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 Robert M. Kunst - University of Vienna
Macroeconomics describes and explains economic processes that concern aggregates. An aggregate is a multitude of economic subjects that share some common features. By contrast, microeconomics treats economic processes that concern individuals.
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.
by Per Krusell
These lecture notes cover a one-semester course. The overriding goal of the course is to begin provide methodological tools for advanced research in macroeconomics. The emphasis is on theory, although data guides the theoretical explorations.
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.