Robert E. Lucas, Jr., is John Dewey Distinguished Service Professor of Economics at the University of Chicago. In 1995, he was awarded the Nobel Prize in Economics.
This rigorous but brilliantly lucid book presents a self-contained treatment of modern economic dynamics. Stokey, Lucas, and Prescott develop the basic methods of recursive analysis and illustrate the many areas where they can usefully be applied. After presenting an overview of the recursive approach, the authors develop economic applications for deterministic dynamic programming and the stability theory of first-order difference equations. They then treat stochastic dynamic programming and the convergence theory of discrete-time Markov processes, illustrating each with additional economic applications. They also derive a strong law of large numbers for Markov processes. Finally, they present the two fundamental theorems of welfare economics and show how to apply the methods developed earlier to general equilibrium systems. The authors go on to apply their methods to many areas of economics. Models of firm and industry investment, household consumption behavior, long-run growth, capital accumulation, job search, job matching, inventory behavior, asset pricing, and money demand are among those they use to show how predictions can he made about individual and social behavior. Researchers and graduate students in economic theory will find this book essential.
20年前的书,到现在还是非常好,不只是宏观经济学,在劳动经济学和金融学中也非常有用。教我课的老师说他读了5、6遍,差不多翻烂了,我只读过一遍,惭愧。现在做的研究时常需要翻阅这本书,读的很多这几年出的paper上该书都还是重要的参考文献,被一再引用。
評分20年前的书,到现在还是非常好,不只是宏观经济学,在劳动经济学和金融学中也非常有用。教我课的老师说他读了5、6遍,差不多翻烂了,我只读过一遍,惭愧。现在做的研究时常需要翻阅这本书,读的很多这几年出的paper上该书都还是重要的参考文献,被一再引用。
評分20年前的书,到现在还是非常好,不只是宏观经济学,在劳动经济学和金融学中也非常有用。教我课的老师说他读了5、6遍,差不多翻烂了,我只读过一遍,惭愧。现在做的研究时常需要翻阅这本书,读的很多这几年出的paper上该书都还是重要的参考文献,被一再引用。
評分20年前的书,到现在还是非常好,不只是宏观经济学,在劳动经济学和金融学中也非常有用。教我课的老师说他读了5、6遍,差不多翻烂了,我只读过一遍,惭愧。现在做的研究时常需要翻阅这本书,读的很多这几年出的paper上该书都还是重要的参考文献,被一再引用。
評分20年前的书,到现在还是非常好,不只是宏观经济学,在劳动经济学和金融学中也非常有用。教我课的老师说他读了5、6遍,差不多翻烂了,我只读过一遍,惭愧。现在做的研究时常需要翻阅这本书,读的很多这几年出的paper上该书都还是重要的参考文献,被一再引用。
可以說是介紹Dynamic Programming最詳細的經濟學教材瞭
评分My instructor's advisor's book...
评分SLP 第一個quarter的教材 1-6章 基本的recursive方法
评分真的是用來找定理的...
评分挺難讀的
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