Recursive macroeconomic theory

Recursive macroeconomic theory

by Ljungqvist, Lars

Type Book
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Title Statements

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

Edition Statements

  • Publication Date:[2018].
  • Edition:Fourth edition

Publication Statements

  • Publisher(s):The MIT Press
  • Place of Publication:Cambridge, Massachusetts
  • Language:eng
  • Publication Date:[2018].

The Physical Object

  • Description:xxxvii, 1437 pages : : illustrations ; : 24 cm.

Edition Identifiers

  • ISBN:9780262038669, 0262038668
  • oclc:on1054930027
  • LC Classification:HB172.5
  • Dewey Decimal:339.01/51135

Table of Contents

Preface to the fourth edition -- Imperialism of recursive methods -- Overview -- Tools -- Time series -- Dynamic programming -- Practical dynamic programming -- Linear quadratic dynamic programming -- Search and unemployment -- Competitive equilibria and applications -- Recursive competitive equilibrium: I -- Equilibrium with complete markets -- Overlapping generations -- Ricardian equivalence -- Fiscal policies in a growth model -- Recursive competitive equilibrium: II -- Asset pricing theory -- Asset pricing empirics -- Economic growth -- Optimal taxation with commitment -- The savings problem and bewley models -- Self-insurance -- Incomplete markets models -- Recursive contracts -- Dynamic stackelberg problems -- Two ramsey problems revisited -- Incentives and insurance -- Equilibrium without commitment -- Optimal unemployment insurance -- Credible government policies: I -- Credible government policies: II -- Two topics in international trade -- Classical monetary and labor economics -- Fiscal-monetary theories of inflation -- Credit and currency -- Equilibrium search, matching, and lotteries -- Matching models mechanics -- Foundations of aggregate labor supply -- Technical app…

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