Dynamic Economic Theory, Jean-Pierre Aubin

Автор: Duffie, Darrell
Название: Dynamic asset pricing theory
ISBN: 069109022X ISBN-13(EAN): 9780691090221
Издательство: Wiley
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Цена: 73920.00 T
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Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.

Автор: Michael R. Caputo
Название: Foundations of Dynamic Economic Analysis
ISBN: 0521842727 ISBN-13(EAN): 9780521842723
Издательство: Cambridge Academ
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Цена: 99270.00 T
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Описание: Foundations of Dynamic Economic Analysis presents an introductory but thorough exposition of optimal control theory. It is aimed at first-year and second-year PhD students in economics, agricultural and resource economics, operations research, management science, and applied mathematics.

Автор: Matthias Ruth; Bruce Hannon
Название: Modeling Dynamic Economic Systems
ISBN: 1493937014 ISBN-13(EAN): 9781493937011
Издательство: Springer
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Цена: 65170.00 T
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Описание: Its models created using STELLA software, this new edition has been updated to facilitate student access. It explores the dynamic processes in economic systems and concentrates on natural resource extraction, covering everything from chaos to microeconomics.

Автор: Robert J Barro
Название: Economic Growth
ISBN: 0262025531 ISBN-13(EAN): 9780262025539
Издательство: MIT Press
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Цена: 124150.00 T
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Описание:

The long-awaited second edition of an important textbook on economic growth--a major revision incorporating the most recent work on the subject.

This graduate level text on economic growth surveys neoclassical and more recent growth theories, stressing their empirical implications and the relation of theory to data and evidence. The authors have undertaken a major revision for the long-awaited second edition of this widely used text, the first modern textbook devoted to growth theory. The book has been expanded in many areas and incorporates the latest research. After an introductory discussion of economic growth, the book examines neoclassical growth theories, from Solow-Swan in the 1950s and Cass-Koopmans in the 1960s to more recent refinements; this is followed by a discussion of extensions to the model, with expanded treatment in this edition of heterogenity of households. The book then turns to endogenous growth theory, discussing, among other topics, models of endogenous technological progress (with an expanded discussion in this edition of the role of outside competition in the growth process), technological diffusion, and an endogenous determination of labor supply and population. The authors then explain the essentials of growth accounting and apply this framework to endogenous growth models. The final chapters cover empirical analysis of regions and empirical evidence on economic growth for a broad panel of countries from 1960 to 2000. The updated treatment of cross-country growth regressions for this edition uses the new Summers-Heston data set on world income distribution compiled through 2000.

Автор: Laffont Jean-Jacques
Название: The Theory of Incentives: The Principal-Agent Model
ISBN: 0691091846 ISBN-13(EAN): 9780691091846
Издательство: Wiley
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Цена: 52800.00 T
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Описание: Following a brief historical overview showing how the problem of incentives has come to the fore in the past two centuries, the authors their work to exploring principal-agent models and various extensions thereof in light of three types of information problems: adverse selection, moral hazard, and non-verifiability.

Автор: Ljungqvist, Lars, Sargent, Thomas J
Название: Recursive Macroeconomic Theory, 3 ed.
ISBN: 0262018748 ISBN-13(EAN): 9780262018746
Издательство: MIT Press
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Цена: 78340.00 T
Наличие на складе: Невозможна поставка.
Описание:

A substantially revised new edition of a widely used text, offering both an introduction to recursive methods and advanced material.

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. Only experience in solving practical problems fully conveys the power of the recursive approach, and the book provides many applications. This third edition offers substantial new material, with three entirely new chapters and significant revisions to others. The new content reflects recent developments in the field, further illustrating the power and pervasiveness of recursive methods.

New chapters cover asset pricing empirics with possible resolutions to puzzles; analysis of credible government policy that entails state variables other than reputation; and foundations of aggregate labor supply with time averaging replacing employment lotteries. Other new material includes a multi-country analysis of taxation in a growth model, elaborations of the fiscal theory of the price level, and age externalities in a matching model.

The book is suitable for both first- and second-year graduate courses in macroeconomics and monetary economics. Most chapters conclude with exercises. Many exercises and examples use Matlab programs, which are cited in a special index at the end of the book.

Автор: Peyton Young
Название: Handbook of Game Theory with Economic Applications,4
ISBN: 044453766X ISBN-13(EAN): 9780444537669
Издательство: Elsevier Science
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Цена: 116780.00 T
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Описание: The ability to understand and predict behavior in strategic situations, in which an individual’s success in making choices depends on the choices of others, has been the domain of game theory since the 1950s. Developing the theories at the heart of game theory has resulted in8 Nobel Prizes and insights that researchers in many fields continue to develop. In Volume 4, top scholars synthesize and analyze mainstream scholarship on games and economic behavior, providingan updated account of developments in game theory since the 2002 publicationof Volume 3, which only covers work through the mid 1990s.

Автор: Singleton, Kenneth J.
Название: Empirical dynamic asset pricing
ISBN: 0691122970 ISBN-13(EAN): 9780691122977
Издательство: Wiley
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Цена: 115110.00 T
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Описание: Focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. This book includes the econometric methods used in analyzing financial time-series models, and the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates.

Автор: Morishima
Название: Dynamic Economic Theory
ISBN: 0521118883 ISBN-13(EAN): 9780521118880
Издательство: Cambridge Academ
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Цена: 40120.00 T
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Описание: This book brings together in a single coherent framework a research programme begun by the author in the forties. It develops multi-sector general equilibrium theory in the tradition of Hicks`s Value and Capital, and extends the prototype model so as to accommodate the monetary sector as well as production and consumption.

Автор: Giulio La Volpe; trans Helen Ampt
Название: Studies on the Theory of General Dynamic Economic Equilibrium
ISBN: 0333554957 ISBN-13(EAN): 9780333554951
Издательство: Springer
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Цена: 125770.00 T
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Описание: This book presents a theory of the general dynamic economic equilibrium which is a development of the static theory of Walras and Pareto. Indeed, the model can be used in the treatment of the typical problems of dynamic economics, by means of the author`s method of variational dynamic analysis.

Автор: Giulio La Volpe; trans Helen Ampt
Название: Studies on the Theory of General Dynamic Economic Equilibrium
ISBN: 1349225835 ISBN-13(EAN): 9781349225835
Издательство: Springer
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Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a theory of the general dynamic economic equilibrium which is a development of the static theory of Walras and Pareto. Indeed, the model can be used in the treatment of the typical problems of dynamic economics, by means of the author`s method of variational dynamic analysis.

Автор: Sundaram, Rangarajan K.
Название: A First Course in Optimization Theory
ISBN: 0521497701 ISBN-13(EAN): 9780521497701
Издательство: Cambridge Academ
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Цена: 45410.00 T
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Описание: This book, first published in 1996, introduces students to optimization theory and its use in economics and allied disciplines.