114 2115 2116 2119 2120
Finance theory, prices see “Value in security markets”
Financial assets 1530
Financial market equilibrium 1559
Financial structure, invariance of 1546
Finite approximations method 1879—1881
Firms, GEI theory of 1583 (see also “Stock-market (GEI)”)
Firms, objective functions of 1582—1584 1585
Firms, profit maximisation 1603
Fischer, S. 1539 1575
Fishburn, P. 1771 1772 1776 1795 1797 1798 1802 1846
Fixed-point theorems, Brouwer 1550 1551 1964 1971 1977 1979 1985 2053—2054 2055 2057 2115
Fixed-point theorems, homotopy invariance theorem 1966 1985 1986 1987—1988
Fixed-point theorems, index theorem 1553 1965 1971 1985 2060
Fixed-point theorems, Kakutani 1858 1882 1964 1971 1984 1985 2005 2054 2075 2081
Flannery, B.P. 2127
Florenzano, M. 1882
Foias, C. 1890
Foster, E. 2130
Fractal dimension, chaos in dynamic time series 2226—2228
Fractal dimension, correlation dimension 2226
Fractal dimension, correlation integral 2226
Frank, M. 2228
Fraysse, J. 2010
Frechet derivatives 1753
Frechet differentiable preferences 1782 1784 1785 1823
Fredholm operators 1889
Free lunch 1653—1654
Freedman, D. 1669
Freidlin, M. 1663
Freixas, X. 2068
Frequent trading 1562 1685
Friedman, A. 1669
Friedman, J.W. 2004 2040
Friesen, P. 1608 1668
Fubini's theorem 1642
Futures contracts 1533 1579
Gabszewicz, J.J. 1836 1837 2018 2019 2023 2024 2040
Gain process 1633
Gale — Debreu — Nikaido lemma 1882
Gale, D. 1609 1626 1685 1728 1754 1932 1936 1964 2088 2115
Games, approach to infinite dimensional spaces 1882
Gap, budget gap 2183
Gap, demand gap 2183
Gap, support gap 2183
GARCH-M model 2231
Garcia, C.B. 1966 1988 2061 2065
Gary-Bobo, R. 2031
Gateaux differentiable 1784 1785—1786 1824 1825
Gatto, M. 1669
Gauss — Seidel method 2068 2070 2075
Gauss — Seidel method, OGM 2123—2125
Gaussian curvature condition, non-vanishing 1932—1933 1937
GE model 1524—1525
GE model, computable 1965
GE model, contingent markets 1528—1529
GE model, continuous-time 1633—1637
GE model, monopolistic competition see “Monopolistic competition GE
Geanakoplos, J.D. 1557 1593 1594 1602 1607 1630 1667 1708 1889 1899—1960 2055 2122 2127 2198 2205
Gear, C.W. 2063
GEI model 1526
GEI model, bankruptcy 1609
GEI model, efficiency of markets see “Efficiency of markets GEI
GEI model, endogenous asset formation 1608—1609
GEI model, existence of GEI equilibrium 1537—1539
GEI model, GEI equilibria existence theorem 1542—1543
GEI model, interface with finance 1607
GEI model, secondary or derivative assets 1607—1608 (see also “Incomplete markets”)
Gelatt, C.D. 2077
Gencay, R. 2228
General equilibrium analysis see “GE model: GEI model for incomplete markets”
Gennotte, G. 1667
Geoffard, P.Y. 1722 1736
Geske, R. 1669
Geweke, J. 2210
Gibbons, M. 1670
Gihman, I. 1669
Gilboa, I. 1781 1807 1808—1809
Gilles, C. 1849 2199
Ginsburgh, V.A. 2137
Girsanov — Lenglart theorem 1638
Girsanov's theorem 1637—1639 1656—1659
Girsanov, I. 1669
Gleick, J. 2212
Glicksberg, I.L. 2009
Global analysis method (Smale) 1965—1966
Global Newton method 1988 2069 2070 2071—2072 2075
Global Newton method, static exchange economy 2057—2059 2060—2061 2063
Glosten, L. 1667
Goldman, B. 1669
Gorman, W.M. 2077 2085
Government intervention 1692
Grandmont, J.-M. 1706 1713—1715 1728 1734 1741 1748—1749 1750 1773 1943 2116 2210 2218 2219 2221
Grassberger, P. 2217 2226 2227
Grassmanian manifolds 1550—1551 1561 1563 1564
Grauer, F. 1668
Green, E.J. 2199
Green, J.R. 1781 1790
Green, R. 1609 1668
Green, R.C. 1889
Grodal, B. 2028 2031 2204
Gross substitutability 2067 2068 2069
Gross substitutability, OGM 2125
Gross substitutability, static production economy 2083 2085
Grossman — Hart equilibrium 1587—8
Grossman, S. 1586 1589 1591 1607 1610 1667 1668
Growth theory, chaos and 2220 2223—2224
Growth theory, turnpike theorem 2220
Guckenheimer, J. 2213 2214
Guesnerie, R. 1683—1762 1967 1968 1970 1971 1972 1983 1988 1989
Haggerty, K. 1667
Hahn — Banach theorem 1838—1839 1840 1879—1880
Hahn, F.H. 1854 1855 1900 1917 1923 1984 1997 2031 2052 2067 2071 2221
Hammond, P.J. 1788 1789
Hammour, M. 1758
Handa, J. 1778
Hanoch, J. 1822
Hansen, L. 1667 1670
Hardy, G.H. 1813 1817
Harris, M. 1610 2094
Harrison, J.M. 1627 1639 1647 1651 1653 1669
Hart, O.D. 1537 1539 1586 1588 1589 1592 1610 1816 1903 2015 2017 2028 2039 2040
Hartley, R. 2078
Hatta, T. 2130
Hausdorff topology 1838 1839 1842 1851 2163—2164 2169 2176 2180 2226—2227
Hay, D.A. 2023
Heal, G.M. 1969 1970 1971 1983 1985 1988 1989 2110
Heath, D. 1669
Heine — Borel theorem 1850
Heller, W.P. 1973 1980 1981
Hellwig, M. 20134
Helpman, E. 2040 2086
Hemler, M. 1669
Henon attractor 2216—2217
Henry, C. 2069
Hens, T. 1691—1692
Hernandez, A. 1889
Herstein, I.N. 1770 1781
Hessian matrices 2082
Heteroclinic sunspot equilibria 1726 1729—1734 1747
Hicks — Kaldor criterion 1585 1586 1587 1595
Hicks, J. 1618
Hicksian temporary equilibria 2222
Hilbert space 1623 1635 1637 1672
Hildenbrand, W. 1864 1889 1976 2085 2179 2184 2188 2190 2204
Hindy, A. 1667 1668
Hirsch, M.W. 2057—2058 2109
Ho, T. 1669
Hoegh — Krohn, R. 2205
Holmes, P. 2213 2214
Homotopy approach see “Homotopy invariance theorem: path-following methods”
Homotopy invariance theorem 1966 1985 1986 1987—1988
Hoover, D.N. 2198 2204
Horsley, A. 1837 1850 1860
Hotelling, H. 1967 2003 2005 2019
Hotelling, H., Hotelling's multiplier 2082
Howitt, P. 2134
Hsieh, D. 2228 2229
Huang, C.F. 1640 1648 1650 1660 1668 1669 1837 1846
Huber, P.J. 1773
Huberman, G. 1667
Hull, J. 1669
Hurd, A.E. 2159 2161 2205
Hurwicz, L. 2068 2069
Hyperfinite exchange economy 2179 2182 2185 2192 2193 2194 2195—2196 2202 2203
Hyperfinite exchange economy, Auman economy and 2187—2190
Hyperfinite set 2148 2157 2160—2161 2162 2167 2182 2184 2204
Hyperplane theorem 1627
Ikeda, N. 1669
Impatience 1844 1905 1914
Implicit function theorem 1551 1644—1645 1726—1729
Impossibility of the land of Cockaigne 1539
Income transfers, subspaces of 1530—1531 1536—1537 1572
Incomplete markets 1523—1614
Incomplete markets, efficiency, constraints, constrained efficient plan 1593—1594 1597 1601 1602
Incomplete markets, efficiency, constraints, constrained feasible plan 1593 1595 1601
Incomplete markets, efficiency, constraints, weakly constrained efficiency 1591 1592
Incomplete markets, efficiency, exchange economy 1590—1601
Incomplete markets, efficiency, feasible allocations 1592—1593
Incomplete markets, efficiency, fictitional planner 1592 1598
Incomplete markets, efficiency, production economy 1601—1607
Incomplete markets, efficiency, properties 1590—1607
Incomplete markets, generally complete markets 1539—1546
Incomplete markets, generally complete markets, comparative statics 1546
Incomplete markets, generally complete markets, equivalence under regularity 1545 1546
Incomplete markets, generally complete markets, generic existence 1542—1543
Incomplete markets, generally complete markets, invariance of financial structure 1546
Incomplete markets, generally complete markets, Pareto optimality 1545
Incomplete markets, generally complete markets, regularity necessity 1546
Incomplete markets, generally complete markets, representation of subspaces 1543—1545
Incomplete markets, nominal assets 1565—1576
Incomplete markets, nominal assets, indeterminancy of GEI equilibrium with 1567—1573
Incomplete markets, nominal assets, monetary equilibrium 1567 1573—1575
Incomplete markets, nominal assets, money, real effects of 1573—1575
Incomplete markets, nominal assets, Walras' test 1566—1567
Incomplete markets, production economy 1576—1579
Incomplete markets, production economy, contingent markets (GE) 1578—1579
Incomplete markets, production economy, Debreu's regular economies 1551—1552
Incomplete markets, production economy, existence of generic set 1547—1548
Incomplete markets, production economy, Grassmanian manifold 1550—1551
Incomplete markets, production economy, mod 2 degree of map 1552—1553
Incomplete markets, production economy, mod 2 Euler number of vector bundle 1555—1557
Incomplete markets, production economy, oriented degree 1553
Incomplete markets, production economy, pseudo-equilibrium 1547 1549—1550 1554 1556
Incomplete markets, production economy, real effects of financial assets 1548—1549
Incomplete markets, production economy, two-period production economy 1576—1578
