Recursive macroeconomic theory
Lars Ljungqvist
Bok · Engelsk · 2018
| Omfang | xxxvii, 1437 sider
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|---|---|
| Utgave | Fourth Edition.
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| Opplysninger | Revised edition of the authors' Recursive macroeconomic theory, c2012.. - Preface to the fourth edition -- Imperialism of recursive methods -- Overview -- Tools -- Time series -- Dynamic programming -- Practical dynamic programming -- Linear quadratic dynamic programming -- Search and unemployment -- Competitive equilibria and applications -- Recursive competitive equilibrium: I -- Equilibrium with complete markets -- Overlapping generations -- Ricardian equivalence -- Fiscal policies in a growth model -- Recursive competitive equilibrium: II -- Asset pricing theory -- Asset pricing empirics -- Economic growth -- Optimal taxation with commitment -- The savings problem and bewley models -- Self-insurance -- Incomplete markets models -- Recursive contracts -- Dynamic stackelberg problems -- Two ramsey problems revisited -- Incentives and insurance -- Equilibrium without commitment -- Optimal unemployment insurance -- Credible government policies: I -- Credible government policies: II -- Two topics in international trade -- Classical monetary and labor economics -- Fiscal-monetary theories of inflation -- Credit and currency -- Equilibrium search, matching, and lotteries -- Matching models mechanics -- Foundations of aggregate labor supply -- Technical appendices -- A. Functional analysis -- B. Linear projections and hidden markov models -- References -- Subject index -- Author index -- Matlab index.
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| Emner | |
| Dewey | |
| ISBN | 9780262038669
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