Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Recursive Models Of Dynamic Linear EconomiesISBN13:9780691180731ISBN10:0691180733Author:Hansen, Lars Peter (Author), Sargent, Thomas J. (Author)Description:A Common Set Of Mathematical Tools Underlies Dynamic Optimization, Dynamic Estimation, And Filtering In Recursive Models Of Dynamic Linear Economies, Lars Peter Hansen And Thomas Sargent Use These Tools To Create A Class Of Econometrically Tractable Models Of Prices And Quantities They Present Examples From Microeconomics, Macroeconomics, And Asset Pricing The Models Are Cast In Terms Of A Representative Consumer While Hansen And Sargent Demonstrate The Analytical Benefits Acquired When An Analysis With A Representative Consumer Is Possible, They Also Characterize The Restrictiveness Of Assumptions Under Which A Representative Household Justifies A Purely Aggregative Analysis Hansen And Sargent Unite Economic Theory With A Workable Econometrics While Going Beyond And Beneath Demand And Supply Curves For Dynamic Economies They Construct And Apply Competitive Equilibria For A Class Of Linear-Quadratic-Gaussian Dynamic Economies With Complete Markets Their Book, Based On The 2012 Gorman Lectures, Stresses Heterogeneity, Aggregation, And How A Common Structure Unites What Superficially Appear To Be Diverse Applications An Appendix Describes Matlab Programs That Apply To The Book's Calculations Binding:Paperback, PaperbackPublisher:PRINCETON UNIV PRPublication Date:2018-07-10Weight:1.6 lbsDimensions:0.86'' H x 10'' L x 7'' WNumber of Pages:424Language:English
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Book Title: Recursive Models Of Dynamic Linear Economies
Number of Pages: 424 Pages
Language: English
Publication Name: Recursive Models of Dynamic Linear Economies
Publisher: Princeton University Press
Publication Year: 2018
Item Height: 1.2 in
Subject: Econometrics, Economics / Theory
Type: Textbook
Item Weight: 27.5 Oz
Subject Area: Business & Economics
Author: Thomas J. Sargent, Lars Peter Hansen
Item Length: 10 in
Series: The Gorman Lectures in Economics Ser.
Item Width: 7 in
Format: Trade Paperback
