Recursive models of dynamic linear economies [electronic resource] /
Lars Hansen and Thomas J. Sargent.
- 1 digital resource (xv, 399 pages) ; 26 cm.
- The Gorman lectures in economics .
"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.