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Book Cover
E-book
Author Ljungqvist, Lars

Title Recursive macroeconomic theory / Lars Ljungqvist, Thomas J. Sargent
Edition 3rd ed
Published Cambridge, Mass. : MIT Press, ©2012

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Description 1 online resource (xxxvi, 1321 pages) : illustrations
Contents Acknowledgments; Preface to the third edition; Part I The imperialism of recursive methods; Chapter 1 Overview; Part II Tools; Chapter 2 Time Series; Chapter 3 Dynamic Programming; Chapter 4 Practical Dynamic Programming; Chapter 5 Linear Quadratic Dynamic Programming; Chapter 6 Search, Matching, and Unemployment; Part III Competitive equilibria and applications; Chapter 7 Recursive (Partial) Equilibrium; Chapter 8 Equilibrium with Complete Markets; Chapter 9 Overlapping Generations Models; Chapter 10 Ricardian Equivalence; Chapter 11 Fiscal Policies in a Growth Model
Chapter 12 Recursive Competitive EquilibriaChapter 13 Asset Pricing Theory; Chapter 14 Asset Pricing Empirics; Chapter 15 Economic Growth; Chapter 16 Optimal Taxation with Commitment; Part IV The savings problem and Bewley models; Chapter 17 Self-Insurance; Chapter 18 Incomplete Markets Models; Part V Recursive contracts; Chapter 19 Dynamic Stackelberg Problems; Chapter 20 Insurance Versus Incentives; Chapter 21 Equilibrium without Commitment; Chapter 22 Optimal Unemployment Insurance; Chapter 23 Credible Government Policies, I; Chapter 24 Credible Government Policies, II
Chapter 25 Two Topics in International TradePart VI Classical monetary and labor economics; Chapter 26 Fiscal-Monetary Theories of Inflation; Chapter 27 Credit and Currency; Chapter 28 Equilibrium Search and Matching; Chapter 29 Foundations of Aggregate Labor Supply; Part VII Technical appendices; Appendix A. Functional Analysis; Appendix B. Linear projections and hidden Markov models; References; Subject Index; Author Index; Matlab Index
Summary A substantially revised new edition of a widely used text, offering both an introduction to recursive methods and advanced material
Bibliography Includes bibliographical references and indexes
Notes Print version record
Subject Macroeconomics.
Recursive functions.
Statics and dynamics (Social sciences)
BUSINESS & ECONOMICS / Economics / Macroeconomics.
POLITICAL SCIENCE / Economic Conditions.
Macroeconomics
Recursive functions
Statics and dynamics (Social sciences)
Form Electronic book
Author Sargent, Thomas J
LC no. 2012016608
ISBN 0262312018
9780262312011
9780262312004
026231200X