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Recursive macroeconomic theory

Ljungqvist, Lars, author.
Cambridge, Massachusets : MIT Press, [2018]

Bibliographic Information


Format: Book
Author: Ljungqvist, Lars,
Subject: Macroeconomics
Recursive functions
Statics and dynamics (Social sciences)
Publication Year:2018
Language:English
Published:Cambridge, Massachusets : MIT Press, [2018]
ISBN:9780262038669
0262038668
Notes:Revised edition of the authors' Recursive macroeconomic theory, c2012.
Includes bibliographical references and index.
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 appendices -- A. Functional analysis -- B. Linear projections and hidden markov models -- References -- Subject index -- Author index -- Matlab index.
Course: ECON314

Availability at HKSYU Library


Location Call number Status
English Book (4/F) 339.0151135 LJU 2018 Available