thesis

Dynamique des marches avec preferences adaptatives et produits differencies

Defense date:

Jan. 1, 1995

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Institution:

Paris, CNAM

Disciplines:

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Abstract EN:

The subject of endgogeneous freferences has been relatively underdeveloped by econolmists, even if alfred marshall or milton friedmann, has recognized the very importance of endogeneous features in utility theory. A large part of the work fublished on this area is presented in this doctoral thesis. Its starts with neoclassical models and finishes with recent contributions drawing from modern chaos theory. The first survey teachus that we should us with cautiousness the concept of representative agent. In order to bypass its traps, we have turned our research to disacregated representations, more particularly discret choice models a la mc fadden. These topics meet a good reception from the new industrial economics specialists, interested by market stucture with differenciated product. So, the second survey is devoted to this subject of the economic litterature two models are presented, the first one is a preferences formation model, where the "habit stock" is shematized, since thurstone, by an infinite capacity urn, which evolution is conform to the non linearpolya's urn, this kind of tools was proposed by brian arthur to capiture economic phenomena with positive feedback. We then show that if the consumer is not so addicted, his long term demand is forseeable and even rationalizable. In contrast, it is the history of his consumption which fix the achieved equilibrium. The, we examine thesteady states which come from the confrontation of the preferences formation process and the one of the price formation. Finally, a second contribution re-examine logit and c. E. S models, by introducing externalities effects in consumers demand bymeans of adaptiative process, like polya. Our model shows, among others, that these effects deeply alter the results about the traditionnal chamberlian question: does the market realize an efficient trade-off between expected variety and economies of scale.

Abstract FR:

Le theme de l'endogenete des preferences a ete occulte par les economistes, meme si alfred marshall ou milton friedman ont reconnu l'importance des elements endogenes dans la theorie de l'utilite un large eventail de la litterature economique sur le sujet est presente dans cette these allant des modeles neoclassiques aux contributions s'inspirant des theories du chaos. Cette premiere synthese enseigne qu'il convient de manipuler prudemment le concept d'individu representatif. Ainsi nous avons oriente nos recherches vers les representations desagregees, et particulierement les modeles de choix discret a la mcfadden. Ces derniers rencontrent un echo favorable de la part des specialistes de la nouvelle economie industrielle, qui s'interessent aux structures des marches avec biens differencies. Une seconde synthese est consacree a ce corpus de la litterature deux modeles sont ensuite proposes. Le premier est un modele de formation des preferences, ou le "stock d'habitutudes" est sqchematise, a la suite de thurstone, par une urne de capacite infinie dont l'evolution est conforme a celle des urnes de polya non-lineaires. Ce schema a deja ete propose par brian arthur pour representier les phenomenes de "retroaction positive". Nous montrons que si le consommateur n'est pas trop enclin a l'accoutumance, ses demandes de long terme sont previsibles et meme "rationnalisables". Dans le cas contraire, l'histoire de ses consommations determine l'equilibre atteint in fine. Ensuite nous examinons les etats stationnaires qui resultent de la confrontation du processus de formation des preferences et de celui de la formation des prix. Enfin, un