Economic dynamics in discrete time - Miao,Jianjun, 1969- (Cambridge, MA : MIT Press, 2019)
Dynamical systems -- Deterministic linear systems -- Deterministic nonlinear systems -- Stochastic difference equations -- Markov processes -- Ergodic theory and stationary processes -- Dynamic optimization -- Markov decision process model -- Finite-horizon dynamic programming -- Infinite-horizon dynamic programming -- Applications -- Linear-quadratic models -- Control under partial information -- Numerical methods -- Structural estimation -- Equilibrium analysis -- Complete markets exchange economies -- Neoclassical growth models -- Bayesian estimation of dsge models using dynare -- Overlapping generations models -- Incomplete markets models -- Search and matching models of unemployment -- Dynamic new keynesian models -- Further topics -- Recursive utility -- Dynamic games -- Recursive contracts -- Mathematical appendixes -- References -- Matlab index -- Name index -- Subject index.
Revised edition of the author's Economic dynamics in discrete time, [2014].
Includes bibliographical references and index.
Keywords: Econometric models; Economics -- Mathematical models; Statics and dynamics (Social sciences).; Discrete-time systems