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Recursive Models of Dynamic Linear Economies /
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present exa...
| Autores principales: | , |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, NJ :
Princeton University Press,
[2013]
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| Edición: | Course Book |
| Colección: | The Gorman Lectures in Economics ;
6 |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 020 | |a 9781400848188 | ||
| 024 | 7 | |a 10.1515/9781400848188 |2 doi | |
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| 035 | |a (OCoLC)979905373 | ||
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| 072 | 7 | |a BUS069030 |2 bisacsh | |
| 084 | |a QC 040 |2 rvk |0 (DE-625)rvk/141238: | ||
| 100 | 1 | |a Hansen, Lars Peter, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Recursive Models of Dynamic Linear Economies / |c Thomas J. Sargent, Lars Peter Hansen. |
| 250 | |a Course Book | ||
| 264 | 1 | |a Princeton, NJ : |b Princeton University Press, |c [2013] | |
| 264 | 4 | |c ©2014 | |
| 300 | |a 1 online resource (424 p.) : |b 20 line illus. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 0 | |a The Gorman Lectures in Economics ; |v 6 | |
| 505 | 0 | 0 | |t Frontmatter -- |t Contents -- |t Preface -- |t Acknowledgments -- |t Part I. Overview -- |t Chapter 1. Theory and Econometrics -- |t Part II. Tools -- |t Chapter 2. Linear Stochastic Difference Equations -- |t Chapter 3. Efficient Computations -- |t Part III. Components of Economies -- |t Chapter 4. Economic Environments -- |t Chapter 5. Optimal Resource Allocations -- |t Chapter 6. A Commodity Space -- |t Chapter 7. Competitive Economies -- |t Part IV. Representations and Properties -- |t Chapter 8. Statistical Representations -- |t Chapter 9. Canonical Household Technologies -- |t Chapter 10. Examples -- |t Chapter 11. Permanent IncomeModels -- |t Chapter 12. Gorman Heterogeneous Households -- |t Chapter 13. Complete Markets Aggregation -- |t Chapter 14. Periodic Models of Seasonality -- |t Appendix A. MATLAB Programs -- |t References -- |t Subject Index -- |t Author Index -- |t MATLAB Index -- |t The Gorman Lectures in Economics |
| 506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
| 520 | |a A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present examples from microeconomics, macroeconomics, and asset pricing. The models are cast in terms of a representative consumer. While Hansen and Sargent demonstrate the analytical benefits acquired when an analysis with a representative consumer is possible, they also characterize the restrictiveness of assumptions under which a representative household justifies a purely aggregative analysis.Hansen and Sargent unite economic theory with a workable econometrics while going beyond and beneath demand and supply curves for dynamic economies. They construct and apply competitive equilibria for a class of linear-quadratic-Gaussian dynamic economies with complete markets. Their book, based on the 2012 Gorman lectures, stresses heterogeneity, aggregation, and how a common structure unites what superficially appear to be diverse applications. An appendix describes MATLAB programs that apply to the book's calculations. | ||
| 538 | |a Mode of access: Internet via World Wide Web. | ||
| 546 | |a In English. | ||
| 588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) | |
| 650 | 0 | |a Economics |x Mathematical models. | |
| 650 | 0 | |a Economics; Mathematical models. | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Economics / Theory. |2 bisacsh | |
| 653 | |a Engel curves. | ||
| 653 | |a Gorman aggregation. | ||
| 653 | |a Lagrange multipliers. | ||
| 653 | |a Lagrangian. | ||
| 653 | |a MATLAB programs. | ||
| 653 | |a aggregate consumption. | ||
| 653 | |a aggregation. | ||
| 653 | |a allocation. | ||
| 653 | |a approximation. | ||
| 653 | |a asset pricing. | ||
| 653 | |a autoregressive representations. | ||
| 653 | |a canonical representation. | ||
| 653 | |a cattle. | ||
| 653 | |a commodity space. | ||
| 653 | |a competitive equilibia. | ||
| 653 | |a competitive equilibria. | ||
| 653 | |a competitive equilibrium allocation. | ||
| 653 | |a competitive equilibrium. | ||
| 653 | |a complete markets. | ||
| 653 | |a consumer preferences. | ||
| 653 | |a consumption. | ||
| 653 | |a decentralized economy. | ||
| 653 | |a demand function. | ||
| 653 | |a doubling algorithm. | ||
| 653 | |a dynamic estimation. | ||
| 653 | |a dynamic optimization. | ||
| 653 | |a dynamic programming. | ||
| 653 | |a econometric estimation. | ||
| 653 | |a econometrics. | ||
| 653 | |a economic environment. | ||
| 653 | |a economic equilibrium. | ||
| 653 | |a economic theory. | ||
| 653 | |a economy. | ||
| 653 | |a endowments. | ||
| 653 | |a fast algorithms. | ||
| 653 | |a filtering. | ||
| 653 | |a heterogeneous households. | ||
| 653 | |a household preferences. | ||
| 653 | |a household technologies. | ||
| 653 | |a housing. | ||
| 653 | |a invariant subspace methods. | ||
| 653 | |a law of motion. | ||
| 653 | |a laws of motion. | ||
| 653 | |a linear regulator problem. | ||
| 653 | |a linear stochastic difference equation. | ||
| 653 | |a linear-quadratic optimal control. | ||
| 653 | |a linear-quadratic-Gaussian-dynamic economies. | ||
| 653 | |a macroeconomics. | ||
| 653 | |a martingale difference sequence. | ||
| 653 | |a matrices. | ||
| 653 | |a microeconomics. | ||
| 653 | |a multiple goods. | ||
| 653 | |a occupational choice. | ||
| 653 | |a optimal decision rule. | ||
| 653 | |a partial equilibrium models. | ||
| 653 | |a periodic economies. | ||
| 653 | |a periodicity. | ||
| 653 | |a permanent income model. | ||
| 653 | |a preference ordering. | ||
| 653 | |a preferences model. | ||
| 653 | |a price system. | ||
| 653 | |a random disturbance. | ||
| 653 | |a rational addiction model. | ||
| 653 | |a representative firm. | ||
| 653 | |a resource allocation. | ||
| 653 | |a seasonality model. | ||
| 653 | |a social planning. | ||
| 653 | |a spectral density. | ||
| 653 | |a state variables. | ||
| 653 | |a stochastic Lagrange multipliers. | ||
| 653 | |a storage technology. | ||
| 653 | |a taste. | ||
| 653 | |a technology shock. | ||
| 653 | |a time series. | ||
| 653 | |a valuation. | ||
| 653 | |a value function. | ||
| 653 | |a vector first-order. | ||
| 653 | |a welfare economics. | ||
| 700 | 1 | |a Sargent, Thomas J., |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t Princeton University Press Complete eBook-Package 2014-2015 |z 9783110665925 |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1515/9781400848188 |z Texto completo |
| 856 | 4 | 0 | |u https://degruyter.uam.elogim.com/isbn/9781400848188 |z Texto completo |
| 912 | |a 978-3-11-066592-5 Princeton University Press Complete eBook-Package 2014-2015 |c 2014 |d 2015 | ||
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