Recursive Models of Dynamic Linear Economies

"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"