Recursive Models of Dynamic Linear Economies

Name: Recursive Models of Dynamic Linear Economies
SKU: 27202750
Price: 136.00 NZD
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Paperback / softback

Series:

The Gorman Lectures in Economics

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Description

A guide to the economic modeling of household preferences, from two leaders in the field 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

Author Biography:

Lars Peter Hansen is the David Rockefeller Distinguished Service Professor at the University of Chicago, where he is also the research director of the Becker Friedman Institute. Thomas J. Sargent is professor of economics at New York University and a senior fellow at the Hoover Institution at Stanford University. His books include Rational Expectations and Inflation and The Conquest of American Inflation (both Princeton). Hansen and Sargent are the coauthors of Robustness (Princeton). Sargent was awarded the Nobel Prize in economics in 2011 and Hansen received it in 2013.

Release date NZ

July 10th, 2018

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Undergraduate

Illustrations

20 line illus.

Pages

424

Series

The Gorman Lectures in Economics

ISBN-13

9780691180731

Product ID

27202750

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