Chapter 2. Linear Stochastic Difference Equations

Kapitel in diesem Buch

1. Frontmatter i
2. Contents vii
3. Preface xiii
4. Acknowledgments xv
5. Part I. Overview
6. Chapter 1. Theory and Econometrics 3
7. Part II. Tools
8. Chapter 2. Linear Stochastic Difference Equations 15
9. Chapter 3. Efficient Computations 33
10. Part III. Components of Economies
11. Chapter 4. Economic Environments 61
12. Chapter 5. Optimal Resource Allocations 79
13. Chapter 6. A Commodity Space 125
14. Chapter 7. Competitive Economies 131
15. Part IV. Representations and Properties
16. Chapter 8. Statistical Representations 153
17. Chapter 9. Canonical Household Technologies 191
18. Chapter 10. Examples 217
19. Chapter 11. Permanent IncomeModels 233
20. Chapter 12. Gorman Heterogeneous Households 253
21. Chapter 13. Complete Markets Aggregation 269
22. Chapter 14. Periodic Models of Seasonality 291
23. Appendix A. MATLAB Programs 327
24. References 379
25. Subject Index 393
26. Author Index 397
27. MATLAB Index 399
28. The Gorman Lectures in Economics 401