交易成本与一般均衡

发布时间：2018-05-16 07:49

本文选题：交易成本 + 纯交换经济　；参考：《浙江大学》2003年硕士论文

【摘要】：阿罗与德布鲁在50年代发展的一般均衡模型是人类经济思想史上最伟大的成就之一。他们的模型完全采用一种公理化的形式，从一系列的基本假定出发(人们的偏好、技术、禀赋)，建立起了关于市场经济系统均衡的存在性、最优性、稳定性的公理化体系。从而完成了对亚当．斯密“看不见的手”的现代阐释。它是以后一般均衡理论发展的基础。以后的一般均衡理论工作就是对Arrow-Debreu模型假设条件的放宽，因为人们总是认为它的假设条件太不真实了。它假设经济均衡发生在一个时点、一个统一大市场、没有外部性、没有规模收益递增、没有消费者、生产者的相互影响、没有信息、没有交易成本。均衡对这些假设条件的敏感性研究成为经济理论中一个很重要的课题。因此，对这些“经典”假设条件的放宽可有助于将一般均衡理论的有关问题明朗化。在本文中，我们将放宽Arrow-Debreu模型关于无交易成本的假设，将其模型拓展至有交易成本的情形。我们探讨一具有交易成本的纯交换经济，在相当弱的的假设条件下证明其均衡的存在性、帕累托最优性，，并得出两个重要结论：(1)由于交易成本的存在，人们的可达交易集将是一个有界闭集，即由于交易成本太高可能导致某些市场关闭，也就是说人们可能无法在市场上交易到某些商品。这一点与经典的一般均衡定理有明显的区别，在经典的一般均衡理论中，市场都是完备的，所有商品的交易都是可能的，所有的市场都是在同一时间开放的；(2)消费者的初始资源禀赋严格为正(w~h0，(?)h)时，交易成本竞争均衡才存在，也就是说如果考虑交易成本，则在经典的一般均衡理论假设条件下(w~h∈R~l，(?)h)，均衡将不一定存在。
[Abstract]:The general equilibrium model developed by Arrow and Drebrau in the 1950s is one of the greatest achievements in the history of human economic thought. Based on a series of basic assumptions (people's preference, technology, endowment), their model completely adopts an axiomatic form, and sets up an axiomatic system about the existence, optimality and stability of the equilibrium of market economy system. Thus completing the work on Adam. The Modern interpretation of Smith's the Invisible hand. It is the basis of the development of general equilibrium theory. The future work of the general equilibrium theory is to relax the assumptions of the Arrow-Debreu model, because people always think that its assumptions are too untrue. It assumes that the economic equilibrium occurs at a time point, a unified large market, no externalities, no increasing returns on scale, no consumers, no interaction between producers, no information, no transaction costs. The sensitivity of equilibrium to these assumptions has become an important topic in economic theory. Therefore, the relaxation of these "classical" assumptions can help to clarify the relevant problems of general equilibrium theory. In this paper, we will relax the assumption of no transaction cost in Arrow-Debreu model and extend its model to the case with transaction cost. We discuss a pure exchange economy with transaction cost, prove the existence of its equilibrium, Pareto optimality, and draw two important conclusions: 1) because of the existence of transaction cost. People's reachable trading set will be a bounded closed set, that is, because the transaction cost is too high, some markets may be closed, that is, people may not be able to trade certain commodities in the market. This is obviously different from the classical general equilibrium theorem. In classical general equilibrium theory, the market is complete, and the transaction of all commodities is possible. All markets are open at the same time.) when the initial resource endowment of consumers is strictly positive, transaction cost competition is balanced, that is to say, if transaction costs are considered, Then under the assumption of classical general equilibrium theory, the equilibrium will not necessarily exist.
【学位授予单位】：浙江大学
【学位级别】：硕士
【学位授予年份】：2003
【分类号】：F019.1

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