Lars Ljungqvist is Professor of Economics at the Stockholm School of Economics.
Thomas J. Sargent is Berkley Professor of Economics and Business at New York University and Senior Fellow at the Hoover Institution. He was the recipient of the 2011 Nobel Prize in Economics.
Recursive methods offer a powerful approach for characterizing and solving complicated problems in dynamic macroeconomics. Recursive Macroeconomic Theory provides both an introduction to recursive methods and advanced material, mixing tools and sample applications. Only experience in solving practical problems fully conveys the power of the recursive approach, and the book provides many applications. This third edition offers substantial new material, with three entirely new chapters and significant revisions to others. The new content reflects recent developments in the field, further illustrating the power and pervasiveness of recursive methods. New chapters cover asset pricing empirics with possible resolutions to puzzles; analysis of credible government policy that entails state variables other than reputation; and foundations of aggregate labor supply with time averaging replacing employment lotteries. Other new material includes a multi-country analysis of taxation in a growth model, elaborations of the fiscal theory of the price level, and age externalities in a matching model.
The book is suitable for both first- and second-year graduate courses in macroeconomics and monetary economics. Most chapters conclude with exercises. Many exercises and examples use Matlab programs, which are cited in a special index at the end of the book.
發表於2024-11-07
Recursive Macroeconomic Theory 2024 pdf epub mobi 電子書 下載
深度學習宏觀經濟理論不得不讀的書,學習本書前必須具備微積分、綫性代數以及變分法等高等數學方麵知識。
評分深度學習宏觀經濟理論不得不讀的書,學習本書前必須具備微積分、綫性代數以及變分法等高等數學方麵知識。
評分資産定價實證現在脫離理論,獨立為一章,和模型不確定性結閤起來講,給E-Z效用函數以不同的解讀。漢森和薩金特在模型不確定性領域的貢獻甚多,不過這領域技術要求太高,研究深入不易啊。 新增勞動力供給章節,討論微觀勞動力供給弗裏希彈性與宏觀勞動力供給彈性的差異問題。此...
評分資産定價實證現在脫離理論,獨立為一章,和模型不確定性結閤起來講,給E-Z效用函數以不同的解讀。漢森和薩金特在模型不確定性領域的貢獻甚多,不過這領域技術要求太高,研究深入不易啊。 新增勞動力供給章節,討論微觀勞動力供給弗裏希彈性與宏觀勞動力供給彈性的差異問題。此...
評分資産定價實證現在脫離理論,獨立為一章,和模型不確定性結閤起來講,給E-Z效用函數以不同的解讀。漢森和薩金特在模型不確定性領域的貢獻甚多,不過這領域技術要求太高,研究深入不易啊。 新增勞動力供給章節,討論微觀勞動力供給弗裏希彈性與宏觀勞動力供給彈性的差異問題。此...
圖書標籤: 經濟學 宏觀經濟學 macroeconomics 經濟 計量經濟學,時間序列分析 經濟理論 數理經濟學模型 教科書
一本無比強大的“宏觀經濟學手冊”…幾乎囊獲瞭宏觀所有方嚮的經典模型…
評分LS
評分一本無比強大的“宏觀經濟學手冊”…幾乎囊獲瞭宏觀所有方嚮的經典模型…
評分不是經濟學教材,更像是計算數學。基本沒有經濟學思想,而是一個個模型的介紹,適閤做工具書。
評分Many nice intro & dissection of models. But do not neglect reading those original papers!
Recursive Macroeconomic Theory 2024 pdf epub mobi 電子書 下載