精華區beta EconStudy 關於我們 聯絡資訊
課程名稱︰經濟數學一 課程性質︰系訂選修 課程教師︰周建富 開課學院:社會科學院 開課系所︰經濟系 考試日期(年月日)︰2005年11月9日 考試時限(分鐘):兩小時。 是否需發放獎勵金:是 試題 : ┌1 2 3┐ ┌x1┐ ┌y1┐ 1.Let A = │4 5 6│, x = │x2│, y = │y2│ └7 8 9┘ └x3┘ └y3┘ (a) Calculate Ax. (b) If x is in the null space of A,what condition(s) should x1,x2,x3 satisfy? (c) What is the dimension of the null space of A? (d) If y is in the range space of A,what condition(s) should y1,y2,y3 satisfy? (e) What is the dimension of the range space of A? (f) Determine the rank of A. ┌f(x) a12 a13┐ ┌b11 b12 b13┐ 2.Let A = │a21 a22 a23│, B = A^(-1) = │b21 b22 b23│ └a31 a32 a33┘ └b31 b32 b33┘ where aij,ij≠11,are constants. d|A| (a) Calculate the derivative of |A| with respect to x,---- dx db11 (b) Calculate the derivative of b11 with respect to x,---- dx (c) (Extension) Let A be an n*n square matrix and F(x) be the ij-th element of A.Assume that all the other elements of A are not functions of x. Calculate d|A| (Hint: Use Laplace expansion theorem to expand |A| on the ---- i-th row of A.) dx 3.In an economic model there are two endogenous variables (x1,x2) and one exogenous variable y.The two equations are F(x1,x2,y) = f(x1,x2)-y = 0 G(x1,x2,y) = g(x1,x2)-y = 0 ┌dF/dx1 dF/dx2┐ (a) Calculate the Jacobian matrix J = │ │ └dG/dx1 dG/dx2┘ (b) Assume that |J| ≠ 0 so that the implicit function theorem is applicable in this case.Calculate the derivatives dx1/dy and dx2/dy. 4.(Short run vs long run) In a partial market equilibrium model,the demand and supply functions are I Qd = --- Qs = NP P where I is consumers'income and N is the number of firms in the market. The short run equilibrium condition is Qd = Qs (a) Calculate the short run equilibrium price P^* and quantity Q^* as functions of I and N. (b) In the long run the number of firms becomes an endogenous variable and is determined by a 0-profit condition.Assume that this condition is given by N = PQ.Calculate the long run equilibrium _,_,and _ as functions of I. P Q N 5.Consider now the general model Demand function: Q = D(P,I) dP/dQ < 0 dD/dI > 0 Supply function: Q = S(P,N) dS/dP > 0 dS/dN > 0 0-profit condition: N = F(P,Q) dF/dP > 0 dF/dQ > 0 (a) In the long run equilibrium model,which variables are endogenous and which are exogenous? (b) Find the total differential of the model. (c) Derive the comparative statics dQ/dI,dP/dI,and dN/dI. (d) Determine the sings of the comparative statics. -- 自己忙碌之中 也許不寂寞但卻孤獨...... 陪伴的也許很多 不孤獨卻不代表不寂寞...... -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.112.215.14