Detalles MARC
| 000 -LEADER |
|---|
| fixed length control field |
02964nam a22002535i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
C00073617c |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20230317143248.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
160818s20142014xxua fr 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780691042770 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DO-SdBDB |
| Language of cataloging |
spa |
| Transcribing agency |
DO-SdBDB |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 043 ## - GEOGRAPHIC AREA CODE |
|---|
| Geographic area code |
n-us |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB 135 |
| Item number |
.H357 2014 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hansen, Lars Peter, |
| Dates associated with a name |
1952- |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Recursive models of dynamic linear economies / |
| Statement of responsibility, etc. |
Lars Peter Hansen, Thomas J. Sargent. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Princeton, New Jersey : |
| Name of publisher, distributor, etc. |
Princeton University Press, |
| Date of publication, distribution, etc. |
2014. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 399 páginas : |
| Other physical details |
ilustraciones, gráficas a blanco y negro ; |
| Dimensions |
26 cm. |
| 505 1# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Preface, xiii -- |
| Title |
Acknowledgments, xv -- |
| -- |
Part I. Overview: theory and econometrics, 3 -- |
| -- |
Part II. Tools -- |
| -- |
2. Linear stochastic difference equations, 15 -- |
| -- |
3. Efficient computations, 33 -- |
| -- |
Part III. Components of economies -- |
| -- |
4. Economic environments, 61 -- |
| -- |
5. Optimal resource allocations, 79 -- |
| -- |
6. A commodity space, 125 -- |
| -- |
7. Competitive economies, 131 -- |
| -- |
Part IV. Representations and properties -- |
| -- |
8. Statical representations, 153 -- |
| -- |
9. Canonical household technologies, 191 -- |
| -- |
10. Examples, 217 -- |
| -- |
11. Permanent income models, 233 -- |
| -- |
12. Gorman heterogeneous households, 253 -- |
| -- |
13. Complete markets aggregation, 269 -- |
| -- |
14. Periodic models of seasonality, 291 -- |
| -- |
A. Matlab Programs, 327 -- |
| -- |
References, 379 -- |
| -- |
Subject index, 393 -- |
| -- |
Author index, 397 -- |
| -- |
Matlab index, 399 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book views many apparently disparate dynamic economic models as examples of a single class of models that can be adapted and specialized to study diverse economic phenomena. The class of models was created by using recent advances in (i) the theory of recursive dynamic competitive economies; 1 (ii) methods for estimating and interpreting vector autoregression; 2 (iii) linear optimal control theory;3 and (iv) computer languages for rapidly manipulating linear optimal control systems.4 We combine these elements to build a class of models for which the competitive equilibria are vector autoregressions that can be swiftly computed, represented, and simulated using the methods of linear optimal control theory. We use the computer language Matlab to implement the computations. This language has a powerful vocabulary and a convenient structure that liberate time and energy from programming, and thereby spur creative application of linear control theory. Our goal has been to create a class of models that merge recursive economic theory and with dynamic econometrics. Systems of autoregressions and of mixed autogregressive, moving average processes are a dominant setting for dynamic econometrics. We constructed our economic models by adopting a version of recursive competitive theory in which an outcome of theorizing is a vector autoregression. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economía. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Modelos matemáticos. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sargent, Thomas J., |
| Dates associated with a name |
1943- |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Monografía - Colección General |
