Slutsky matrix norms: The size, classification, and comparative statics of bounded rationality

A-Tier
Journal: Journal of Economic Theory
Year: 2017
Volume: 172
Issue: C
Pages: 163-201

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Given any observed demand behavior —by means of a demand function—, we quantify by how much it departs from rationality. The measure of the gap is the smallest Frobenius norm of the correcting matrix function that would yield a Slutsky matrix with its standard rationality properties (symmetry, singularity, and negative semidefiniteness). As a result, we are able to suggest a useful classification of departures from rationality, corresponding to three anomalies: inattentiveness to changes in purchasing power, money illusion, and violations of the compensated law of demand. Errors in comparative-statics predictions from assuming rationality are decomposed as the sum of a behavioral error (due to the agent) and a specification error (due to the modeller). Illustrations are provided using several bounded rationality models.

Technical Details

RePEc Handle
repec:eee:jetheo:v:172:y:2017:i:c:p:163-201
Journal Field
Theory
Author Count
2
Added to Database
2026-01-24