Recursive Models of Dynamic Linear Economies
This book views many apparently disparate dynamic economic models as examples of a single class of models that can be adapted and specialized to study diverse economic phenomena. The class of models was created by using recent advances in (i) the theory of recursive dynamic competitive economies;...
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| Ngôn ngữ: | English |
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oai:scholar.dlu.edu.vn:DLU123456789-305612012-04-30T22:36:53Z Recursive Models of Dynamic Linear Economies Hansen, L. Sargent, T.J. Econometrics This book views many apparently disparate dynamic economic models as examples of a single class of models that can be adapted and specialized to study diverse economic phenomena. The class of models was created by using recent advances in (i) the theory of recursive dynamic competitive economies; 1 (ii) methods for estimating and interpreting vector autoregression;2 (iii) linear optimal control theory;3 and (iv) computer languages for rapidly manipulating linear optimal control systems.4 We combine these elements to build a class of models for which the competitive equilibria are vector autoregressions that can be swiftly computed, represented, and simulated using the methods of linear optimal control theory. We use the computer language MATLAB to implement the computations. This language has a powerful vocabulary and a convenient structure that liberate time and energy from programming, and thereby spur creative application of linear control theory. 2012-04-27T02:20:05Z 2012-04-27T02:20:05Z 2005 Book http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30561 en application/pdf Draft |
| institution |
Thư viện Trường Đại học Đà Lạt |
| collection |
Thư viện số |
| language |
English |
| topic |
Econometrics |
| spellingShingle |
Econometrics Hansen, L. Sargent, T.J. Recursive Models of Dynamic Linear Economies |
| description |
This book views many apparently disparate dynamic economic models as examples
of a single class of models that can be adapted and specialized to study
diverse economic phenomena. The class of models was created by using recent
advances in (i) the theory of recursive dynamic competitive economies; 1 (ii)
methods for estimating and interpreting vector autoregression;2 (iii) linear optimal
control theory;3 and (iv) computer languages for rapidly manipulating
linear optimal control systems.4 We combine these elements to build a class of
models for which the competitive equilibria are vector autoregressions that can
be swiftly computed, represented, and simulated using the methods of linear
optimal control theory. We use the computer language MATLAB to implement
the computations. This language has a powerful vocabulary and a convenient
structure that liberate time and energy from programming, and thereby spur
creative application of linear control theory. |
| format |
Book |
| author |
Hansen, L. Sargent, T.J. |
| author_facet |
Hansen, L. Sargent, T.J. |
| author_sort |
Hansen, L. |
| title |
Recursive Models of Dynamic Linear Economies |
| title_short |
Recursive Models of Dynamic Linear Economies |
| title_full |
Recursive Models of Dynamic Linear Economies |
| title_fullStr |
Recursive Models of Dynamic Linear Economies |
| title_full_unstemmed |
Recursive Models of Dynamic Linear Economies |
| title_sort |
recursive models of dynamic linear economies |
| publisher |
Draft |
| publishDate |
2012 |
| url |
http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30561 |
| _version_ |
1757655767058481152 |