Recursive models of dynamic linear economies /
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present exa...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Princeton, New Jersey :
Princeton University Press,
[2014]
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| Series: | Gorman lectures in economics.
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| Subjects: | |
| Online Access: | CONNECT CONNECT |
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| 100 | 1 | |a Hansen, Lars Peter, |e author. | |
| 245 | 1 | 0 | |a Recursive models of dynamic linear economies / |c Lars Hansen, Thomas J. Sargent. |
| 264 | 1 | |a Princeton, New Jersey : |b Princeton University Press, |c [2014] | |
| 264 | 4 | |c ©2014 | |
| 300 | |a 1 online resource (xv, 399 pages) | ||
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| 490 | 1 | |a The Gorman lectures in economics | |
| 504 | |a Includes bibliographical references (pages 379-392) and indexes. | ||
| 505 | 0 | |a 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. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present examples from microeconomics, macroeconomics, and asset pricing. The models are cast in terms of a representative consumer. While Hansen and Sargent demonstrate the analytical benefits acquired when an analysis with a representative consumer is possible, they also characterize the restrictiveness of a. | ||
| 546 | |a English. | ||
| 590 | |a Books at JSTOR Evidence Based Acquisitions | ||
| 650 | 0 | |a Economics |x Mathematical models. | |
| 700 | 1 | |a Sargent, Thomas J., |e author. | |
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