Microeconomic Foundations I: Choice and Competitive Markets 1st edition by David M. Kreps- Ebook PDF Instant Download/Delivery:9781400845361, 140084536X
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Product details:
ISBN 10: 140084536X
ISBN 13: 9781400845361
Author: David M. Kreps
Table of contents:
Chapter One. Choice, Preference, and Utility
1.1. Consumer Choice: The Basics
1.2. Proving Most of Proposition 1.2, and More
1.3. The No-Better-Than Sets and Utility Representations
1.4. Strict Preference and Indifference
1.5. Infinite Sets and Utility Representations
1.6. Choice from Infinite Sets
1.7. Equivalent Utility Representations
1.8. Commentary
Chapter Two. Structural Properties of Preferences and Utility Functions
2.1. Monotonicity
2.2. Convexity
2.3. Continuity
2.4. Indifference Curve Diagrams
2.5. Weak and Additive Separability
2.6. Quasi-linearity
2.7. Homotheticity
Chapter Three. Basics of Consumer Demand
3.1. The Consumer’s Problem
3.2. Basic Facts about the CP
3.3. The Marshallian Demand Correspondence and Indirect Utility Function
3.4. Solving the CP with Calculus
Chapter Four. Revealed Preference and Afriat’s Theorem
4.1. An Example and Basic Ideas
4.2. GARP and Afriat’s Theorem
4.3. Comparative Statics and the Own-Price Effect
Chapter Five. Choice under Uncertainty
5.1. Two Models and Three Representations
5.2. The Mixture-Space Theorem
5.3. States of Nature and Subjective Expected Utility
5.4. Subjective and Objective Probability and the Harsanyi Doctrine
5.5. Empirical and Theoretical Critiques
Chapter Six. Utility for Money
6.1. Properties of Utility Functions for Money
6.2. Induced Preferences for Income
6.3. Demand for Insurance and Risky Assets
Chapter Seven. Dynamic Choice
7.1. The Standard Strategic Approach
7.2. Dynamic Programming
7.3. Testable Restrictions of the Standard Model
7.4. Three Alternatives to the Standard Model
Chapter Eight. Social Choice and Efficiency
8.1. Arrow’s Theorem
8.2. What Do We Give Up?
8.3. Efficiency
8.4. Identifying the Pareto Frontier: Utility Imputations and Bergsonian Social Utility Functionals
8.5. Syndicate Theory and Efficient Risk Sharing: Applying Proposition 8.10
8.6. Efficiency?
Chapter Nine. Competitive and Profit-Maximizing Firms
9.1. The Production-Possibility Set
9.2. Profit Maximization
9.3. Basics of the Firm’s Profit-Maximization Problem
9.4. Afriat’s Theorem for Firms
9.5. From Profit Functions to Production-Possibility Sets
9.6. How Many Production-Possibility Sets Give the Same Profit Function?
9.7. What Is Going On Here, Mathematically?
9.8. Differentiability of the Profit Function
9.9. Cost Minimization and Input-Requirement Sets
9.10. Why Do We Care?
Chapter Ten. The Expenditure-Minimization Problem
10.1. Defining the EMP
10.2. Basic Analysis of the EMP
10.3. Hicksian Demand and the Expenditure Function
10.4. Properties of the Expenditure Function
10.5. How Many Continuous Utility Functions Give the Same Expenditure Function?
10.6. Recovering Continuous Utility Functions from Expenditure Functions
10.7. Is an Alleged Expenditure Function Really an Expenditure Function?
10.8. Connecting the CP and the EMP
Chapter Eleven. Classic Demand Theory
11.1. Roy’s Identity and the Slutsky Equation
11.2. Differentiability of Indirect Utility
11.3. Duality of Utility and Indirect Utility
11.4. Differentiability of Marshallian Demand
11.5. Integrability
11.6. Complements and Substitutes
11.7. Integrability and Revealed Preference
Chapter Twelve. Producer and Consumer Surplus
12.1. Producer Surplus
12.2. Consumer Surplus
Chapter Thirteen. Aggregating Firms and Consumers
13.1. Aggregating Firms
13.2. Aggregating Consumers
13.3. Convexification through Aggregation
Chapter Fourteen. General Equilibrium
14.1. Definitions
14.2. Basic Properties of Walrasian Equilibrium
14.3. The Edgeworth Box
14.4. Existence of Walrasian Equilibria
14.5. The Set of Equilibria for a Fixed Economy
14.6. The Equilibrium Correspondence
Chapter Fifteen. General Equilibrium, Efficiency, and the Core
15.1. The First Theorem of Welfare Economics
15.2. The Second Theorem of Welfare Economics
15.3. Walrasian Equilibria Are in the Core
15.4. In a Large Enough Economy, Every Core Allocation Is a Walrasian-Equilibrium Allocation
15.5. Externalities and Lindahl Equilibrium
Chapter Sixteen. General Equilibrium, Time, and Uncertainty
16.1. A Framework for Time and Uncertainty
16.2. General Equilibrium with Time and Uncertainty
16.3. Equilibria of Plans, Prices, and Price Expectations: I. Pure Exchange with Contingent Claims
16.4. EPPPE: II. Complex Financial Securities and Complete Markets
16.5. EPPPE: III. Complex Securities with Real Dividends and Complete Markets
16.6. Incomplete Markets
16.7. Firms
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