Recursive methods offer a powerful approach for characterizing and solving complicated problems in dynamic macroeconomics. Recursive Macroeconomic Theory provides both an introduction to recursive methods and advanced material, mixing tools and sample applications. The second edition contains substantial revisions to about half the original material, and extensive additional coverage appears in seven chapters new to this edition. The updated and added material covers exciting new topics that further illustrate the power and pervasiveness of recursive methods.Significant improvements to original chapters include a better treatment of the existence of recursive equilibria, an enhanced account of the supermartingale convergence theorem, and an extended treatment of an optimal taxation problem in an economy in which there are incomplete markets. Completely new coverage in the second edition includes an introductory chapter, which gives an overview of the themes uniting the diverse topics treated throughout the book. Two new chapters offer a self-contained account of the optimal growth model and some of its basic applications in macroeconomics and public finance. Other new chapters cover such topics as how to formulate and compute Stackelberg or Ramsey plans in linear economies, sustainable risk-sharing equilibria without commitment, and the application of recursive contracts to topics in international trade. Most chapters conclude with exercises and the book includes two technical appendixes covering functional analysis and control and filtering.
深度学习宏观经济理论不得不读的书,学习本书前必须具备微积分、线性代数以及变分法等高等数学方面知识。
评分该书被人称为“宏观经济学的圣经”,全面展示了当今宏观经济学的最新研究方向。可惜中文版翻译很差,有些公式都敲错了。人民大学的吴汉洪赶工迹象明显,翻译出来的中文比英文还要难看的多。强烈推荐该书的英文版。T.J.Sargent的动态递归精髓一览无遗,看了该书,不得不感慨Sarg...
评分内容有些面面俱到(当然,很多重要题目比如金融摩擦等没有涉及),除了前面几章以外,后面的章节之间的关系并不紧密,适合为某一特定题目选取其中的部分章节学习,或当参考书用。初学不推荐。网上能搜到的讲义,比如Dirk Krueger或者Per Krusell的,都比这本书简洁明快,又能照...
评分内容有些面面俱到(当然,很多重要题目比如金融摩擦等没有涉及),除了前面几章以外,后面的章节之间的关系并不紧密,适合为某一特定题目选取其中的部分章节学习,或当参考书用。初学不推荐。网上能搜到的讲义,比如Dirk Krueger或者Per Krusell的,都比这本书简洁明快,又能照...
评分内容有些面面俱到(当然,很多重要题目比如金融摩擦等没有涉及),除了前面几章以外,后面的章节之间的关系并不紧密,适合为某一特定题目选取其中的部分章节学习,或当参考书用。初学不推荐。网上能搜到的讲义,比如Dirk Krueger或者Per Krusell的,都比这本书简洁明快,又能照...
读这个,对我来说,需要勇气。。。。
评分我就是墙头草,三心二意,哪个容易爱哪个。。。好吧,最近觉得还是宏观好。。IO啥的,没智商玩Game Theory啊。。。
评分读这个,对我来说,需要勇气。。。。
评分Bad
评分學宏觀時用過的。 HB172.5 .L59 2004
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