IDEAS home Printed from https://ideas.repec.org/h/elg/eechap/13310_49.html
   My bibliography  Save this book chapter

The Aggregate Demand Aggregate Supply Diagram

In: Famous Figures and Diagrams in Economics

Author

Listed:
  • Richard G. Lipsey

Abstract

This is a unique account of the role played by 58 figures and diagrams commonly used in economic theory. These cover a large part of mainstream economic analysis, both microeconomics and macroeconomics and also general equilibrium theory.

Suggested Citation

  • Richard G. Lipsey, 2010. "The Aggregate Demand Aggregate Supply Diagram," Chapters, in: Mark Blaug & Peter Lloyd (ed.), Famous Figures and Diagrams in Economics, chapter 49, Edward Elgar Publishing.
  • Handle: RePEc:elg:eechap:13310_49
    as

    Download full text from publisher

    File URL: https://www.elgaronline.com/view/9781848441606.00065.xml
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Backhouse, Roger E. & Salanti, Andrea (ed.), 2000. "Volume 2: Keynesian Economics, Unemployment, and Policy," OUP Catalogue, Oxford University Press, number 9780199242054.
    2. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 65-86.
    3. Richard G. Lipsey, 1981. "The Understanding and Control of Inflation: Is There a Crisis in Macro-Economics?," Canadian Journal of Economics, Canadian Economics Association, vol. 14(4), pages 545-576, November.
    4. David Colander, 1995. "The Stories We Tell: A Reconsideration of AS/AD Analysis," Journal of Economic Perspectives, American Economic Association, vol. 9(3), pages 169-188, Summer.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Richard Lipsey, 2001. "Successes and failures in the transformation of economics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 8(2), pages 169-201.
    2. Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021. "FinTech adoption and household risk-taking," BOFIT Discussion Papers 14/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
    3. Dipankar Mondal & N. Selvaraju, 2022. "Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(1), pages 225-248, March.
    4. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
    5. Hany Shawky & Ronald Forbes & Alan Frankle, 1983. "Liquidity Services and Capital Market Equilibrium: The Case for Money Market Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 141-152, June.
    6. Radwanski, Juliusz, 2020. "On the Purchasing Power of Money in an Exchange Economy," MPRA Paper 104244, University Library of Munich, Germany.
    7. Michael Finus & Pedro Pintassilgo & Alistair Ulph, 2014. "International Environmental Agreements with Uncertainty, Learning and Risk Aversion," Department of Economics Working Papers 19/14, University of Bath, Department of Economics.
    8. Ivo Maes, 2012. "Tommaso Padoa-Schioppa and the origins of the euro," Working Paper Document 222, National Bank of Belgium.
    9. Bohm, Volker & Wenzelburger, Jan, 2005. "On the performance of efficient portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 721-740, April.
    10. Derek Bosworth, 1997. "Rivalry and Anticompetitive Practices," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 4(1), pages 97-104.
    11. Howard Bodenhorn, 2016. "Two Centuries of Finance and Growth in the United States, 1790-1980," Working Papers id:11352, eSocialSciences.
    12. Moshe Levy & Haim Levy, 2013. "Prospect Theory: Much Ado About Nothing?," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 7, pages 129-144, World Scientific Publishing Co. Pte. Ltd..
    13. Pelizzon, Loriana & Weber, Guglielmo, 2009. "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2110-2121, November.
    14. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
    15. Charles Van Marrewijk, 2004. "An Introduction to International Money and Foreign Exchange Markets," Centre for International Economic Studies Working Papers 2004-07, University of Adelaide, Centre for International Economic Studies.
    16. Bhattacharjee, Subhra, 2012. "Comment," LSE Research Online Documents on Economics 123330, London School of Economics and Political Science, LSE Library.
    17. Brogan, Anita J. & Stidham Jr., Shaler, 2008. "Non-separation in the mean-lower-partial-moment portfolio optimization problem," European Journal of Operational Research, Elsevier, vol. 184(2), pages 701-710, January.
    18. Zubanov, Nick & Cadsby, Bram & Song, Fei, 2017. "The," IZA Discussion Papers 10542, Institute of Labor Economics (IZA).
    19. Paulo Coutinho & Benjamin Miranda Tabak, 2003. "Decentralized Portfolio Management," Brazilian Review of Finance, Brazilian Society of Finance, vol. 1(2), pages 243-270.
    20. Eeckhoudt, Louis & Gollier, Christian & Schlesinger, Harris, 1997. "The no-loss offset provision and the attitude towards risk of a risk-neutral firm," Journal of Public Economics, Elsevier, vol. 65(2), pages 207-217, August.

    More about this item

    Keywords

    Economics and Finance;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:elg:eechap:13310_49. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Darrel McCalla (email available below). General contact details of provider: http://www.e-elgar.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.