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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: | , |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton, New Jersey :
Princeton University Press,
[2014]
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| Colección: | Book collections on Project MUSE.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 020 | |a 9781400848188 | ||
| 020 | |z 9780691042770 | ||
| 020 | |z 9780691180731 | ||
| 035 | |a (OCoLC)867631073 | ||
| 040 | |a MdBmJHUP |c MdBmJHUP | ||
| 100 | 1 | |a Hansen, Lars Peter, |e author. | |
| 245 | 1 | 0 | |a Recursive Models of Dynamic Linear Economies / |c Lars Hansen, Thomas J. Sargent. |
| 264 | 1 | |a Princeton, New Jersey : |b Princeton University Press, |c [2014] | |
| 264 | 3 | |a Baltimore, Md. : |b Project MUSE, |c 2016 | |
| 264 | 4 | |c ©[2014] | |
| 300 | |a 1 online resource (424 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 0 | |a The Gorman lectures in economics | |
| 505 | 0 | |a 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. | |
| 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 a. | ||
| 546 | |a English. | ||
| 588 | |a Description based on print version record. | ||
| 650 | 7 | |a Economics |x Mathematical models. |2 fast |0 (OCoLC)fst00902155 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Reference. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x General. |2 bisacsh | |
| 650 | 6 | |a Économie politique |x Modeles mathematiques. | |
| 650 | 0 | |a Economics |x Mathematical models. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Sargent, Thomas J., |e author. | |
| 710 | 2 | |a Project Muse. |e distributor | |
| 830 | 0 | |a Book collections on Project MUSE. | |
| 856 | 4 | 0 | |z Texto completo |u https://projectmuse.uam.elogim.com/book/36716/ |
| 945 | |a Project MUSE - Custom Collection | ||
| 945 | |a Project MUSE - 2014 Complete Supplement | ||
| 945 | |a Project MUSE - 2014 Political Science and Policy Studies Supplement | ||