English
Related papers

Related papers: Revealed Price Preference: Theory and Empirical An…

200 papers

We study partial identification of the preference parameters in the one-to-one matching model with perfectly transferable utilities. We do so without imposing parametric distributional assumptions on the unobserved heterogeneity and with…

Econometrics · Economics 2022-07-28 Cristina Gualdani , Shruti Sinha

It is of high interest for a company to identify customers expected to bring the largest profit in the upcoming period. Knowing as much as possible about each customer is crucial for such predictions. However, their demographic data,…

Machine Learning · Computer Science 2018-03-30 Jelena Stojanovic , Djordje Gligorijevic , Zoran Obradovic

In this work we generalize standard Decision Theory by assuming that two outcomes can also be incomparable. Two motivating scenarios show how incomparability may be helpful to represent those situations where, due to lack of information,…

Computer Science and Game Theory · Computer Science 2014-04-04 Piero A. Bonatti , Marco Faella , Luigi Sauro

We propose and axiomatize a new model of incomplete preferences under uncertainty, which we call \textit{hope-and-prepare preferences}. An act is considered more desirable than an other act when, and only when, both an optimistic…

Theoretical Economics · Economics 2025-07-29 Pierre Bardier , Bach Dong-Xuan , Van-Quy Nguyen

We investigate in this paper the theory and econometrics of optimal matchings with competing criteria. The surplus from a marriage match, for instance, may depend both on the incomes and on the educations of the partners, as well as on…

General Economics · Economics 2021-02-26 Alfred Galichon , Bernard Salanié

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

We study the interplay of fairness, welfare, and equity considerations in personalized pricing based on customer features. Sellers are increasingly able to conduct price personalization based on predictive modeling of demand conditional on…

Machine Learning · Computer Science 2020-12-29 Nathan Kallus , Angela Zhou

Desirability can be understood as an extension of Anscombe and Aumann's Bayesian decision theory to sets of expected utilities. At the core of desirability lies an assumption of linearity of the scale in which rewards are measured. It is a…

Artificial Intelligence · Computer Science 2022-11-21 Enrique Miranda , Marco Zaffalon

Empirical evidence suggests that the rich have higher propensity to save than do the poor. While this observation may appear to contradict the homotheticity of preferences, we theoretically show that that is not the case. Specifically, we…

Theoretical Economics · Economics 2021-02-02 Qingyin Ma , Alexis Akira Toda

We study the effects of introducing information inefficiency in a model for a random linear economy with a representative consumer. This is done by considering statistical, instead of classical, economic general equilibria. Employing two…

General Finance · Quantitative Finance 2016-10-11 Joao Pedro Jerico , Renato Vicente

I develop a revealed preference framework to test whether an aggregate allocation of indivisible objects satisfies Pareto efficiency and individual rationality (PI) without observing individual preferences. Exploiting the type-based…

Theoretical Economics · Economics 2025-12-30 Umutcan Salman

This paper studies a decentralized many-to-one matching market where preferences remain uncertain during the matching process. Institutions initiate matching by sending offers, and applicants decide whether to accept upon receiving them.…

Theoretical Economics · Economics 2025-11-14 Yu-Ting Ho

This study constructs a novel analytical general equilibrium model to compare environmental policies in a setting where oligopolistic energy firms engage in third-degree price discrimination across residential consumers and industrial…

General Economics · Economics 2025-01-07 Tengjiao Chen , Daniel H. Karney

This paper investigates a novel behavioral feature of recursive preferences: aversion to risks that persist over time, or simply \textit{correlation aversion}. Greater persistence provides information about future consumption but reduces…

Theoretical Economics · Economics 2026-03-24 Lorenzo Maria Stanca

We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the flow of products in an economy driven by heterogeneous…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Samuel E. Vazquez , Simone Severini

We study the problem when a firm sets prices for products based on the transaction data, i.e., which product past customers chose from an assortment and what were the historical prices that they observed. Our approach does not impose a…

Optimization and Control · Mathematics 2022-03-18 Ningyuan Chen , Andre Cire , Ming Hu , Saman Lagzi

Modern pretrained time-series foundation models can forecast without task-specific training, but they do not fully incorporate economic behavior. We show that teaching them basic economic logic improves how they predict demand using an…

Econometrics · Economics 2026-03-26 Victor H. Aguiar , Nail Kashaev

Many real-life settings of consumer-choice involve social interactions, causing targeted policies to have spillover-effects. This paper develops novel empirical tools for analyzing demand and welfare-effects of policy-interventions in…

Econometrics · Economics 2024-05-09 Debopam Bhattacharya , Pascaline Dupas , Shin Kanaya

We model real-world data markets, where sellers post fixed prices and buyers are free to purchase from any set of sellers, as a simultaneous game. A key component here is the negative externality buyers induce on one another due to data…

Computer Science and Game Theory · Computer Science 2024-02-16 Safwan Hossain , Yiling Chen

We examine how the empirical content of revealed preference theory depends on the dimensionality of the choice environment. While higher-dimensional choice problems may appear more demanding, we show that revealed preference restrictions…

Theoretical Economics · Economics 2026-05-29 Ian Crawford , Longye Tian
‹ Prev 1 3 4 5 6 7 10 Next ›