Free考研资料

标题: 武汉大学数理金融考研复试试题原版 [打印本页]

作者: yiyaeehei 时间: 13-12-14 00:39
标题: 武汉大学数理金融考研复试试题原版

武汉大学经济与管理学院

科目名称：高级宏微观经济学科目代码：

注意：1）所有的答题内容必须写在答题纸上，凡写在试题或草稿纸上的一律无效。

2）答题可用中文或英文，要求字迹清晰，卷面整洁。

1.(30’)Consider the utility function u=file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-11933.png

(1)Find the demand functions for goods 1 and 2 as they depend on prices and wealth.

(2)Find the compensated demand function h(.)

(3)Find the expenditure function, and verify that h(p,u)=file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-29943.pnge(p,u).

(4)Find indirect utility function, and verify Roy’s identity.

2.(30’) Suppose that in a two-commodity world,the consumer’s utility function takes the form u(x)=file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-9991.png.

(1)Show that when file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-1648.png=1，indifference curves become linear.

(2)Show that as file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-14487.pngfile:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-23921.png0, this utility function comes to represent the same preference as the generalized Cobb-Douglas utility function u(x)=file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-30629.png

(3)Show that as file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-7856.pngfile:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-22732.pngfile:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-11313.png,this utility function becomes Leontief-form, u(file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-16008.png)=Min{file:///C:/Users/ADMINI~1/AppData/Local/Temp/ksohtml/wps_clip_image-27873.png}

(4)Compute the Walrasian demand and indirect utility functions for linear utility function as that in(1).

3.(40’)

(1) State the basic model of new-classical growth model (Solow Model) and its economic implication.

(2) Why the model is considered as an exogenous model?

(3) What is the convergence hypothesis implied in this model?

欢迎光临 Free考研资料 (http://tool.freekaoyan.com/)