Stochastic Control for Economic Models
by David A. Kendrick
Number of pages: 297
This book is about mathematical methods for optimization of dynamic stochastic system and about the application of these methods to economic problems. The methods presented in this book are tools to give the analyst a better understanding of dynamic systems under uncertainty.
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by Antonio Mele
The present Lecture Notes in Financial Economics are based on the author's teaching notes for advanced undergraduate and graduate courses on financial economics, macroeconomic dynamics, financial econometrics and financial engineering.
by John C. Driscoll
Lecture notes for a first-year graduate course in macroeconomics: Money and Prices; Nominal Rigidities and Economic Fluctuations; Macroeconomic Policy; Investment; Unemployment and Coordination Failure; Continuous-Time Dynamic Optimization.
by Koen Vermeylen - BookBoon
This text presents the stochastic growth model, a stochastic version of the neoclassical growth model with microfoundations, and provides the backbone of a lot of macroeconomic models that are used in modern macroeconomic research.
by Steve Williamson - University of Iowa
Contents: Simple Representative Agent Models; Growth With Overlapping Generations; Neoclassical Growth and Dynamic Programming; Endogenous Growth; Choice Under Uncertainty; Consumption and Asset Pricing; Search and Unemployment; etc.