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" Recursive models of dynamic linear economies / "
Lars Hansen and Thomas J. Sargent
Document Type
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BL
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Record Number
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632226
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Doc. No
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dltt
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Main Entry
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Hansen, Lars Peter
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Title & Author
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Recursive models of dynamic linear economies /\ Lars Hansen and Thomas J. Sargent
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Series Statement
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The Gorman lectures in economics
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Page. NO
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xv, 399 pages ;; 26 cm
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ISBN
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9780691042770
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: 0691042772
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Bibliographies/Indexes
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Includes bibliographical references (p. 379-392) and index
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Contents
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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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Subject
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Economics-- Mathematical models
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LC Classification
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HB135.H36 2014
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Added Entry
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Sargent, Thomas J
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