Sargent, Thomas J., 1943- ,

Dynamic macroeconomic theory / Thomas J. Sargent. - xii, 369 páginas : gráficas ; 24 cm.

Incluye bibliografías e índice.

Dynamic programming -- Asset prices and consumption -- Currency in the utility function -- Cash-in-advance models -- Credit and currency with long-lived agents -- Credit and currency with overlapping generations -- Government finance in stochastic overlapping-generations models -- Functional analysis for macroeconomics -- Metric spaces and operators -- First-order linear difference equations -- A formula of Hansen and Sargent -- A quadratic optimization problem in R -- A discounted quadratic optimization problem -- Predicting a geometric distributed lead of a Stochastic process -- Discounted dynamic programming -- A search problem.

0674218779


Macroeconomía--Modelos matemáticos
Equilibrio (Economía)--Modelos matemáticos
Modelos econométricos

339 / S245D