Recursive models of dynamic linear economies /
Основен автор: | Hansen, Lars, 1952- |
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Други автори: | Sargent, Thomas J. |
Формат: | Книга |
Език: | English |
Публикувано: |
Princeton, New Jersey :
Princeton University Press,
2014.
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Серия: |
Gorman lectures in economics.
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Предмети: |
Съдържание:
- Acknowledgements
- Preface
- Overview
- Theory and econometrics
- Tools
- Linear stochastic difference equations
- Efficient computations
- Components of economies
- Economic environments
- Optimal resource allocations
- A commodity space
- Competitive economies
- Representations and properties
- Statistical representations
- Canonical household technologies
- Examples
- Permanent income models
- Gorman heterogeneous households
- Complete markets aggregation
- References
- Subject index
- Author index
- MATLAB index.