Incomplete markets, production economy, vector bundles approach 1553—1555
Incomplete markets, properties of model 1547—1557
Incomplete markets, real assets 1527—1565
Incomplete markets, stochastic exchange economies 1557—1565
Incomplete markets, stochastic exchange economies, GE and GEI equilibrium 1558—1559
Incomplete markets, stochastic exchange economies, generically complete markets 1562—1563
Incomplete markets, stochastic exchange economies, incomplete markets 1563—1565
Incomplete markets, stochastic exchange economies, information structure 1557—1558
Incomplete markets, stochastic exchange economies, no-arbitrage equilibrium 1559—1562
Incomplete markets, stock-market (GEI) 1579—1581
Incomplete markets, stock-market (GEI), firms objective functions 1582—1583
Incomplete markets, stock-market (GEI), generically complete stock market 1583—1584
Incomplete markets, stock-market (GEI), incomplete stock-market 1585—1588
Incomplete markets, stock-market (GEI), market value maximisation 1588—1589
Incomplete markets, stock-market (GEI), partial spanning 1584—1585
Incomplete markets, temporary equilibrium theory 1526—1527
Incomplete markets, two period exchange economy 1527—1539
Incomplete markets, two period exchange economy, contingency markets (GE) 1528—1529
Incomplete markets, two period exchange economy, dual subspaces 1536—1537
Incomplete markets, two period exchange economy, existence of GEI equilibrium 1537—1539
Incomplete markets, two period exchange economy, non-arbitrage equilibrium 1534—1536
Incomplete markets, two period exchange economy, real assets 1531—1534
Incomplete markets, two period exchange economy, spot-financial markets (GEI) 1529—1531 (see also “GEI model”)
Independence axiom, dual independence axiom 1779 1780
Independence axiom, utility theory 1767 1769 1771 1772 1774 1800 1801
Independent interest 1751
Indeterminancy, OGM 1943—1946
Index theorem 1553 1734 1735 2082 2129
Index theorem, Dierker 1553 1965 1971 1985
Index theorem, fixed point 2060
Index theorem, static economies with taxes 2129—2130
Index theorem, static exchange economy 2059—2061 2063—2064
Index theorem, static production economy 2082—2085
Ineffectivity theorem 1686—1689 1692
Ineffectivity theorem, failure of 1691—1692
Infimum (greatest lower bound) 1840
Infinite dimensional spaces 1835—1898
Infinite dimensional spaces, allocation under uncertainty 1837
Infinite dimensional spaces, Aumann's core equivalence theorem 1888
Infinite dimensional spaces, Banach lattice 1841 1847 1850 1851 1864 1870
Infinite dimensional spaces, basic assumptions 1842—1843
Infinite dimensional spaces, basic assumptions, consumption set 1842
Infinite dimensional spaces, basic assumptions, endowment vector 1842
Infinite dimensional spaces, basic assumptions, monotonicity 1843
Infinite dimensional spaces, basic assumptions, preference relation 1842
Infinite dimensional spaces, basic fixed point argument 1854—1859
Infinite dimensional spaces, basic fixed point argument, aggregate endowment 1854
Infinite dimensional spaces, basic fixed point argument, attainable set 1854
Infinite dimensional spaces, basic fixed point argument, Kakutani's theorem 1858
Infinite dimensional spaces, basic fixed point argument, quasi-equilibrium 1855 1856 1858 1864
Infinite dimensional spaces, basic fixed point argument, utility possibilities 1855
Infinite dimensional spaces, basic fixed point argument, utility vectors 1855
Infinite dimensional spaces, Borel measures 1845 1846
Infinite dimensional spaces, commodity bundles 1871
Infinite dimensional spaces, commodity differentiation models 1837
Infinite dimensional spaces, commodity space 1836 1850 1859 1876 1885
Infinite dimensional spaces, compactness difficulty 1849—1852 1856 1883
Infinite dimensional spaces, compactness difficulty, norm compact (Ascoli's theorem) 1850
Infinite dimensional spaces, compactness difficulty, order continuous norm 1851
Infinite dimensional spaces, compactness difficulty, utility possibility set 1851—1852
Infinite dimensional spaces, core convergence 1888
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