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Consider an individual\'s indirect utility function where p represents the price

ID: 1122855 • Letter: C

Question

Consider an individual's indirect utility function where p represents the price-vector and y represents the individual's wealth (a) State Roy's identity and use it to show that the ordinary (Marshallian) By demand function for good 1 is given by xi(p.y) -Comment on this expression [25 marks] (b) Derive the uncompensated terms ap1 ay Comment on these expressions. [25 marks] (c) From the indirect utility function, derive the individual's expenditure function e(p, u)-WP21-), where u is utility, and derive the Hicksian (compensated) demand function for good 1, x1(p, u) [25 marks] (i) Continuing from (c), derive the substitution term a p1 (ii) Use the Slutsky equation to derive the substitution term(0) from ap1 your results at (b).

Explanation / Answer

a. Roy’s identity states that if the indirect utility function v(p,y) is differential at (p0,y 0) and v(p0,y 0)/ y 0 then xi (p0,y 0) = - [v(p0,y 0)/ pi] / [v(p0,y 0)/ y] ; i = 1,......,n and (p0,y 0) are price and income vectors.

Using above definition, x1 (p,y ) = - [v(p,y)/p1] / [v(p,y )/y]

Therefore, x1 (p,y )= y/p1

b. x1 (p,y)/ p1 = - y/p12

x1 (p,y)/ p2 = 0

x1 (p,y)/ y = /p1

c. Using the relation v(p, e(p,u)) = u we can derive the expenditure function from indirect utility function.

v(p, e(p,u)) = e(p,u) p1- p2-(1-)

v(p, e(p,u)) = u

e(p,u) p1- p2-(1-) = u

e(p,u) = u p1 p2(1-)

The hicksian demand function can be derived using the relation between marshallian and hicksian demand function,

x1h (p,u) = x1(p, e(p,u))

               = e(p,u)/p1

              = u p1 p2(1-)/p1

              = u p1-1 p2(1-)

d. i. x1h (p,u)/ p1= (-1) u p1-2 p2(1-)

ii.The slutsky equation is given as,

    x1 (p,y)/p1 = x1h (p,u)/ p1 - x1 (p,y )[ x1 (p,y)/y]

      - y/p12   = x1h (p,u)/ p1 - /p1*/p1

                           = p1-2

                          = u p1-2 p2(1-)