Exercises in dynamic macroeconomic theory /
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| Author / Creator: | Manuelli, Rodolfo E. |
|---|---|
| Imprint: | Cambridge, Mass. : Harvard University Press, 1987. |
| Description: | xi, 223 p. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/922691 |
Table of Contents:
- 1. Dynamic ProgrammingBrock-Mirman (1972)
- Howard Policy-Improvement Algorithm Levhari-Srinivasan (1969)
- Habit Persistence: 1 Habit
- Persistence: 2 Lucas and Prescott (1971) and Kydland and Prescott (1982)
- Meet a Linear Regulator
- Interrelated Factor Demand Two-Sector Growth Models
- Learning to Enjoy Spare Time Investment with Adjustment Costs
- Investment with Signal Extraction
- 2. Search Being Unemployed with Only a Chance of an Offer
- Two Offers per Period
- A Random Number of Offers per Period Cyclical
- Fluctuations in Number of Job Offers Choosing the Number of Offers
- Mortensen Externality Variable
- Labor Supply Wage Growth Rate and the Reservation
- Wage Search with a Finite Horizon Finite
- Horizon and Mean-Preserving Spread
- Pissarides' Analysis of Taxation and Variable Search Intensity
- Search and Nonhuman Wealth Search and Asset Accumulation
- 3. Asset Prices and Consumption Taxation and Stock Prices
- Contingent Claims Prices in a Brock-Mirman
- Economy Trees (Stocks) in the Utility Function
- Government Debt in the Utility Function Tobin's q
- A Generalization of Logarithmic Preferences
- Arbitrage Pricing Modigliani-Miller Arbitrage Pricing and the Term
- Structure of Interest Rates Pricing One-Period Options Pricing n-Period Options
- 4. Currency in the Utility Function (no exercises)
- 5. Cash-in-Advance Models Private Wealth Unpleasant Monetarist Arithmetic
- A Permanent (McCallum) Government Deficit
- A Useful Identity under Interest on Reserves
- Defining the State Vector Computing an Equilibrium
- Interest on Reserves and Stock Prices
- Incentives for "Private Currencies" Other Interest-on-Reserve
- Schemes Stock Prices and Inflation
- 6. Credit and Currency with Long-Lived Agents
- Value of Unbacked Currency Computing Equilibrium
- Interest Rates "Self-Insurance" and the Permanent Income Theory
- The Distribution of Currency Rate-of-Return Dominance
- 7. Credit and Currency with Overlapping Generations
- Credit Controls Inside Money and Real Bills
- Social Security and the Price Level Seignorage Oscillating Physical Returns
- Indeterminacy of Exchange Rates
- Asset Prices and Volatility Unpleasant Monetarist Arithmetic Grandmont Bryant-Wallace
- 8. Government Finance in StochasticOverlapping-Generations Models
- A Version of Kareken-Wallace Exchange Rate Indeterminacy
- The Term Structure of State-Contingent Claims
- Wairas's Law: 1
- Wairas's Law: 2
- Constancy of Fiscal Policy
- Altered Version of Logarithmic
- Preferences
- Appendix
- Functional Analysis for Macroeconomics
- Periodic Difference Equation Asset Pricing
- Index