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Non-Smooth Integrability Theory and Its Application for Econometrics

Research Project

Project/Area Number 18K12749
Research Category

Grant-in-Aid for Early-Career Scientists

Allocation TypeMulti-year Fund
Review Section Basic Section 07010:Economic theory-related
Research InstitutionChuo University (2019-2020)
Kanto Gakuin University (2018)

Principal Investigator

Hosoya Yuhki  中央大学, 経済学部, 准教授 (30383954)

Project Period (FY) 2018-04-01 – 2021-03-31
Project Status Completed (Fiscal Year 2020)
Budget Amount *help
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2020: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2019: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2018: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywords消費者理論 / 積分可能性 / 復元可能性 / 微分方程式 / シェパードの補題 / 全微分方程式 / 積分可能性理論 / 端点解 / 微分不可能性 / 局所リプシッツ / ラーデマッハーの定理 / 偏微分方程式 / 需要関数 / 効用関数
Outline of Final Research Achievements

The main purpose of this research was to develop integrability theory, which is a part of consumer theory. Integrability theory is a field that attempts to calculate the utility function, which expresses consumer's preference, backwards from the demand function, which expresses consumer's behavior, in order to derive preferences from behavior. In applied research in economics, information on consumer's preferences is needed, and thus this type of research is necessary.

In this study, through the analysis of differential equations, we have succeeded in obtaining a variety of new results in this field. In particular, we have succeeded in publishing new results on the theory of recoverability, which guarantees in principle the possibility of inversion.

Academic Significance and Societal Importance of the Research Achievements

研究成果の概要で述べたように、経済学における応用研究において消費者の好みを調べることは非常に重要である。なぜなら、どのような経済が人々にとってより望ましいかは好みによって変化するからである。しかしながら、アンケート調査などを用いて好みを測るやり方は様々な問題を抱えていることがわかっており、そのため行動から推定することが望ましい。本研究はこのような行動からの好みの推定について、原理的な可能性から実用的な計算手法の構築まで、幅広く扱ったものである。

Report

(4 results)
  • 2020 Annual Research Report   Final Research Report ( PDF )
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (15 results)

All 2021 2020 2019 2018

All Journal Article (4 results) (of which Peer Reviewed: 4 results,  Open Access: 2 results) Presentation (11 results) (of which Int'l Joint Research: 3 results,  Invited: 2 results)

  • [Journal Article] Recoverability revisited2020

    • Author(s)
      Hosoya Yuhki
    • Journal Title

      Journal of Mathematical Economics

      Volume: 90 Pages: 31-41

    • DOI

      10.1016/j.jmateco.2020.05.009

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Revealed Preference Theory2019

    • Author(s)
      Yuhki Hosoya
    • Journal Title

      Applied Analysis and Optimization

      Volume: 3 Pages: 179-204

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] 経済学のための常微分方程式入門2019

    • Author(s)
      細矢祐誉
    • Journal Title

      三田学会雑誌

      Volume: 111-4 Pages: 63-89

    • NAID

      120006776212

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] First-order partial differential equations and consumer theory2018

    • Author(s)
      Hosoya Yuhki
    • Journal Title

      Discrete & Continuous Dynamical Systems - S

      Volume: 11 Issue: 6 Pages: 1143-1167

    • DOI

      10.3934/dcdss.2018065

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Presentation] The Violation of Hamilton-Jacobi-Bellman Equation in Economic Dynamics2021

    • Author(s)
      細矢祐誉
    • Organizer
      関東学院大学経済経営研究所ワークショップ
    • Related Report
      2020 Annual Research Report
  • [Presentation] The Axiom for Concavifiable Preferences in View of Alt's Theory2020

    • Author(s)
      細矢祐誉
    • Organizer
      日本経済学会2020年度秋季大会
    • Related Report
      2020 Annual Research Report
  • [Presentation] The Violation of Hamilton-Jacobi-Bellman Equation in Economic Dynamics2020

    • Author(s)
      細矢祐誉
    • Organizer
      数理経済学会研究集会「数理経済学とその周辺」
    • Related Report
      2020 Annual Research Report
  • [Presentation] On the Uniqueness and Stability of the Equilibrium Price in Quasi-Linear Economies2020

    • Author(s)
      細矢祐誉
    • Organizer
      慶應義塾大学経済研究所ミクロ経済学ワークショップ
    • Related Report
      2020 Annual Research Report
  • [Presentation] Non-Smooth Integrability Theory2019

    • Author(s)
      Yuhki Hosoya
    • Organizer
      ICIAM2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Shephard's Lemma and Non-Smooth Integrability Theory2019

    • Author(s)
      Yuhki Hosoya
    • Organizer
      NACA-ICOTA2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] Shephard's Lemma and Non-Smooth Integrability Theory2019

    • Author(s)
      細矢祐誉
    • Organizer
      第25回DCコンファレンス
    • Related Report
      2019 Research-status Report
  • [Presentation] Shephard's Lemma and Non-Smooth Integrability Theory2019

    • Author(s)
      細矢祐誉
    • Organizer
      数理経済学会研究集会「数理経済学とその周辺」
    • Related Report
      2019 Research-status Report
  • [Presentation] Shephard's lemma as a partial differential equation2018

    • Author(s)
      細矢祐誉
    • Organizer
      第24回DCコンファレンス
    • Related Report
      2018 Research-status Report
  • [Presentation] Non-smooth integrability theory and partial differential equations2018

    • Author(s)
      細矢祐誉
    • Organizer
      Mathematical Economics 2018 workshop at Kyoto
    • Related Report
      2018 Research-status Report
  • [Presentation] Shephard's lemma and partial differential equations2018

    • Author(s)
      Yuhki Hosoya
    • Organizer
      6th conference of nonlinear analysis and optimization
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited

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Published: 2018-04-23   Modified: 2022-01-27  

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