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Competitive Equilibrium: Theory and Applications

Bryan Ellickson

Chapter 3

Aumann's model - all with Video Answers

Educators


Chapter Questions

01:53

Problem 1

Assume a continuum of consumers indexed by the set $I=[0,1]$. All consumers have identical preferences described by the Cobb-Douglas utility function $u_i\left(x_i\right)=x_{i 1} x_{i 2}$ with consumption set $\mathbf{R}_{+}^2$ and demand function $\phi_i(p)=\left(p \cdot w_i / 2 p_1, p \cdot w_i / 2 p_2\right)$. Endowments are specified by the functions $w_{i 1}=2+20 i$ and $w_{i 2}=10-8 i$. Find the Walrasian equilibrium for this economy.

Breanna Ollech
Breanna Ollech
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Problem 2

Consider an exchange economy with two commodities and a continuum of consumers indexed by the set $I=[0,1]$. Consumer $i \in I$ has consumption set $\mathbf{R}_{+}^2$, endowment $w_{i 1}=w_{i 2}=4 i(1-i)$, and demand function $\phi_i(p)=\left(i^2 p \cdot w_i / p_1,\left(1-i^2\right) p \cdot w_i / p_2\right)$. Find the Walrasian equilibrium for this economy.

Victor Salazar
Victor Salazar
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Problem 3

Consider an exchange economy with a continuum of consumers, $I=[0,1]$. All consumers have identical utility functions $u_i\left(x_i\right)=$ $x_{i 1} x_{i 2} x_{i 3}^2$, consumption sets $\mathbf{R}_{+}^3$, and demand functions $\phi_i(p)=$ $\left(p \cdot w_i / 4 p_1, p \cdot w_i / 4 p_2, p \cdot w_i / 2 p_3\right)$. Endowments are given by $w_{i j}=$ $4 i-4 i^2$ for $j=1,2,3$. Find the Walrasian equilibrium for this economy.

Victor Salazar
Victor Salazar
Numerade Educator
09:38

Problem 4

Consider a production economy with three commodities and a continuum of consumers indexed by the set $I=[0,1]$. Demand functions are given by $\phi_i(p)=\left(p \cdot w_i / 3 p_1, p \cdot w_i / 3 p_2, p \cdot w_i / 3 p_3\right)$, consumption sets by $\mathbf{R}_{+}^3$, and endowments by $w_i=(k i, k i, 0)$ for all $i \in I$ where $k$ is a positive constant. Commodity 3 is produced using commodity 1 as an input: one unit of commodity 3 can be obtained by using .5 units of commodity 1. Production exhibits constant returns to scale with free disposal of all commodities. Using the normalizam tion $p_1+p_2=1$, find the Walrasian equilibrium for this economy.

Jennifer Stoner
Jennifer Stoner
Numerade Educator
02:37

Problem 5

Consider an exchange economy with a continuum of consumers, $I=$ $[0,1]$, and two commodities. The consumption set of each consumer equals $\mathbf{R}_{+}^2$. For each consumer $i \in I$, endowment is given by $w_i=$ $\left(k_i, k_i\right)$ and demand by $\phi_i(p)=\left\langle\alpha_i p \cdot w_i / p_1,\left(1-\alpha_i\right) p \cdot w_i / p_2\right)$ where $k: i \mapsto k_i \in \mathbf{R}_{+}$and $\alpha: i \mapsto \alpha_i \in(0,1)$ are Riemann integrable functions of $i$. Find the Walrasian equilibrium for this economy.

Michael Twiton
Michael Twiton
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02:40

Problem 6

Generalize equation (3.1) to an economy with $r$ types of consumer.

Jennifer Stoner
Jennifer Stoner
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Problem 7

Verify that the preferences introduced at the start of Section 3.2.1 are nonconvex.

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01:25

Problem 8

Repeat the computations in Section 3.2.2 using the price normalization $p_1+p_2=1$.

Varsha Aggarwal
Varsha Aggarwal
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Problem 9

This problem modifies the model of the automobile market presented in Section 3.2.2 to allow for production as well as an initial endowment of cars. There are three commodities: (1) used cars, (2) newly produced cars, and (3) a perfectly divisible composite commodity. Assume a continuum of consumers indexed by $I=[0,1]$. All consumers have preferences represented by the utility function $u_i\left(x_i\right)=\left(1+x_{i 1}+2 x_{i 2}\right) x_{i 3}$. Cars are indivisible so that $x_{i 1}$ and $x_{i 2}$ must be either 0 or 1 . Assume (for simplicity) that consumers can consume either no car, a used car, or a new car but not both a used car and a new car. Initially no new cars are owned, and initial endowments are given by
$$
w_i= \begin{cases}(0,0,12 i) & \text { for } i \in[0, .5) \\ (1,0,12 i) & \text { for } i \in[.5,1]\end{cases}
$$
New car production is described by the technology set
$$
Y=\left\{y \in \mathbf{R}^3 \mid y=\lambda(0,1,-4), \lambda \geq 0\right\} .
$$
Normalize prices by setting $p_3=1$.
In equilibrium some of the wealthier consumers who currently own (used) cars will choose to purchase a new car and, as a consequence, some of the used cars will become available to the less wealthy consumers. The final allocation of cars divides the interval $I$ into three subintervals: $\left[0, k_1\right)$ where no cars are consumed; $\left[k_1, k_2\right)$ where used cars are consumed; and $\left[k_2, 1\right]$ where new cars are consumed. (The allocation to consumers $i=k_1$ and $i=k_2$ is arbitrary.)
(a) What is the equilibrium price of a new car?
(b) Prove that $k_1=p_1 / 6$ and $k_2=\left(p_2-p_1\right) / 4$. (You may assume that $0<k_1<.5$ and $.5<k_2<1$.)
(c) Derive the equilibrium price for used cars by clearing the used car market.
(d) What fraction of the population end up with no car? With a used car? With a new car?

