Recursive Models of Dynamic Linear Economies
by Lars Hansen, Thomas J. Sargent
Number of pages: 530
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; (ii) methods for estimating and interpreting vector autoregression; (iii) linear optimal control theory; and (iv) computer languages for rapidly manipulating linear optimal control systems.
Home page url
Download or read it online for free here:
by Nicola Pavoni - UCL
These notes are targeted to advanced Master and Ph.D. students in economics. The material contained in these notes only assumes the reader to know basic math and static optimization, and a basic graduate knowledge of economics.
by Evgeniy Chernyshov, et al. - Wikibooks
This textbook concerns the wonderful world of macroeconomics, or economics on a very large scale, concerning national and international systems. It is primarily aimed at students in their final few years of secondary education.
by Martin Uribe - Duke University
An introduction to open economy macroeconomics. From the table of contents: A First Look at the Data; An Endowment Economy; An Economy with Capital; The Real Business Cycle Model; The Terms of Trade; Interest-Rate Shocks; Sovereign Debt.
by Stephanie Schmitt-Grohe, Martin Uribe - Columbia University
The authors develop a theoretical framework for the analysis of the determinants of international capital movements, trade imbalances, and nominal and real exchange rates. The framework is then used as the basis for the discussion of policy issues.