EC802 Advanced Micro Theory of Consumers, Markets and Welfare

John Peirson

This module examines the workings of the economic system from a disaggregated viewpoint. It is a standard module on advanced microeconomic theory and contains the basics of general equilibrium, including Walrasian equilibrium and welfare economics, and disequilibrium. Twelve (one-hour) lectures discuss the basic theory, and eight (one-hour) seminars discuss various extensions. In addition there is a weekly one hour course in mathematics to accompany the module.

Topics

  • Preferences - Utility - Demand
  • Social Choice
  • General Equilibrium: Existence and Uniqueness
  • General Equilibrium: Welfare Properties
  • Price Equilibrium
  • Intertemporal Equilibrium
  • Overlapping Generations
  • Optimal Portfolio Selection
  • Capital Asset Pricing
  • Disequilibrium Analysis

Reading

  • Kreps, D., A Course in Microeconomic Theory, 1990
  • Varian, H. Microeconomic Analysis, 3rd Edition, 1992
  • Eatwell, J.; Milgate, M. and Newman P., The New Palgrave - General Equilibrium, 1987.
  • Merton, R.C., Continuous-Time Finance, 1990
  • Gravelle, H. And Rees, R., Microeconomics, 1992
  • Craven J., Social Choice, 1992
  • Sen, A., Choice, Welfare and Measurement, 1982