Economic Dynamics in Discrete Time.

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.

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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.