Recursive macroeconomic theory / Lars Ljungqvist, Thomas J. Sargent.  (Text) (Text)

Ljungqvist, Lars
Sargent, Thomas J
Call no.: HB172.5 .L59 2018Publication: Cambridge, Mass. : MIT Press, c2018Edition: 4th edDescription: xxxvii, 1437 p. : illISBN: 9780262038669 (hardcover); 0262038668 (hardcover)Subject(s): MacroeconomicsRecursive functionsStatics and dynamics (Social sciences)LOC classification: HB172.5 | .L59 2018
Contents: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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Book Book Economics Library (Puey Ungphakorn Library, Tha Phra Chan Campus)
General Books General Stacks HB172.5 .L59 2018 (เรียกดูชั้นหนังสือ) ยืมออก 04/01/2022 31379014881040
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Includes bibliographical references and index.

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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