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Recursive Models of Dynamic Linear Economies

Lars Peter Hansen and Thomas J. Sargent

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691042770
eISBN:
9781400848188
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691042770.001.0001
Subject:
Economics and Finance, History of Economic Thought

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. This book uses these tools to create a class of econometrically tractable models of prices and ... More


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