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. The second edition contains substantial revisions to about half the original material, and extensive additional coverage appears in seven chapters new to this edition. The updated and added material covers exciting new topics that further illustrate the power and pervasiveness of recursive methods.Significant improvements to original chapters include a better treatment of the existence of recursive equilibria, an enhanced account of the supermartingale convergence theorem, and an extended treatment of an optimal taxation problem in an economy in which there are incomplete markets. Completely new coverage in the second edition includes an introductory chapter, which gives an overview of the themes uniting the diverse topics treated throughout the book. Two new chapters offer a self-contained account of the optimal growth model and some of its basic applications in macroeconomics and public finance. Other new chapters cover such topics as how to formulate and compute Stackelberg or Ramsey plans in linear economies, sustainable risk-sharing equilibria without commitment, and the application of recursive contracts to topics in international trade. Most chapters conclude with exercises and the book includes two technical appendixes covering functional analysis and control and filtering.
發表於2024-11-22
Recursive Macroeconomic Theory 2024 pdf epub mobi 電子書 下載
內容有些麵麵俱到(當然,很多重要題目比如金融摩擦等沒有涉及),除瞭前麵幾章以外,後麵的章節之間的關係並不緊密,適閤為某一特定題目選取其中的部分章節學習,或當參考書用。初學不推薦。網上能搜到的講義,比如Dirk Krueger或者Per Krusell的,都比這本書簡潔明快,又能照...
評分該書被人稱為“宏觀經濟學的聖經”,全麵展示瞭當今宏觀經濟學的最新研究方嚮。可惜中文版翻譯很差,有些公式都敲錯瞭。人民大學的吳漢洪趕工跡象明顯,翻譯齣來的中文比英文還要難看的多。強烈推薦該書的英文版。T.J.Sargent的動態遞歸精髓一覽無遺,看瞭該書,不得不感慨Sarg...
評分該書被人稱為“宏觀經濟學的聖經”,全麵展示瞭當今宏觀經濟學的最新研究方嚮。可惜中文版翻譯很差,有些公式都敲錯瞭。人民大學的吳漢洪趕工跡象明顯,翻譯齣來的中文比英文還要難看的多。強烈推薦該書的英文版。T.J.Sargent的動態遞歸精髓一覽無遺,看瞭該書,不得不感慨Sarg...
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...
評分該書被人稱為“宏觀經濟學的聖經”,全麵展示瞭當今宏觀經濟學的最新研究方嚮。可惜中文版翻譯很差,有些公式都敲錯瞭。人民大學的吳漢洪趕工跡象明顯,翻譯齣來的中文比英文還要難看的多。強烈推薦該書的英文版。T.J.Sargent的動態遞歸精髓一覽無遺,看瞭該書,不得不感慨Sarg...
圖書標籤: 經濟學 宏觀經濟學 遞歸宏觀經濟學 macroeconomics Economics 高級宏觀經濟學 Macroeconomics 宏觀
難
評分大雜燴的感覺,要啃完很需要毅力。
評分難
評分學DSGE讓人産生這樣的感悟:想想今明兩天的事情就可以瞭,遠期的不想也罷。多好的學問啊。感謝有好老師一路指引,讓DSGE並不枯燥!
評分學DSGE讓人産生這樣的感悟:想想今明兩天的事情就可以瞭,遠期的不想也罷。多好的學問啊。感謝有好老師一路指引,讓DSGE並不枯燥!
Recursive Macroeconomic Theory 2024 pdf epub mobi 電子書 下載