Recursive Macroeconomic Theory

by Lars Ljungqvist (Stockholm School of Economics)
and Thomas J. Sargent (Hoover Institution and Stanford University)

Final April 28 draft. This book is virtually complete and to be published by MIT Press in Fall 2000. It will be withdrawn from this web page in about three weeks.

The subject is recursive methods and their applications in macroeconomics and monetary economics. Some chapters are more tentative than others. You can e-mail us at sargent@leland.stanford.edu (sargent).

• Title page greentit.ps
• Preface redintr.ps
• Table of Contents contentsfinal.ps
•  

The following parts are available in 100 page installments.

• Part 1 part1.ps (pages 1-100)
• Part 2 part2.ps (pages 101-200)
• Part 3 part3.ps (pages 201-300)
• Part 4 part4.ps (pages 301-400)
• Part 5 part5.ps (pages 401-end)

End material

• Author Index glossaryfinal.ps
• Subject ndex indexfinal.ps
• Matlab programs index progindexfinal.ps
• References redref.ps

   

Chapter titles

• Time Series red1.ps
• Dynamic Programming red2.ps
• Practical Dynamic Programming red3.ps
• Linear Quadratic Dynamic Programming red4.ps
• Search, Matching and Unemployment red5.ps
• Rational Expectations Equilibrium red6.ps
• Competitive Equilibrium red7.ps
• Overlapping Generations red8.ps
• Ricardian Equivalence red9.ps
• Asset Pricing red10.ps
• Growth red11.ps
• Optimal Taxation with Commitment red12.ps
• Self-Insurance red13.ps
• Incomplete Markets Models red14.ps
• Insurance with Recursive Contracts red15.ps
• Credible Government Policies red16.ps
• Fiscal-Monetary Theories of Inflation red17.ps
• Credit and Currency red18.ps
• Equilibrium Search and Matching red19.ps
• Appendix on Functional Analysis blue15.ps
• Appendix on Dual Filtering and Control blue16.ps