开始时间: 04/22/2022 持续时间: 未知
所在平台: MIT公开课 课程类别: 经济与金融 大学或机构: ocw |
课程评论:没有评论
The unifying theme of this course is best captured by the title of our main reference book: "Recursive Methods in Economic Dynamics". We start by covering deterministic and stochastic dynamic optimization using dynamic programming analysis. We then study the properties of the resulting dynamic systems. Finally, we will go over a recursive method for repeated games that has proven useful in contract theory and macroeconomics. We shall stress applications and examples of all these techniques throughout the course.