英文原版经济学系列——动态经济学

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1、DynamicEconomicsQuantitativeMethodsandApplicationsJe´roˆmeAddaandRussellCooperTheMITPressCambridge,MassachusettsLondon,EnglandContents1Overview1ITheory2TheoryofDynamicProgramming72.1Overview72.2IndirectUtility72.2.1Consumers72.2.2Firms82.3DynamicOptimization

2、:ACake-EatingExample92.3.1DirectAttack102.3.2DynamicProgrammingApproach122.4SomeExtensionsoftheCake-EatingProblem162.4.1InfiniteHorizon162.4.2TasteShocks202.4.3DiscreteChoice222.5GeneralFormulation242.5.1NonstochasticCase242.5.2StochasticDynamicProgramming292

3、.6Conclusion313NumericalAnalysis333.1Overview333.2StochasticCake-EatingProblem343.2.1ValueFunctionIterations343.2.2PolicyFunctionIterations403.2.3ProjectionMethods413.3StochasticDiscreteCake-EatingProblem463.3.1ValueFunctionIterations47viiiContents3.4Extensi

4、onsandConclusion503.4.1LargerStateSpaces503.5Appendix:AdditionalNumericalTools523.5.1InterpolationMethods523.5.2NumericalIntegration553.5.3HowtoSimulatetheModel594Econometrics614.1Overview614.2SomeIllustrativeExamples614.2.1CoinFlipping614.2.2SupplyandDemand

5、Revisited744.3EstimationMethodsandAsymptoticProperties794.3.1GeneralizedMethodofMoments804.3.2MaximumLikelihood834.3.3Simulation-BasedMethods854.4Conclusion97IIApplications5StochasticGrowth1035.1Overview1035.2NonstochasticGrowthModel1035.2.1AnExample1055.2.2

6、NumericalAnalysis1075.3StochasticGrowthModel1115.3.1Environment1125.3.2Bellman’sEquation1135.3.3SolutionMethods1155.3.4Decentralization1205.4AStochasticGrowthModelwithEndogenousLaborSupply1225.4.1Planner’sDynamicProgrammingProblem1225.4.2NumericalAnalysis124

7、5.5ConfrontingtheData1255.5.1Moments1265.5.2GMM1285.5.3IndirectInference1305.5.4MaximumLikelihoodEstimation131Contentsix5.6SomeExtensions1325.6.1TechnologicalComplementarities1335.6.2MultipleSectors1345.6.3TasteShocks1365.6.4Taxes1365.7Conclusion1386Consumpt

8、ion1396.1OverviewandMotivation1396.2Two-PeriodProblem1396.2.1BasicProblem1406.2.2StochasticIncome1436.2.3PortfolioChoice1456.2.4BorrowingRestrictions1466.3InfiniteHorizonFormulation:TheoryandEmpi