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02:29

Problem 10

Construct a model of a housing market which combines the features of the model of pure exchange and that of production: consumers begin with initial stocks of houses, and new houses can be produced.

Tina Pavlovich
Tina Pavlovich
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Problem 11

This exercise represents a blend of the model for houses and the model for automobiles. Assume pure exchange with three commodities and a continuum of consumers indexed by the set $I=[0,1]$. The third commodity is perfectly divisible while the first and second are indivisible. For concreteness, imagine that the two indivisible commodities represent two alternative brands of automobile, say Honda's and Porsche's. Any consumer may choose to consume either a Honda or a Porsche, or both. The endowment distribution takes the form:
$$
w_i= \begin{cases}(0,0,10 i) & \text { if } i \in[0, .9) \\ (4,5,10 i) & \text { if } i \in[.9,1]\end{cases}
$$
Utility functions are given by $u_i\left(x_i\right)=\left(1+x_{i 1}\right)\left(1+2 x_{i 2}\right) x_{i 3}$. Normalize prices by selecting the third commodity as numéraire $\left(p_3=1\right)$.
To simplify computation, this problem has been set up so that the equilibrium allocation can be described in terms of four subsets of $I: S_1=\left[0, k_1\right)$ where $x_{i 1}=0$ and $x_{i 2}=0 ; S_2=\left[k_1, k_2\right)$ where $x_{i 1}=1$ and $x_{i 2}=0 ; S_3=\left[k_2, k_3\right)$ where $x_{i 1}=0$ and $x_{i 2}=1$; and $S_4=\left[k_3, 1\right]$ where $x_{i 1}=1$ and $x_{i 2}=1$. Intuitively, you would expect that $0<k_1<k_2<k_3<1$ so that as $i$ (and hence wealth) increases consumers progress from purchasing no car $\left(i \in S_1\right)$, to a Honda $\left(i \in S_2\right)$, a Porsche $\left(i \in S_3\right)$, and finally both a Honda and a Porsche $\left(i \in S_4\right)$. As usual, the allocation to consumers on the boundary points is arbitrary: for example, $i=k_1$ represents a consumer indifferent between buying no car and buying a Honda; hence, $k_1$ could be included either in set $S_1$ or in set $S_2$, and we have arbitrarily assigned it to $S_2$.
(a) Give a formal description of the consumption set of consumer $i$.
(b) Show that the boundary points are $k_1=.2 p_1, k_2=.3 p_2-.2 p_1$, and $k_3=.2 p_1+.1 p_2$.
(c) By clearing the two markets for automobiles, find the Walrasian equilibrium price functional.
(d) Verify that the market for the divisible commodity also clears at these equilibrium prices.

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Problem 12

This problem extends the Marshallian joint supply model of Chapter 2 to a continuum of consumers, $I=[0,1]$. Commodities one and two represent mutton and hides, produced using commodity three (sheep) as an input. Endowments are given by $w_i=\left(0,0, k_i\right)$ where $k$ is a Riemann integrable function of $i$ with $k_i>0$ denoting the positive quantity of sheep owned initially by consumer $i$. Production of mutton and hides is described by the technology set
$$
Y=\left\{\left(y \in \mathbf{R}^3 \mid y=\lambda(1,1,-\beta), \lambda \geq 0\right\}\right.
$$
where $\beta$ is a positive constant. The preferences of consumer $i \in I$ are represented by the utility function $u_i\left(x_i\right)=x_{i 1}^{\alpha_{i 1}} x_{i 2}^{\alpha_{i 2}} x_{i 3}^{\alpha_{i 3}}$ where the functions $\alpha_j(j=1,2,3)$ are Riemann integrable functions of $i$ satisfying $0 \leq \alpha_{i j} \leq 1$ for $j=1,2,3$ and $\alpha_{i 1}+\alpha_{i 2}+\alpha_{i 3}=1$ for all $i \in I$. Normalize prices by setting $p_3=1$.
(a) Prove that if mutton and hides are supplied in strictly positive amount, then the Walrasian equilibrium prices must satisfy the condition $p_1+p_2=\beta$.
(b) Derive an expression for the per capita amount of mntton and the per capita amount of hides produced in equilibrium as well as the equilibrium price of each.
(c) Now specialize the model derived above by assuming that $w_i=$ $(0,0,2)$ for all $i \in I$, that $\beta=1$, and that
$$
\left(\alpha_{i 1}, \alpha_{i 2}, \alpha_{i 3}\right)= \begin{cases}(.5,0, .5) & \text { for } i \in S_1, \\ (0, .5, .5) & \text { for } i \in S_2,\end{cases}
$$
where $S_1$ and $S_2$ are disjoint subsets of $I$ with $S_1 \cup S_2=I$ and measure $\lambda\left(S_1\right)$ and $\lambda\left(S_2\right)$ respectively with $\lambda\left(S_1\right)+\lambda\left(S_2\right)=1$. Solve for the Walrasian equilibrium price functional, the equilibrium quantity of mutton and hides per capita produced in equilibrium, and the equilibrium Walrasian allocation.

