Robert Solow taught the course Advanced Economic Theory at MIT in the Spring of the 1961/62 academic year. Of the dozen graduate students who took the course for credit were a future Nobel prize winner (Peter Diamond), a future Princeton professor and later member of Jimmy Carter’s Council of Economic Advisers (Stephen Goldfeld), a future professor at University of Pennsylvania/Washington University (Robert Pollak), a future professor and later chairman of Hebrew University (David Levhari), and a professor of economics and the first woman to head an MIT academic department, economics! 1984-1990 and MIT’s first female academic dean, School of Humanities and Social Science (Ann Friedlaender).
The three A’s awarded in the course went to Diamond, Levhari and Goldfeld.
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14.123—Advanced Economic Theory
Spring 1962—Professor Solow
FIRST READING LIST: LINEAR PROGRAMMING AND RELATED SUBJECTS
This should occupy 6-9 weeks. Most of the reading is in Gale: The Theory of Linear Economic Models and Dorfman, Samuelson, Solow: Linear Programming and Econmic Analysis, referred to below as G and D respectively.
- Mathematical background: I hope to avoid spending any time on this. Mainly elements of matrix algebra—14.102 should be enough. For review, see D (Appendix B) and G (Ch. 2, more difficult).
- Elements of Linear Programming; D (Ch. 2,3), G (Ch. 1,3).
- Algebra and Geometry of Linear Programming, Simplex Method; D (Ch. 4, Sec. 1-11), G (Ch. 4).
- Applications; D (Ch. 5-7), Manne: Economic Analysis for Business Decisions (Ch. 4,5).
- Two-person zero-sum games; D (Ch. 15), G (Ch. 6,7).
- Leontief and similar systems; G (Ch. 8, 9 Sec. 1-3), D (Ch. 9, 10).
- Activity analysis; G (Ch. 9, Sec. 4), Koopmans: Three Essays on the State of Economic Science (pp. 66-104).
- Von Neumann’s model; D (Ch. 13, Sec. 6), G (Ch. 9, Sec. 5-7).
- Sraffa: Production of Commodities by Means of Commodities.
Robinson: “Prelude to a Critique of Economic Theory”, Oxford Economic Papers, February 1961, 53-58. - If time permits, the turnpike theorem; D (Ch. 12), Hicks: “Prices and the Turnpike”, Review of Economic Studies, February 1961, 77-88.
Radner: “Paths of Economic Growth that are Optimal, etc.”, Review of Economic Studies, February 1961, 98-104.
(Further references may follow.)
SECOND READING LIST: PUBLIC INVESTMENT CRITERIA
- Hirshleifer: “On the Theory of Optimal Investment Decision”, Journal of Political Economy, August 1958, pp. 329-352.
- Graaff: Theoretical Welfare Economics, Chs. 6-8.
- Eckstein: “A Survey of the Theory of Public Expenditure Criteria”, in Public Finances: Needs, Sources and Utilization, with “Comments” by Hirshleifer.
- Margolis: “The Economic Evaluation of Federal Water Resource Development”, AER, March 1959, pp. 96-111.
- Steiner: “Choosing Among Alternative Public Investments”, AER, Dec. 1959, pp. 898-916.
- Maass, al.: Design of Water-Resource Systems, Chs. 2, 13 (and passim).
- Eckstein: Water Resource Development, Ch. 1-4.
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April 11, 1962
14.123—Exam
Answer all questions.
- A function f of vectors x,y,… is called subadditive if f(x+y) ≤ f(x) + f(y) for all vectors x, y, and called superadditive if the inequality is reversed.
Consider the LP problem of maximizing C′x subject to Ax ≤ b. The value of the maximum is a function of C, b, and A. Show that it is a subadditive function of C and a superadditive function of b. - A firm can produce n commodities with a linear technology involving one activity for each commodity. Production involves only fixed factors, m in number, m<n, of which specified amounts are available. The output is sold at market prices p, and the firm chooses non-negative vector x of outputs to maximize p′x subject to the fixed-factor limitations.
(a) Prove that the supply curve is not negatively sloped; that is, prove that if p1 increases, other prices constant, the optimal x1 must increase or remain unchanged, but cannot decrease. (Hint: a straightforward procedure is to consider closely the final simplex tableau, the signs of various elements, and what can happen to require further iteration if p1 There is a much simpler proof, comparing the before-and-after optima.)
(b) State and interpret the dual to the theorem just proved. - Consider a simple linear model of production, with 2 goods, and with 2 fixed factors, land and labor, available in specified amounts.
(a) Sketch possible shapes for the set of feasible net outputs, or net production-possibility curve.
(b) Suppose demand conditions are such that consumption expenditures on the two commodities are always equal. Give a complete analysis of the determination of the prices of the two goods and also the rent of land and the wage of labor. Graphical methods will help. (Hint: at one key point the construction of an isosceles triangle is very useful.)
Source: Duke University. Rosenstein Library. Robert M. Solow Papers, Box 67, Folder “14.123 Final Exam Fall-1969[sic|”.
Image Source: Robert Merton Solow at the M.I.T. Museum website.