"Thomas J. Sargent, Winner of the 2011 Nobel Prize in Economics" "This book is chock full of results that will be useful to all interested in dynamic linear models, including material that will be novel to even the experienced macroeconomist. Buy it, read it, use it."---Kenneth D. West, Journal of Economic Literature "Lars Peter Hansen, Co-Winner of the 2013 Nobel Prize in Economics"
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.
"Sobre este título" puede pertenecer a otra edición de este libro.
EUR 2,36 gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoEUR 2,36 gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoLibrería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 30170409
Cantidad disponible: 3 disponibles
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 30170409-n
Cantidad disponible: 3 disponibles
Librería: BargainBookStores, Grand Rapids, MI, Estados Unidos de America
Condición: New. Recursive Models of Dynamic Linear Economies (Paperback or Softback) 1.6. Nº de ref. del artículo: BBS-9780691180731
Cantidad disponible: 5 disponibles
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Condición: New. Nº de ref. del artículo: ABLIING23Feb2416190103469
Cantidad disponible: Más de 20 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 30170409
Cantidad disponible: 3 disponibles
Librería: Revaluation Books, Exeter, Reino Unido
Paperback. Condición: Brand New. reprint edition. 424 pages. 10.00x7.00x1.00 inches. In Stock. This item is printed on demand. Nº de ref. del artículo: __0691180733
Cantidad disponible: 2 disponibles
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Paperback / softback. Condición: New. New copy - Usually dispatched within 4 working days. 526. Nº de ref. del artículo: B9780691180731
Cantidad disponible: 1 disponibles
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Condición: New. Nº de ref. del artículo: 30170409-n
Cantidad disponible: 3 disponibles
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condición: New. 2018. Reprint. Paperback. . . . . . Nº de ref. del artículo: V9780691180731
Cantidad disponible: 1 disponibles
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - A guide to the economic modeling of household preferences, from two leaders in the fieldA 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. Nº de ref. del artículo: 9780691180731
Cantidad disponible: 1 disponibles