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Recursive Models of Dynamic Linear Economies (The Gorman Lectures in Economics) '18
Hansen, Lars Peter,
Sargent, Thomas J.
著
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価格
\9,177(税込)
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発行年月 |
2018年06月 |
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出版国 |
アメリカ合衆国 |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
paper |
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ページ数/巻数 |
424 p. |
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ジャンル |
洋書/社会科学/経済学/数理経済・計量経済・実験経済 |
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ISBN |
9780691180731 |
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商品コード |
1025647335 |
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本の性格 |
学術書 |
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新刊案内掲載月 |
2018年04月 |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1025647335 |
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内容
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present examples from microeconomics, macroeconomics, and asset pricing. The models are cast in terms of a representative consumer. While Hansen and Sargent demonstrate the analytical benefits acquired when an analysis with a representative consumer is possible, they also characterize the restrictiveness of assumptions under which a representative household justifies a purely aggregative analysis.Hansen and Sargent unite economic theory with a workable econometrics while going beyond and beneath demand and supply curves for dynamic economies. They construct and apply competitive equilibria for a class of linear-quadratic-Gaussian dynamic economies with complete markets. Their book, based on the 2012 Gorman lectures, stresses heterogeneity, aggregation, and how a common structure unites what superficially appear to be diverse applications. An appendix describes MATLAB programs that apply to the book's calculations.