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诺贝尔经济学奖获得者丛书:递归宏观经济理论(第2版)

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诺贝尔经济学奖获得者丛书:递归宏观经济理论(第2版)

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在刻画和求解动态宏观经济学中的复杂问题时,递归方法是一个强有力的工具。在《递归宏观经济理论》一书中,既有关于递归方法的基本介绍,也有关于递归方法的高级内容,同时还包含了各种计算工具和应用实例。在《诺贝尔经济学奖获得者丛书:递归宏观经济理论》第二版中,作者对于第一版的一半以上的内容进行了根本性的修订,同时还包含了七章全新的涉及更广泛题材的内容。对于《诺贝尔经济学奖获得者丛书:递归宏观经济理论》第二版而言,无论是修订部分,还是全新章节,涵盖的都是当前的热门论题,并借此进一步阐明了递归方法的魅力。
对于《诺贝尔经济学奖获得者丛书:递归宏观经济理论》第一版的原有章节所做的根本性修订包括,关于递归均衡的存在性的更好的处理,关于上鞅收敛定理的进一步解释,以及当存在不完全市场时,处理经济中的最优税收问题的扩展方法。第二版中的全新内容包括了一章引论,这一章概述了全书所讨论的各种论题之间的共性;包括了两章全新的内容,这两章提供了关于最优增长模型的完整内容及其在宏观经济学和财政方面的一些基本应用;其他的全新章节涉及的内容还有,如何在线性经济中构造和计算斯塔克尔伯格计划或拉姆齐计划,没有承诺的可持续的风险分担均衡以及递归合同在国际贸易领域中的应用等。本书绝大部分章节的最后都包含了练习题,并且本书最后还提供了两个技术附录,介绍泛函分析和控制与滤波方面的基本内容。
Author Description

拉尔斯·扬奎斯特(Lars Ljungqvist),2011年诺贝尔经济学奖得主,纽约大学的伯克利讲席经济学和商学教授(Berkley Professor of Economics and Business)以及胡佛研究所的高级成员。

托马斯·J·萨金特(Thomas J.Sargent),斯德哥尔摩经济学院的经济学教授。
Catalogue

第Ⅰ篇 递归方法的帝国主义
第1章 概述
1.1 提示
1.2 一个共同的祖先
1.3 储蓄问题
1.4 递归方法

第Ⅱ篇 工具
第2章 时间序列
2.1 两个有用的工具
2.2 马尔科夫链
2.3 连续状态的马尔科夫链
2.4 线性随机差分方程
2.5 回归
2.6 例:LQ持久收入模型
2.7 利率的期限结构
2.8 估计
2.9 结束语
附录A:线性差分方程
第3章 动态规划
3.1 序列问题
3.2 随机控制问题
3.3 结束语
第4章 动态规划的实际应用
4.1 维数的限制
4.2 状态空间的离散化
4.3 离散状态的动态规划
4.4 霍华德改进算法的应用
4.5 数值方法
4.6 贝尔曼方程的例子
4.7 多项式逼近
4.8 结束语
第5章 线性二次动态规划
5.1 引言
5.2 最优线性调节器问题
5.3 随机最优线性调节器问题
5.4 线性调节器问题中的影子价格
5.5 拉格朗日公式
5.6 卡尔曼滤波
5.7 结束语
附录A:矩阵公式
附录B:线性二次近似
第6章 搜寻,匹配和失业
6.1 引言
6.2 预备知识
6.3 麦考尔的跨期工作搜寻模型
6.4 湖模型
6.5 职业选择模型
6.6 约万诺维奇匹配模型的一个简化形式
6.7 约万诺维奇模型的长期版本
6.8 结束语
附录A:更多数值动态规划的例子

