Recursive macroeconomic theory.
LJUNGQVIST Lars ; SARGENT Thomas J.
2018
1437
331.31-LJUNG
MACROECONOMICS ; ECONOMIC STATISTICS ; FINANCIAL MATHEMATICS
No. | Call n° | Bar code | Commentary | |
---|---|---|---|---|
1 | [available] |
ISBN 13 : 978-0-262-03866-9
Contents :
Part 1. Imperialism of recursive methods
1. Overview
Part 2. Tools
2. Time Series
3. Dynamic Programming
4. Practical Dynamic Programming
5. Linear-Quadratic Dynamic Programming
6. Search, Matching, and Unemployment
Part 3. Competitive equilibria and applications
7. Recursive (Partial) Equilibrium
8. Equilibrium with Complete Markets
9. Overlapping Generations Models
10. Ricardian Equivalence
11. Fiscal Policies in the Growth Model
12. Recursive Competitive Equilibrium: II
13. Asset Pricing Theory
14. Asset Pricing Empirics
15. Economic Growth
16. Optimal Taxation with Commitment
Part 4. Savings problem and Bewley models
17. Self-Insurance
18. Incomplete Markets Models
Part 5. Recursive contracts
19. Dynamic Stackelberg Problems
20. Two Ramsey Problems Revisited
21. Incentives and Insurance
22. Equilibrium without Commitment
23. Optimal Unemployment Insurance
24. Credible Government Policies: I
25. Credible Government Policies: II
26. Two Topics in International Trade
Part 6. Classical monetary and Labor economics
27. Fiscal-Monetary Theories of Inflation
28. Credit and Currency
29. Equilibrium Search and Matching, and Lotteries
30. Matching Models Mechanics
31. Foundation of Aggregate Labor Supply
Part 7. Technical appendixes
A. Functional Analysis
B. Linear Projections and Hidden Markov Models
1. References
2. SubjectIndex
3. Author Index
4. Matlab Index
Language : English
Print : 4ème
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque