Recursive models of dynamic linear economies / Lars Hansen and Thomas J. Sargent

Von:

Hansen, Lars Peter, 1952- [aut]

Mitwirkende(r):

Sargent, Thomas J, 1943- [oth]

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: The Gorman lectures in economicsVerlag: Princeton, New Jersey : Princeton University Press, 2014Beschreibung: Online-Ressource (1 online resource (xv, 399 pages))ISBN:

9781306149983
9780691042770
9781400848188

Schlagwörter:

Andere physische Formen: 9780691042770 | Erscheint auch als: Recursive models of dynamic linear economies. Druck-Ausgabe Princeton, N.J. [u.a.] : Princeton Univ. Press, 2014. XV, 399 S.DDC-Klassifikation:

330.01511352

MSC: MSC: *91-02 | 91B55 | 91B64 | 91B25 | 62P20 | 49L20RVK: RVK: QC 040 | QH 320LOC-Klassifikation:

HB135
HB135 .H36 2013

Online-Ressourcen:

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Zusammenfassung: No detailed description available for "Recursive Models of Dynamic Linear Economies".Zusammenfassung: Cover -- Title -- Copyright -- Contents -- Preface -- Acknowledgments -- Part I: Overview -- 1. Theory and Econometrics -- 1.1. Introduction -- 1.2. A Class of Economies -- 1.3. Computer Programs -- 1.4. Organization -- 1.5. Recurring Mathematical Ideas -- Part II: Tools -- 2. Linear Stochastic Difference Equations -- 2.1. Introduction -- 2.2. Notation and Basic Assumptions -- 2.3. Prediction Theory -- 2.4. Transforming Variables to Uncouple Dynamics -- 2.4.1. Deterministic Seasonals -- 2.4.2. Indeterministic Seasonals -- 2.4.3. Univariate Autoregressive Processes -- 2.4.4. Vector Autoregressions -- 2.4.5. Polynomial Time Trends -- 2.4.6. Martingales with Drift -- 2.4.7. Covariance Stationary Processes -- 2.4.8. Multivariate ARMA Processes -- 2.4.9. Prediction of a Univariate First-Order ARMA -- 2.4.10. Growth -- 2.4.11. A Rational Expectations Model -- 2.4.12. Method of Undetermined Coefficients -- 2.5. Concluding Remarks -- 3. Efficient Computations -- 3.1. Introduction -- 3.2. The Optimal Linear Regulator Problem -- 3.3. Transformations to Eliminate Discounting and Cross-Products -- 3.4. Stability Conditions -- 3.5. Invariant Subspace Methods -- 3.5.1. Px as Lagrange Multiplier -- 3.5.2. Invariant Subspace Methods -- 3.6. Doubling Algorithm -- 3.7. Partitioning the State Vector -- 3.8. Periodic Optimal Linear Regulator -- 3.9. A Periodic Doubling Algorithm -- 3.10. Linear Exponential Quadratic Gaussian Control -- 3.10.1. Doubling Algorithm for a Risk-Sensitive Problem -- A. Concepts of Linear Control Theory -- B. Symplectic Matrices -- C. Alternative Forms of the Riccati Equation -- Part III: Components of Economies -- 4. Economic Environments -- 4.1. Information -- 4.2. Taste and Technology Shocks -- 4.3. Production Technologies -- 4.4. Examples of Production Technologies -- 4.4.1. Other Technologies -- 4.5. Household Technologies.PPN: PPN: 1657671712Package identifier: Produktsigel: ZDB-26-MYL | BSZ-30-PQE-S2NUFH | ZDB-30-PQE

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