第Ⅲ篇 竞争均衡与应用
第7章 递归的(局部)均衡
7.1 均衡的概念
7.2 例:调整成本
7.3 递归的竞争性均衡
7.4 马尔科夫完美均衡
7.5 线性马尔科夫完美均衡
7.6 结束语
第8章 完全市场的竞争性均衡
8.1 0时期与序列交易
8.2 自然框架:偏好和禀赋
8.3 不同的交易安排
8.4 帕累托问题
8.5 0时刻交易:阿罗德布鲁证券
8.6 例子
8.7 资产定价入门
8.8 序列交易:阿罗证券
8.9 递归竞争均衡
8.10 J步定价核
8.11 消费带和经济周期成本
8.12 高斯资产定价模型
8.13 帕累托问题的递归形式
8.14 贸易的静态模型
8.15 封闭经济模型
8.16 可以自由贸易的两个国家
8.17 关税
8.18 结束语
第9章 世代交叠模型
9.1 禀赋和偏好
9.2 0时期交易
9.3 序列交易
9.4 货币
9.5 赤字财政
9.6 等价的设置
9.7 货币均衡的最优性和存在性
9.8 同代之间的异质性
9.9 礼物赠送均衡
9.10 结束语
第10章 李嘉图等价
10.1 借入限制和李嘉图等价
10.2 无限存活个体经济
10.3 政府
10.4 代代相连的解释
10.5 结束语
第11章 增长模型中的财政政策
11.1 引言
11.2 经济
11.3 计算均衡
11.4 题外话:后向求解法
11.5 均衡配置和价格的税收效应
11.6 转移试验
11.7 线性近似
11.8 弹性劳动供给
11.9 增长
11.1 0结束语
附录A:对数线性近似
第12章 递归的竞争性均衡
12.1 内生的总量状态变量
12.2 随机增长模型
12.3 计划者问题的拉格朗日公式
12.4 时间0交易:阿罗德布鲁证券
12.5 序列交易:阿罗证券
12.6 递归公式
12.7 计划者问题的递归公式
12.8 序列交易的递归公式
12.9 递归的竞争性均衡
12.1 0结束语
第13章 资产定价
13.1 引言
13.2 资产欧拉方程
13.3 消费和股票价格的鞅理论
13.4 等价鞅测度
13.5 均衡资产定价
13.6 没有泡沫的股票价格
13.7 计算资产价格
13.8 利率的期限结构
13.9 状态或有价格
13.10 政府债务
13.11 对风险规避系数的解释
13.12 股票溢价之谜
13.13 风险的市场价格
13.14 汉森詹甘纳塞界
13.15 因子模型
13.16 异质性和不完全市场
13.17 结束语
第14章 经济增长
14.1 引言
14.2 经济
14.3 外生增长
14.4 来自于外溢效应的外部性
14.5 所有要素可再生
14.6 研究和垄断竞争
14.7 不管要素是否可再生的增长
14.8 结束语
第15章 带承诺的最优税收
15.1 引言
15.2 非随机经济
15.3 拉姆齐问题
15.4 零资本税
15.5 再分配的极限
15.6 解决拉姆齐问题的基本方法
15.7 初始资本的税收
15.8 源于不完全税收的非零资本税
15.9 随机经济
15.10 状态或有债务和资本税的不确定性
15.11 不确定性下的拉姆齐计划
15.12 事前资本税在零附近变化
15.13 劳动税平滑化的例子
15.14 最优负债政策的教训
15.15 无状态或有负债的税收
15.16 人力资本的零税收
15.17 所有的税收都应该为零吗?
15.18 结束语

第Ⅳ篇 储蓄问题与比利模型
第16章 自我保险
16.1 引言
16.2 消费者问题
16.3 非随机禀赋
16.4 二次偏好
16.5 随机禀赋过程:独立同分布情形
16.6 随机禀赋过程:一般情形
16.7 经济学解释
16.8 结束语
附录A:上鞅收敛定理
第17章 不完全市场模型
17.1 引言
17.2 储蓄问题
17.3 统一化和进一步分析
17.4 题外话:非随机储蓄问题
17.5 借入限制:“自然的”和“特别的”
17.6 作为r的函数的平均资产
17.7 计算例子
17.8 几个比利模型
17.9 含有资本和私人借据的模型
17.10 只有私人借据
17.11 铸币税模型
17.12 汇率不确定性
17.13 预防性储蓄
17.14 总量波动的模型
17.15 结束语

