登入選單

返回Google圖書搜尋

Recursive Linear Models of Dynamic Economies

Lars Peter HansenThomas J. Sargent

出版	National Bureau of Economic Research, 1990
URL	http://books.google.com.hk/books?id=oKwiAQAAMAAJ&hl=&source=gbs_api

註釋

This paper describes a class of dynamic stochastic linear quadratic equilibrium models. A model is specified by naming lists of matrices that determine preferences, technology, and the information structure. Aggregate equilibrium allocations and prices are computed by solving a social planning problem in the form of an optimal linear regulator. Heterogeneity among agents is permitted. Several examples are computed.