Economic dynamics in discrete time /
Jianjun Miao.
Bok Engelsk 2019
| Omfang | pages cm
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|---|---|
| Utgave | Second Edition.
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| Opplysninger | Revised edition of the author's Economic dynamics in discrete time, [2014]. - Dynamical systems -- Deterministic linear systems -- Deterministic nonlinear systems -- Stochastic difference equations -- Markov processes -- Ergodic theory and stationary processes -- Dynamic optimization -- Markov decision process model -- Finite-horizon dynamic programming -- Infinite-horizon dynamic programming -- Applications -- Linear-quadratic models -- Control under partial information -- Numerical methods -- Structural estimation -- Equilibrium analysis -- Complete markets exchange economies -- Neoclassical growth models -- Bayesian estimation of dsge models using dynare -- Overlapping generations models -- Incomplete markets models -- Search and matching models of unemployment -- Dynamic new keynesian models -- Further topics -- Recursive utility -- Dynamic games -- Recursive contracts -- Mathematical appendixes -- References -- Matlab index -- Name index -- Subject index.
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| Emner | |
| Dewey | |
| ISBN | 9780262043625 (hardcover : alk. paper)
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