Recursive macroeconomic theory /

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Bibliographic Details
Main Authors: Ljungqvist, Lars (Author)
Group Author: Sargent, Thomas J.
Published: The MIT Press,
Publisher Address: Cambridge, Massachusets :
Publication Dates: [2018]
Literature type: Book
Language: English
Edition: Fourth edition.
Subjects:
Item Description: Revised edition of the authors' Recursive macroeconomic theory, c2012.
Carrier Form: xxxvii, 1437 pages : illustrations ; 24 cm
Bibliography: Includes bibliographical references (pages 1391-1424) and index.
ISBN: 9780262038669
0262038668
Index Number: HB172
CLC: F015
Call Number: F015/L789/4th ed.
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 appendices -- A. Functional analysis -- B. Linear projections and hidden markov models -- References -- Subject index -- Author index -- Matlab index.