**John
K.-H. Quah**

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**Publications**

**A nonparametric analysis of
multi-product oligopolies**** (with ****Andrés Carvajal, Rahul Deb, and James Fenske),
Economic Theory, Vol. 57(2), 253-277 (2014**). Extension of a paper by the same authors in Econometrica (2013); includes a revealed preference test
for multi-product Cournot oligopoly.

**Discounting, Values, and Decisions**** (with Bruno Strulovici), Journal of Political Economy, Vol. 121(5),
896-939 (2013)****.** Studies how
optimal stopping and control vary with the discount rate.

**Revealed preference tests of the Cournot model**** (with Andres Carvajal, Rahul Deb, and James Fenske**),
**Econometrica****, Vol. 81(6),
2351-2379 (2013)**. There is also a working paper with
other results. Develops a revealed
preference test (in the form of a linear program) for the hypothesis that the
firms are playing a Cournot game, assuming convex cost
functions and observations generated by
changes to industry demand.

**Emissions trading with
profit-neutral permit allocations**** (with Cameron Hepburn and
Robert Ritz), Journal of Public Economics, Vol. 98, 85--99 (2013).**
Examines the impact of an emissions trading scheme (ETS) on
equilibrium emissions, output, price, market concentration, and profits in a
generalized Cournot model.
Develops formula for the number of emissions permits that have to be freely
allocated to firms to neutralize the profit impact of the ETS and relates it to
Herfindahl index.

**Revealed Preference in a
Discrete Consumption Space*** ***(with Matthew Polisson), American Economic Journal: Microeconomics, Vol.
5(1), 28-34 (2013).** Shows that an agent maximizing some utility function
on a discrete (as opposed to continuous) consumption space will still obey the
generalized axiom of revealed preference (GARP).

**Aggregating the single crossing
property***
***(with
Bruno Strulovici), Econometrica,
Vol. 80 (5), 2333-2348 (2012)**. Introduces a new condition characterizing when the
single crossing property is preserved under aggregation. Applications to optimal decisions under
uncertainty, the existence of monotone equilibria in Bayesian-games, etc.. Seminar slides for
this paper are available.

**Comparative Statics, Informativeness, and the Interval Dominance Order**** (with Bruno Strulovici), Econometrica,
Vol. 77 (6), 1949-1992 (2009)**. Identifies a new way to order
functions, called the *interval dominance **order*,
that generalizes both the single crossing property and a standard condition
used in statistical decision theory. Provides a unified treatment of the major
theorems on monotone comparative statics, the comparison of signal informativeness, and a non-Bayesian theorem on the
completeness of increasing decision rules. Application to optimal stopping time problems where the
single crossing property is typically violated.
Seminar slides
and also slides on background
material are available. Additional
related material is found in Comparative
Statics with the Interval Dominance Order: Some Extensions (incomplete
notes dated 9 December 2007; fuller version to be posted at a later date).

**The
existence of equilibrium when excess demand obeys the weak axiom****,
Journal of Mathematical Economics, Vol. 44(3-4), 337-343 (2008)**.
Elementary proof of equilibrium existence when the excess
demand correspondence obeys the weak axiom of revealed preference.

**The
comparative statics of constrained optimization problems****, Econometrica, Vol. 75, No. 2, 401-431 (2007)**. Extends the methods
of monotone comparative statics to deal with commonly-encountered comparative
statics problems involving changes to constraint sets. See also Additional
notes on the comparative statics of constrained optimization problems,
Working Paper, Nuffield College, Oxford, No. 2006-W09.

**A contribution to duality
theory, applied to the measurement of risk aversion **

**Weak
Axiomatic Demand Theory****,
Economic Theory, Vol. 29, No. 3, 677-699 (2006)**. Identifies
a class of complete but not necessarily transitive preferences which generate
demand functions that obey the weak axiom of revealed preference and within
which any function obeying the weak axiom can be rationalized.

**Homothetic or Cobb-Douglas ****behavior**** through aggregation**** (with Gael Giraud), Contributions to
Theoretical Economics, Vol. 3, No. 1, Article 8 (2003)**. Shows
how consumers' (heterogeneous) preferences in a market could be distributed in
such a way that aggregate market demand takes on exact homothetic or
Cobb-Douglas properties.

Market demand and comparative statics when goods are normal, Journal
of Mathematical Economics, Vol.39, 317-333 (2003). Explores the consequences
of normal demand on comparative statics in exchange, production, and financial
economies.

**The
law of demand and risk aversion****,
Econometrica, Vol. 71, 713-721 (2003).** Shows
that the law of demand can be *characterized* by a modified version of the
Milleron-Mitjuschin-Polterovich
condition. The condition could
be interpreted as a measure of differences in risk aversion when an agent
encounters different lotteries over commodity bundles in commodity space.

**The monotonicity of individual and market demand****, Econometrica, Vol. 68, No. 4, 911-930 (July 2000).**
Shows that the law of demand for market demand
(market monotonicity) can arise through a range of
conditions between two extremes known to guarantee market monotonicity: the Milleron-Mitjuschin-Polterovich
conditions on individual preferences and the Hildenbrand
conditions on the income distribution.

**The law of demand when income is price dependent, Econometrica, Vol. 65, 1421-1442 (November
1997).**

**Survey **

**Introduction:
Symposium on Revealed Preference Analysis (with Alfred Galichon),
****Economic Theory****, Vol.
54(3), 419-423 (2013). **Short
survey of revealed preference analysis.

**Law of Demand**** (with Michael
Jerison**), **The**** New Palgrave
Dictionary of Economics, Second Edition (2008)**. There is also a working paper of this
entry.