Recursive Models of Dynamic Linear Economies

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In “Recursive Models of Dynamic Linear Economies,” Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They…

Cartea Recursive Models of Dynamic Linear Economies este la reduceri

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In “Recursive Models of Dynamic Linear Economies,” Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They…

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