Walrasian allocations without price-taking behavior.

Consider an exchange economy where agents are arbitragers, in that they try to upset allocations imagining plausible beneficial trades. With an introspective algorithm, each agent constructs an interactive choice set (ICS), i.e., a set of bundles that he considers achievable through a sequence of pl...

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Published in:Journal of Economic Theory Vol. 95; no. 1; pp. 79 - 107
Main Authors: Serrano, Roberto, Volij, Oscar
Format: Article
Published: Academic Press Inc. November 2000
Subjects:
Online Access:View this record in EBSCOhost
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        10.1006/jeth.2000.2680
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        atl: Walrasian allocations without price-taking behavior.
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          Serrano, Roberto
          Volij, Oscar
      su:
        Welfare economics
        Mathematical models
        Auctions
        Resource allocation -- Mathematical models
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        subj:
          Welfare economics
          Mathematical models
          Auctions
          Resource allocation -- Mathematical models
      ab: Consider an exchange economy where agents are arbitragers, in that they try to upset allocations imagining plausible beneficial trades. With an introspective algorithm, each agent constructs an interactive choice set (ICS), i.e., a set of bundles that he considers achievable through a sequence of plausible trades with other agents. We show that Walrasian allocations can be characterized as those where each agent chooses optimally from his ICS, which is always contained in a budget set (with differentiability, both sets coincide). Our analysis provides a different behavioral assumption underlying Walrasian allocations, offers an explanation for the source of competitive prices, and connects with the core convergence theorem. Journal of Economic Literature Classification Numbers: D00, D51. Copyright 2000 Academic Press.
      pubtype: Academic Journal
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    language: English
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