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Economic dynamics in discrete time /
A unified, comprehensive, and up-to-date introduction to the analytical and numerical tools for solving dynamic economic problems.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, Massachusetts :
The MIT Press,
[2014]
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Intro; Contents; Preface; Acknowledgments; 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 Dynare16 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; A Linear Algebra; B Real and Functional Analysis; C Convex Analysis; D Measure and Probability Theory; References; Matlab Index; Name Index; Subject Index.