Compensated discrete choice and the Slutsky equation

IF 0.7 4区经济学 Q3 ECONOMICS

Journal of Mathematical Economics Pub Date : 2025-06-18 DOI:10.1016/j.jmateco.2025.103150

John K. Dagsvik

引用次数: 0

Abstract

This paper analyzes compensated price elasticities and corresponding Slutsky equations for discrete choice models. A remarkable feature of the compensated price elasticities is that they are usually not symmetric, as compensated elasticities with respect to a price increase versus a price decrease may be different. We also clarify how results obtain in this paper and similar results in the literature are related. Finally, selected examples are discussed.

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补偿离散选择和Slutsky方程

本文分析了离散选择模型的补偿价格弹性和相应的Slutsky方程。补偿价格弹性的一个显著特征是它们通常不是对称的，因为相对于价格上涨和价格下降的补偿弹性可能是不同的。我们还澄清了本文的结果与文献中类似结果的关系。最后，对选定的实例进行了讨论。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Mathematical Economics 管理科学-数学跨学科应用

CiteScore

1.70

自引率

7.70%

发文量

审稿时长

12.5 weeks

期刊介绍： The primary objective of the Journal is to provide a forum for work in economic theory which expresses economic ideas using formal mathematical reasoning. For work to add to this primary objective, it is not sufficient that the mathematical reasoning be new and correct. The work must have real economic content. The economic ideas must be interesting and important. These ideas may pertain to any field of economics or any school of economic thought.