Hansen / Sargent Recursive Models of Dynamic Linear Economies

Course Book
ISBN: 978-1-4008-4818-8
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, Band 6, 424 Seiten

Reihe: The Gorman Lectures in Economics

No detailed description available for "Recursive Models of Dynamic Linear Economies".

Autoren/Hrsg.

Hansen, Lars Peter

Sargent, Thomas J.

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftstheorie, Wirtschaftsphilosophie

Inhaltsverzeichnis

Frontmatter, pg. i
Contents, pg. vii
Preface, pg. xiii
Acknowledgments, pg. xv
Chapter 1. Theory and Econometrics, pg. 3
Chapter 2. Linear Stochastic Difference Equations, pg. 15
Chapter 3. Efficient Computations, pg. 33
Chapter 4. Economic Environments, pg. 61
Chapter 5. Optimal Resource Allocations, pg. 79
Chapter 6. A Commodity Space, pg. 125
Chapter 7. Competitive Economies, pg. 131
Chapter 8. Statistical Representations, pg. 153
Chapter 9. Canonical Household Technologies, pg. 191
Chapter 10. Examples, pg. 217
Chapter 11. Permanent IncomeModels, pg. 233
Chapter 12. Gorman Heterogeneous Households, pg. 253
Chapter 13. Complete Markets Aggregation, pg. 269
Chapter 14. Periodic Models of Seasonality, pg. 291
Appendix A. MATLAB Programs, pg. 327
References, pg. 379
Subject Index, pg. 393
Author Index, pg. 397
MATLAB Index, pg. 399
The Gorman Lectures in Economics, pg. 401

Über Autor(innen)

Lars Peter Hansen is the David Rockefeller Distinguished Service Professor at the University of Chicago, where he is also the research director of the Becker Friedman Institute. Thomas J. Sargent is professor of economics at New York University and a senior fellow at the Hoover Institution at Stanford University. His books include Rational Expectations and Inflation and The Conquest of American Inflation (both Princeton). Hansen and Sargent are the coauthors of Robustness (Princeton). Sargent was awarded the Nobel Prize in economics in 2011 and Hansen received it in 2013.