Recursive models of dynamic linear economies /
Hansen, Lars,1952-
Sargent, Thomas J.
Includes bibliographical references (p. 379-392) and index.
Acknowledgements -- Preface -- Overview -- Theory and econometrics -- Tools -- Linear stochastic difference equations -- Efficient computations -- Components of economies -- Economic environments -- Optimal resource allocations -- A commodity space -- Competitive economies -- Representations and properties -- Statistical representations -- Canonical household technologies -- Examples -- Permanent income models -- Gorman heterogeneous households -- Complete markets aggregation -- References -- Subject index -- Author index -- MATLAB index.
Economics