Recursive models of dynamic linear economies [electronic resource] / Lars Peter Hansen, Thomas J. Sargent.

Acknowledgements
Preface
Overview
Theory and econometrics
Tools
Linear stochastic difference equations
Efficient computations
Components of economies
Economic environments
Optimal resource allocations
A commodity space
Competitive economies
Representations and properties
Statistical representations
Canonical household technologies
Examples
Permanent income models
Gorman heterogeneous households
Complete markets aggregation
References
Subject index
Author index
MATLAB index.