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Recursive macroeconomic theory

Author: Lars Ljungqvist; Thomas J Sargent
Publisher: Cambridge, Mass. : MIT Press, ©2000.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Lars Ljungqvist; Thomas J Sargent
ISBN: 0262194511 9780262194518
OCLC Number: 44427116
Description: xxxiv, 701 pages : illustrations ; 24 cm
Contents: 1. Time Series --
2. Dynamic Programming --
3. Practical Dynamic Programming --
4. Linear Quadratic Dynamic Programming --
5. Search, Matching, and Unemployment --
6. Recursive (Partial) Equilibrium --
7. Competitive Equilibrium with Complete Markets --
8. Overlapping Generations Models --
9. Ricardian Equivalence --
10. Asset Pricing --
11. Economic Growth --
12. Optimal Taxation with Commitment --
13. Self-Insurance --
14. Incomplete Markets Models --
15. Optimal Social Insurance --
16. Credible Government Policies --
17. Fiscal-Monetary Theories of Inflation --
18. Credit and Currency --
19. Equilibrium Search and Matching --
20. Appendix on Functional Analysis --
21. Appendix on Control and Filtering --
Matlab Programs Index.
Responsibility: Lars Ljungqvist, Thomas J. Sargent.
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