Lien ebook : https://univ-catholille.biblioondemand.com/consult-brownsboo...

eISBN : 978-0-262-32560-8

Sommaire :
I Dynamical Systems
1. Deterministic difference equations
2. Stochastic difference equations
3. Markov processes
4. Ergodic theory and stationary processes

II Dynamic Optimization
5. Markov decision process model
6. Finite-horizon dynamic programming
7. Infinite-horizon dynamic programming
8. Applications
9. Linear-quadratic models
10. Control under partial information
11. Numerical methods
12. Structural estimation

III Equilibrium Analysis
13. Complete markets exchange economies
14. Neoclassical growth models
15. Bayesian estimation of DSGE models using Dynare
16. Overlapping generations models
17. Incomplete markets models
18. Search and matching models of unemployment
19. Dynamic new Keynesian models

IV Further Topics
20. Recursive utility
21. Dynamic games
22. Recursive contracts
Mathematical Appendixes

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque