Recursive methods in economic dynamics / Nancy L. Stokey and Robert E. Lucas, Jr., with Edward C. Prescott.
Material type: TextPublication details: Cambridge, Massachusetts : Harvard University Press, [1989]Description: xviii, 588 pages : illustrations (black and white) ; 24 cmISBN:- 9780674750968 (hbk.) :
- 9780674750968
- 330.0151 STO
- HB135 .S7455 1989
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Long Loan | TUS: Midlands, Main Library Athlone General Lending | 330.0151 STO (Browse shelf(Opens below)) | 1 | Available | 00211121 |
Includes index.
Includes bibliographical references and index.
I.The recursive approach -- 1.Introduction -- 2.An overview -- II.Determining models -- 3.Mathematical preliminaries -- 4.Dynamic programming under certainty -- 5.Applications of dynamic programming under certainty -- 6.Deterministic dynamics -- III.Stochastic models -- 7.Measure theory and integration -- 8.Markov processes -- 9.Stochastic dynamic programming -- 10.Applications of Stochastic dynamic progrmaming -- 11.Strong convergence of Markov processes -- 12.Weak covergence of Markov processes -- 13.Applications of convergence results for Markov processes -- 14.Laws of large numbers -- IV.Competitive equilibrium -- 15.Pareto optima and competitive equilibria -- 16.Applications of equlibrium theory -- 17.Fixed-point arguments -- 18.Equilibria in systems with distortions.