第Ⅴ篇 递归合同
第18章 动态斯塔克贝尔伯格问题
18.1 历史依赖
18.2 斯塔克尔伯格问题
18.3 求解斯塔克尔伯格问题
18.4 大企业和竞争性外部环境
18.5 结束语
附录A:稳定的μt=Pyt
附录B:线性矩阵差分方程
附录C:预测公式
第19章 保险与激励
19.1 带有递归合同的保险
19.2 基本框架
19.3 单边无承诺
19.4 拉格朗日方法
19.5 带有不对称信息的保险
19.6 带有不可观测的存储技术的保险
19.7 结束语
附录A:历史的发展
第20章 没有承诺的均衡
20.1 双边缺失的承诺
20.2 一个封闭系统
20.3 递归公式
20.4 均衡消费
20.5 帕累托前沿和收益的事先分布
20.6 消费分布
20.7 另一种递归公式
20.8 修正的帕累托前沿
20.9 科切拉科塔后续值
20.10 两状态的例子:无记忆性战胜记忆性
20.11 一个三状态的例子
20.12 经验的动机
20.13 一般化
20.14 分散化经济
20.15 内生的借入约束
20.16 结束语
第21章 最优失业保险
21.1 历史依赖的失业保险
21.2 一个单期模型
21.3 终身合同的多期模型
21.4 结束语
第22章 可信的政府政策
22.1 引言
22.2 动态规划的平方:概要
22.3 一期经济
22.4 经济的例子
22.5 声誉机制:一般观点
22.6 无限重复的经济
22.7 子博弈完美均衡(SPE)
22.8 SPE的例子
22.9 所有SPE的值
22.10 自执行的SPE
22.11 递归策略
22.12 带有递归策略的SPE例子
22.13 最好和最坏的SPE值
22.14 例:到达最坏情形的不同方法
22.15 解释
22.16 结束语
第23章 国际贸易中的两个模型
23.1 两个动态合同问题
23.2 带有道德风险和执行困难的借出
23.3 贸易政策的渐近主义
23.4 结束语
附录A:阿特基森模型的计算

第Ⅵ篇 古典货币经济学与搜寻
第24章 通货膨胀的财政货币理论
24.1 问题
24.2 购物时间货币经济
24.3 10个货币学说
24.4 汇率(不)确定性的一个例子
24.5 最优通货膨胀税:弗里德曼规则
24.6 货币政策的时间一致性
24.7 结束语
第25章 信用与通货
25.1 带有无限存活个体的信用与通货
25.2 偏好与禀赋
25.3 完全市场
25.4 货币经济
25.5 汤森的“大道”解释
25.6 弗里德曼规则
25.7 通货膨胀融资
25.8 法律限制
25.9 两货币模型
25.1 0商品货币模型
25.1 1结束语
第26章 均衡,搜寻与匹配
26.1 引言
26.2 岛屿模型
26.3 匹配模型
26.4 带有异质性工作的匹配模型
26.5 就业彩票模型
26.6 家庭的彩票与企业的彩票
26.7 临时解雇税对就业的影响
26.8 清泷赖特货币搜寻模型
26.9 结束语

第Ⅶ篇 技术附录
附录A 泛函分析
A.1 度量空间与算子
A.2 贴现动态规划
附录B 控制与滤波
B.1 引言
B.2 最优线性调节器控制问题
B.3 将在状态和控制上带有向量积的问题转换为不带有这样的向量积的问题
B.4 一个例子
B.5 卡尔曼滤波
B.6 对偶
B.7 卡尔曼滤波的例子
B.8 线性投影
B.9 隐藏马尔科夫链
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Seller will ship the orders within 1-2 business days. The logistics time limit is expected to be 7-15 working days. In case of customs clearance, the delivery time will be extended by 3-7 days. The final receipt date is subject to the information of the postal company.

Yami Points information

All items are excluding from any promotion or points events on Yamibuy.com

Return Policy

You may return product within 30 days upon receiving the product. Items returned must be new in it's original packing, including the original invoice for the purchase. Customer return product at their own expense.

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About the brand

Jingdong book

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About the brand

Jingdong book