Economic dynamics in discrete time

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A unified, comprehensive, and up-to-date introduction to the analytical and numerical tools for solving dynamic economic problems.

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Title Statements

Full title :Economic dynamics in discrete time / Jianjun Miao.

Summary

A unified, comprehensive, and up-to-date introduction to the analytical and numerical tools for solving dynamic economic problems.

Edition Statements

Publication Date:2014

Publication Statements

Publisher(s):The MIT Press
Place of Publication:Cambridge, Massachusetts
Language:eng
Publication Date:2014

The Physical Object

Description:1 online resource (xxi, 710 pages)

Edition Identifiers

ISBN:9780262325585, 0262325586, 9780262325592, 0262325594, 9780262325608, 0262325608
oclc:ocn949907563
LC Classification:HB141
Dewey Decimal:330.01/5195

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 Dynare16 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.

Subjects

Discrete-time systems Econometric Models Economics Economics -- Mathematical models Économie politique -- Modèles mathémati… macroeconomics Modèles économétriques Statics and dynamics (Social sciences) Statique et dynamique (Sciences sociale… Systèmes échantillonnés