Recursive macroeconomic theory

Recursive macroeconomic theory

by Ljungqvist, Lars

Type Book
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A substantially revised new edition of a widely used text, offering both an introduction to recursive methods and advanced material.

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Title Statements

  • Full title :Recursive macroeconomic theory / Lars Ljungqvist, Thomas J. Sargent.

Summary

A substantially revised new edition of a widely used text, offering both an introduction to recursive methods and advanced material.

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Edition Statements

  • Publication Date:©2012.
  • Edition:3rd ed

Publication Statements

  • Publisher(s):MIT Press
  • Place of Publication:Cambridge, Mass
  • Language:eng
  • Publication Date:©2012.

The Physical Object

  • Description:1 online resource (xxxvi, 1321 pages) : : illustrations

Edition Identifiers

  • ISBN:0262312018, 9780262312011, 9780262312004, 026231200X
  • oclc:ocn960717129
  • LC Classification:HB172.5
  • Dewey Decimal:339.01/51135

Table of 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 Tr…

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