By browsing this website, you acknowledge the use of a simple identification cookie. It is not used for anything other than keeping track of your session from page to page. OK


Search

1

Recursive macroeconomic theory.

LJUNGQVIST Lars ; SARGENT Thomas J.

THE MIT PRESS

2018

1437

331.31-LJUNG

MACROECONOMICS ; ECONOMIC STATISTICS ; FINANCIAL MATHEMATICS


Number of copies : 1
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