Miao, Jianjun.
Economic Dynamics in Discrete Time.
- 1st ed.
- 1 online resource (737 pages)
- The MIT Press Series .
- The MIT Press Series .
Intro -- Contents -- Preface -- Acknowledgments -- I Dynamical Systems -- 1 Deterministic Difference Equations -- 2 Stochastic Difference Equations -- 3 Markov Processes -- 4 Ergodic Theory and Stationary Processes -- II Dynamic Optimization -- 5 Markov Decision Process Model -- 6 Finite-Horizon Dynamic Programming -- 7 Infinite-Horizon Dynamic Programming -- 8 Applications -- 9 Linear-Quadratic Models -- 10 Control under Partial Information -- 11 Numerical Methods -- 12 Structural Estimation -- III Equilibrium Analysis -- 13 Complete Markets Exchange Economies -- 14 Neoclassical Growth Models -- 15 Bayesian Estimation of DSGE Models Using Dynare -- 16 Overlapping Generations Models -- 17 Incomplete Markets Models -- 18 Search and Matching Models of Unemployment -- 19 Dynamic New Keynesian Models -- IV Further Topics -- 20 Recursive Utility -- 21 Dynamic Games -- 22 Recursive Contracts -- Mathematical Appendixes -- A Linear Algebra -- B Real and Functional Analysis -- C Convex Analysis -- D Measure and Probability Theory -- References -- Matlab Index -- Name Index -- Subject Index.
A unified, comprehensive, and up-to-date introduction to the analytical and numerical tools for solving dynamic economic problems.
9780262325592
Econometric models.
Economics-Mathematical models.
Statics and dynamics (Social sciences).
Discrete-time systems.
Electronic books.
HB141 .M536 2014
330.01/5195