Recursive Methods in Economic Dynamics 2024 pdf epub mobi 电子书

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Recursive Methods in Economic Dynamics 2024 pdf epub mobi 电子书著者简介

Robert E. Lucas, Jr., is John Dewey Distinguished Service Professor of Economics at the University of Chicago. In 1995, he was awarded the Nobel Prize in Economics.

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发表于2024-04-28

Recursive Methods in Economic Dynamics 2024 pdf epub mobi 电子书

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20年前的书，到现在还是非常好，不只是宏观经济学，在劳动经济学和金融学中也非常有用。教我课的老师说他读了5、6遍，差不多翻烂了，我只读过一遍，惭愧。现在做的研究时常需要翻阅这本书，读的很多这几年出的paper上该书都还是重要的参考文献，被一再引用。

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看到大片的公式，很容易丧失信心。实际上这本书写得非常有条理，远胜RMT（当然，部分原因是这本书只讲递归方法的数学理论，较少涉及庞杂的应用），文笔也不错。需要一定数学基础是真的，不过经过一些数理经济学的训练后，动态规划也不是那么遥不可及。

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出版者:Harvard University Press

作者:Nancy L. Stokey

出品人:

页数:608

译者:

出版时间:1989-10-10

价格:USD 77.00

装帧:Hardcover

isbn号码:9780674750968

丛书系列:

图书标签: 经济学宏观经济学 macroeconomics Dynamics 教材 economics 宏观数学

Recursive Methods in Economic Dynamics 2024 pdf epub mobi 电子书图书描述

This rigorous but brilliantly lucid book presents a self-contained treatment of modern economic dynamics. Stokey, Lucas, and Prescott develop the basic methods of recursive analysis and illustrate the many areas where they can usefully be applied. After presenting an overview of the recursive approach, the authors develop economic applications for deterministic dynamic programming and the stability theory of first-order difference equations. They then treat stochastic dynamic programming and the convergence theory of discrete-time Markov processes, illustrating each with additional economic applications. They also derive a strong law of large numbers for Markov processes. Finally, they present the two fundamental theorems of welfare economics and show how to apply the methods developed earlier to general equilibrium systems. The authors go on to apply their methods to many areas of economics. Models of firm and industry investment, household consumption behavior, long-run growth, capital accumulation, job search, job matching, inventory behavior, asset pricing, and money demand are among those they use to show how predictions can he made about individual and social behavior. Researchers and graduate students in economic theory will find this book essential.

Recursive Methods in Economic Dynamics 2024 pdf epub mobi 电子书

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