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01:16

Problem 13

Let $S_1$ be the set of rational numbers and $S_2$ the set of irrational numbers in the interval $I=[0,1]$ and let $\lambda$ be Lebesgue measure. Justify each of the following assertions:
(a) $\lambda(I)=1$
(b) $\lambda(\{x\})=0$ for any singleton set $\{x\} \subset I$;
Exercises
149
(c) $\lambda\left(S_1\right)=0$
(d) $\lambda\left(S_2\right)=1$.

Nick Johnson
Nick Johnson
Numerade Educator
03:05

Problem 14

Verify that the function $f:[0,1] \rightarrow \mathbf{R}_{+}$defined by
$$
f(i)= \begin{cases}0 & \text { if } i \text { is irrational; } \\ 1 & \text { if } i \text { is rational. }\end{cases}
$$
is Lebesgue measurable.

Linda Hand
Linda Hand
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Problem 15

Counting measure on a finite set $I=\{1, \ldots, n\}$ is defined by setting $\mu(S)=\# S$ for all $S \subset I$ and normalized counting measure by setting $\mu(S)=\# S / \# I$ for all $S \subset I$. Verify that each of these "measures" is in fact a measure in the sense of Definition 3.7. Is either a probability measure? A uonatomic measure?

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Problem 16

State and prove a generalization of Theorem 3.16 appropriate to an economy with a continuum of consumers and production subject to constant returns to scale.

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Problem 17

In Section 3.1.2 we solved explicitly for the equilibrium of a type economy with two types of consumer in which consumer characteristics took the form
$$
(\alpha,(a, b))= \begin{cases}(.5,(1,3)) & \text { for consumers of type 1, } \\ (.5,(3,1)) & \text { for consumers of type 2, }\end{cases}
$$
with a fraction .25 consumers of type 1 and .75 of type 2 . Characterize the initial distribution $\tau$ and the equilibrium distribution $\mu$ for that economy.

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Problem 18

Characterize the initial distribution $\tau$ and the equilibrium $\mu$ for the type economy with stair step preferences discussed at the beginning of Section 3.2.1.

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01:30

Problem 19

Using the measure $x$ described at the end of Section 3.4.1, compute $x(B)$ for each of the sets $\emptyset,\{k\},\{c\}$, and $\{k, c\}$. (Compute the results separately for $\omega \in[0,3), \omega \in[3,7)$, and $\omega \in[7,10]$.) Verify that, provided $J$ is finite, $\left\{\delta_j \mid j=k, c\right\}$ is a basis for $M(J)$.

Doruk Isik
Doruk Isik
Numerade Educator
10:52

Problem 20

In the example worked out in Section 3.4.2, the hedonic price $p_k$ is linear in $k$. However, as Rosen emphasizes, there is no reason why the hedonic price should be linear in characteristics ("... two 6-foot cars are not equivalent to one 12 feet in length, since they canuot be driven simultaneously ..." [Rosen (1974),-38]). Retaining the other assumptions in our example, suppose that the utility associated with commodity buudle $x=x_c \delta_c+\delta_k$ is given by $u(x)=x_c\left(1+\alpha k^2\right)$ and that indivisible goods of type $k$ are produced subject to constant returns at marginal cost $\beta k^2$.
(a) Assuming that $\omega>\beta / \alpha$, solve for the optimizing value of $k$. Letting $\alpha=1$ and $\beta=2$, illustrate the optimal choice for a consumer with wealth $\omega=10$ in a Rosen diagram.
(b) If $\omega$ is nniformly distributed on $[6,14]$, find the support of the equilibrium distribntion of consumption of the indivisible commodity in $K$. Will this equilibrium distribution be uniform?

Sajay Krishnan Paruthiyil
Sajay Krishnan Paruthiyil
Numerade Educator

Problem 21

Consider the Tiebout economy described in Section 3.4.3 but with a type economy in which wealth can take on the values $6,8,10$, 12 , or 14 with eqnal measnre. Assume that any local political jurisdiction enjoys constant returns to scale provided that it serves at least $10 \%$ of the population. Illustrate the Tiebont equilibrium for the convexified economy in a Rosen diagram. Will this equilibrium be an eqnilibrium for the original economy? How do your answers change if jurisdictions serving less than one-fourth of the population are snbject to increasing returns?

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