Recursive Models of Dynamic Linear Economies
by Lars Hansen, Thomas J. Sargent
Number of pages: 530
This book views many apparently disparate dynamic economic models as examples of a single class of models that can be adapted and specialized to study diverse economic phenomena. The class of models was created by using recent advances in (i) the theory of recursive dynamic competitive economies; (ii) methods for estimating and interpreting vector autoregression; (iii) linear optimal control theory; and (iv) computer languages for rapidly manipulating linear optimal control systems.
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by Brian Krauth - Simon Fraser University
The purpose of this course is to put you in a position to read and analyze journal articles in macroeconomics. The goal of 'teaching you macroeconomics' by describing theories and empirical observations about the macroeconomy -- is secondary.
by Antonio Mele
The present Lecture Notes in Financial Economics are based on the author's teaching notes for advanced undergraduate and graduate courses on financial economics, macroeconomic dynamics, financial econometrics and financial engineering.
by Per Krusell
These lecture notes cover a one-semester course. The overriding goal of the course is to begin provide methodological tools for advanced research in macroeconomics. The emphasis is on theory, although data guides the theoretical explorations.
by Martin Uribe - Duke University
An introduction to open economy macroeconomics. From the table of contents: A First Look at the Data; An Endowment Economy; An Economy with Capital; The Real Business Cycle Model; The Terms of Trade; Interest-Rate Shocks; Sovereign Debt.