ISBN 13 : 978-0262043625

Sommaire :
Part 1. Dynamical systems
1. Deterministic linear systems
2. Deterministic nonlinear systems
3. Stochastic difference equations
4. Markov processes
5. Ergodic theory and stationary processes

Part 2.Dynamic optimization
6. Markov decision process model
7. Finite-horizon dynamic programming
8. Infinite-horizon dynamic programming
9. Applications
10. Linear-quadratic models
1. Control under partial information
12. Numerical methods
13. Structural estimation

Part 3. Equilibrium analysis
14. Complete markets exchange economies
15. Neoclassical growth models
16. Bayesian estimation of dsge models using dynare
17. Overlapping generations models
18. Incomplete markets models
19. Search and matching models of unemployment
20. Dynamic new keynesian models

Part 4. Further topics
21. Recursive utility
22. Dynamic games
23. Recursive contracts

Mathematical appendixes
References
Matlab index

Langue : Anglais

Edition : 2ème

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque