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.
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读后感
资产定价实证现在脱离理论，独立为一章，和模型不确定性结合起来讲，给E-Z效用函数以不同的解读。汉森和萨金特在模型不确定性领域的贡献甚多，不过这领域技术要求太高，研究深入不易啊。 新增劳动力供给章节，讨论微观劳动力供给弗里希弹性与宏观劳动力供给弹性的差异问题。此...
评分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...
评分资产定价实证现在脱离理论，独立为一章，和模型不确定性结合起来讲，给E-Z效用函数以不同的解读。汉森和萨金特在模型不确定性领域的贡献甚多，不过这领域技术要求太高，研究深入不易啊。 新增劳动力供给章节，讨论微观劳动力供给弗里希弹性与宏观劳动力供给弹性的差异问题。此...
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...
用户评价
理论写的清楚，但是感觉对理解帮助不大。明白了回来看觉得还不错
评分学DSGE让人产生这样的感悟：想想今明两天的事情就可以了，远期的不想也罢。多好的学问啊。感谢有好老师一路指引，让DSGE并不枯燥！
评分很好的一本书
评分读这个，对我来说，需要勇气。。。。
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