Miao,Jianjun, 1969-

Economic dynamics in discrete time / Jianjun Miao. - Second Edition. - xviii, 825 pages: illustrations ; 24 cm.

Revised edition of the author's Economic dynamics in discrete time, [2014].

Includes bibliographical references and index.

Dynamical systems -- Deterministic linear systems -- Deterministic nonlinear systems -- Stochastic difference equations -- Markov processes -- Ergodic theory and stationary processes -- Dynamic optimization -- Markov decision process model -- Finite-horizon dynamic programming -- Infinite-horizon dynamic programming -- Applications -- Linear-quadratic models -- Control under partial information -- Numerical methods -- Structural estimation -- Equilibrium analysis -- Complete markets exchange economies -- Neoclassical growth models -- Bayesian estimation of dsge models using dynare -- Overlapping generations models -- Incomplete markets models -- Search and matching models of unemployment -- Dynamic new keynesian models -- Further topics -- Recursive utility -- Dynamic games -- Recursive contracts -- Mathematical appendixes -- References -- Matlab index -- Name index -- Subject index.

9780262043625 RM272.35 (PTSL)


Econometric models.
Economics--Mathematical models.
Statics and dynamics (Social sciences).
Discrete-time systems.