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  3. Økonomisk teori og filosofi

Recursive Models of Dynamic Linear Economies

Af: Thomas J. Sargent, Lars Peter Hansen Engelsk Paperback

Recursive Models of Dynamic Linear Economies

Af: Thomas J. Sargent, Lars Peter Hansen Engelsk Paperback
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A guide to the economic modeling of household preferences, from two leaders in the field

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.

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A guide to the economic modeling of household preferences, from two leaders in the field

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.

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Produktdetaljer
Sprog: Engelsk
Sider: 424
ISBN-13: 9780691180731
Indbinding: Paperback
Udgave:
ISBN-10: 0691180733
Kategori: Økonomisk teori og filosofi
Udg. Dato: 10 jul 2018
Længde: 29mm
Bredde: 284mm
Højde: 180mm
Forlag: Princeton University Press
Oplagsdato: 10 jul 2018
Forfatter(e): Thomas J. Sargent, Lars Peter Hansen
Forfatter(e) Thomas J. Sargent, Lars Peter Hansen

Kategori Økonomisk teori og filosofi

ISBN-13 9780691180731

Sprog Engelsk

Indbinding Paperback

Sider 424

Udgave

Længde 29mm

Bredde 284mm

Højde 180mm

Udg. Dato 10 jul 2018

Oplagsdato 10 jul 2018

Forlag Princeton University Press

Kategori sammenhænge