Economic dynamics in discrete time /
Jianjun Miao.
- Cambridge ; London : The MIT Press, 2014.
- xxi, 710 páginas : ilustraciones, gráficos, tablas ; 23 cm.
Incluye referencias bibliográficas (páginas 661-681) e índice.
I. Dynamical systems: 1. Deterministic difference equations ; 2. Stochastic difference equations ; 3. Markov processes ; 4. Ergodic theory and stationary processes -- II. Dynamic optimization: 5. Markov decision process model ; 6. Finite-horizon dynamic programming ; 7. Infinite-horizon dynamic programming ; 8. Applications ; 9. Linear-quadratic models ; 10. Control under partial information ; 11. Numerical methods ; 12. Structural estimation -- III. Equilibrium analysis: 13. Complete markets exchange economies ; 14. Neoclassical growth models ; 15. Bayesian estimation of DSGE models using dyanre ; 16. Overlapping generations models ; 17. Incomplete markets models ; 18. Search and matching models of unemployment ; 19. Dynamic new Keynesian models -- IV. Further topics: 20. Recursive utility ; 21. Dynamic games ; 22. Recursive contracts -- Mathematical appendixes.