On the differentiability of the consumer demand function

Paulo Monteiro, Mario Pascoa and Sergio Werlang

No 214, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

Abstract: For strictly quasi concave differentiable utility functions, demand is shown to be differentiable almost everywhere if marginal utilities are pointwise Lipschitzian. For concave utility functions, demand is differentiable almost everywhere in the case of differentiable additively separable utility or in the case of quasi-linear utility.

Date: 1993-05
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Journal Article: On the differentiability of the consumer demand function (1996)
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