Recursive models of dynamic linear economies [electronic resource] / Lars Hansen and Thomas J. Sargent.
Material type: TextSeries: The Gorman lectures in economicsPublisher: Princeton, New Jersey : Princeton University Press, 2014Copyright date: ©2014Description: 1 digital resource (xv, 399 pages) ; 26 cmContent type:- text
- unmediated
- volume
- 9780691042770 (hardcover : alk. paper)
- 330.01/511352 23
- HB135 .H36 2014
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"Dr. Sothy's File"
Includes bibliographical references (p. 379-392) and index.
Acknowledgements -- Preface -- Overview -- Theory and econometrics -- Tools -- Linear stochastic difference equations -- Efficient computations -- Components of economies -- Economic environments -- Optimal resource allocations -- A commodity space -- Competitive economies -- Representations and properties -- Statistical representations -- Canonical household technologies -- Examples -- Permanent income models -- Gorman heterogeneous households -- Complete markets aggregation -- References -- Subject index -- Author index -- MATLAB index.
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