Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World

2001 ◽  
Author(s):  
Geoffrey M. Heal
Author(s):  
Hans Fehr ◽  
Fabian Kindermann

Our first application is the static general equilibrium model. The model is called static since intertemporal aspects, such as savings and investment, are excluded by assumption. Consequently the capital stock of the economy is constant and we concentrate on the intersectoral allocation of resources and labour–leisure choices. In this chapter, we start the discussion with the most simple model structure and then successively introduce additional complexities, like government activity, intermediate goods production, or international trade. The most simple model structure comprises a closed economy with a representative consumer who supplies labour and capital in fixed amounts which are used by firms to produce two consumption goods. Section 3.1.1 develops the so-called ‘command optimum’ using this basic model. This is the allocation that would be chosen by a social planner who knows endowments, technologies, and preferences. After that we compare the command optimum to the allocation in a market economy. Then we introduce variable labour supply and government activities. The representative household supplies his endowment of capital .K̅ and labour .L̅ to the firms which use these inputs to produce output Y1 and Y2 of goods 1 and 2. Household consumption is denoted by X1 and X2 respectively. The economic problem is to allocate the scarce factor resources K and L to the two different types of firms in order to produce an output combination which maximizes the utility of the representative household. The latter is called an efficient allocation. In order to find the efficient allocation we first have to specify preferences and technologies.


2010 ◽  
pp. 39-55
Author(s):  
M. Ellman

This article is an overview of the contribution made by economic Sovietology to mainstream economics. The long debate about the universal applicability of mainstream economics is reconsidered in the light of the Soviet experience. Information is provided on the contribution of the study of the Soviet economy to fields as diverse as the measurement of economic growth, institutional economics, economic administration, the economics of property rights, the economics of the informal sector, the economics of famines, the Austrian critique of general equilibrium theory, and incentives.


2010 ◽  
pp. 4-23 ◽  
Author(s):  
K. Arrow

The article considers the evolution of some branches of modern economic theory from the perspective of the authors biography as a scientist and his professional formation. It describes problems of econometrics, general equilibrium theory, uncertainty, economics of information, and growth. It is shown how different authors representing various fields came to similar conclusions simultaneously and independently, what were the problems, in response to which economists of the second half of last century developed their theories, and what were the contexts of such development.


Marketing ZFP ◽  
2008 ◽  
Vol 30 (JRM 2) ◽  
pp. 76-87
Author(s):  
Harald Wiese
Keyword(s):  

1996 ◽  
Author(s):  
Rashid Faruqee ◽  
Jonathan R. Coleman
Keyword(s):  

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