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dc.contributor.authorAthey, Susan
dc.date.accessioned2009-10-28T17:51:48Z
dc.date.issued2002
dc.identifier.citationAthey, Susan. 2002. Monotone comparative statics under uncertainty. Quarterly Journal of Economics 117(1): 187-223.en_US
dc.identifier.issn0033-5533en_US
dc.identifier.urihttp://nrs.harvard.edu/urn-3:HUL.InstRepos:3372263
dc.description.abstractThis paper analyzes monotone comparative statics predictions in several classes of stochastic optimization problems. The main results characterize necessary and sufficient conditions for comparative statics predictions to hold based on properties of primitive functions, that is, utility functions and probability distributions. The results apply when the primitives satisfy one of the following two properties: (i) a single-crossing property, which arises in applications such as portfolio investment problems and auctions, or (ii) log-supermodularity, which arises in the analysis of demand functions, affiliated random variables, stochastic orders, and orders over risk aversion.en_US
dc.description.sponsorshipEconomicsen_US
dc.language.isoen_USen_US
dc.publisherMIT Pressen_US
dc.relation.isversionofhttp://dx.doi.org/10.1162/003355302753399481en_US
dash.licenseLAA
dc.titleMonotone Comparative Statics Under Uncertaintyen_US
dc.typeJournal Articleen_US
dc.description.versionProofen_US
dc.relation.journalQuarterly Journal of Economics -Cambridge Massachusetts-en_US
dash.depositing.authorAthey, Susan
dc.date.available2009-10-28T17:51:48Z
dc.identifier.doi10.1162/003355302753399481*
dash.contributor.affiliatedAthey, Susan


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