Miao, jianjun, pengfei wang, and zhiwei xu, 2012, a bayesian dsge model of stock market bubbles and business cycles, working paper, boston university. Please send me emails whenever you have any comments on the book. Buy economic dynamics in discrete time the mit press by miao, jianjun isbn. Economic dynamics in discrete time paperback jan 01, 2016. This manual includes solutions to the oddnumbered exercises in the second edition of economic dynamics in. A unified, comprehensive, and uptodate introduction to the analytical and numerical tools for solving dynamic economic problems. Journal of economic dynamics and control 24, 1405 1423. Many papers adopt the kiyotaki and moore 1997 collateral constraint, which ensures that the debt. Journal version old version the risk of hitting the zero lower bound and the optimal inflation target.
Yue jiang, jianjun miao, zhouxiang shen, dongling su, zhiteng zeng, and fan zhuo 2020 solutions to the oddnumbered exercises in the second edition of economic dynamics in discrete time. The focus is on introducing recursive methods an important part of every economists. Student solutions manual to accompany economic dynamics in. D92,e22,e62,g31,h32 abstract we develop a dynamic general equilibrium model to study the impact of the 2003 dividend and capital gains tax cuts. This solutions manual is a companion volume to the classic textbook recursive methods in economic dynamics by nancy l. He has widely published in leading economics, finance, and. Download recursive methods in economic dynamics pdf. Purdue university department of economics, boston university department of economics, federal reserve bank of st. Economic dynamics in discrete time jianjun miao download.
Economic dynamics in discrete time the mit press miao, jianjun on. Reliable information about the coronavirus covid19 is available from the world health organization current situation, international travel. Sep 12, 2014 economic dynamics in discrete time by jianjun miao, 9780262027618, available at book depository with free delivery worldwide. Jianjun miaos book provides a clear and comprehensive introduction to the analytical and numerical methods that make up the language of modern macroeconomic theory. Miao, wang, and xu 20 and miao, wang, and zha 2014. Journal of economic dynamics and control 27 2003, 12531288. Neng wang is chong khoon lin professor of real estate and finance at columbia business school and a research associate senior research fellow at the national bureau of economic research nber. Jianjun miao, adrian peraltaalva and manuel santos. Journal of economic dynamics and control 27 7, 12531288, 2003. Louis and university of miami school of business administration. Pdf economic dynamics in discrete time semantic scholar. This book describes a remarkable and valuable collection of tools for the study of economic dynamics under uncertainty. What inventories tell us about aggregate fluctuations a tractable approach to s,s policies with pengfei wang and yi wen, 2014, journal of economic and dynamics control. The focus is on introducing recursive methods an important part of every economists set of tools and readers will learn to apply recursive methods to a.
Economic growth under money illusion, with danyang xie, journal of economic dynamics and control 37 20, 84103. Economic dynamics in discrete time by, 9780262325608. This \aggregate irrelevance of information can occur even when sectoral expectations and dynamics are quite di erent under partial information, and despite the fact that each sector represents a nonnegligible portion of the overall economy. Oclcs webjunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus. The focus is on introducing recursive methods an important part of every economists set of tools and readers will learn to apply recursive methods to a variety of dynamic economic problems. Economic dynamics in discrete time by jianjun miao, 9780262027618, available at book depository with free delivery worldwide.
Transitional dynamics of dividend and capital gains tax cuts. Student solutions manual to accompany economic dynamics in discrete time. Three types of robust ramsey problems in a linearquadratic framework, with. Jianjun miao is professor of economics at boston university. Journal of economic dynamics and control 76, 211 231. Efficient and lucid in approach, this manual will greatly enhance the value of recursive methods as a text for selfstudy. Economic dynamics in discrete time by jianjun miao english 2014 isbn. Pdf recursive methods in economic dynamics download full. Intersectoral linkages, diverse information, and aggregate dynamics in a neoclassical model manoj atoliay florida state university.
This book offers a unified, comprehensive, and uptodate treatment of analytical and numerical tools for solving dynamic economic problems. Everyday low prices and free delivery on eligible orders. Download recursive methods in economic dynamics pdf search. Ceo power, compensation, and governance, with rui albuquerque, annals of economics and finance 14 20, 2157. Risk, uncertainty, and option exercise, with jianjun miao, journal of economic dynamics and control, 354, 442461, 2011 15. A bayesian dsge model of stock market bubbles and business cycles with jianjun miao and pengfei wang, 2015, quantitative economics.
His current collaborative research develops and applies methods for pricing the exposure to macroeconomic shocks over alternative investment horizons and investigates the implications of the pricing of longterm uncertainty. Reviews this book describes a remarkable collection of basic and advanced tools for the analysis of discretetime dynamical systems, both deterministic and stochastic, that have been usefully applied to the study of economic dynamic models. A unified and comprehensive introduction to the analytical and numerical tools for solving dynamic economic problems. Economic dynamics in discrete time paperback jan 01, 2016 miao jianjun. Economic dynamics in discrete time by jianjun miao economic dynamics in discrete time by jianjun miao pp. Dirk hackbarth and jianjun miao, the dynamics of mergers and acquisitions in oligopolistic industries, journal of economic dynamics and control, 36, 4, 585, 2012. Phuong viet ngo research cleveland state university. Optimal capital structure and industry dynamics miao. Download full recursive methods in economic dynamics book in pdf, epub, mobi and all ebook format.
Lars peter hansen is a leading expert in economic dynamics who works at the boundaries of macroeconomics, finance, and econometrics. Journal of economic dynamics and control, forthcoming, efa 2007 ljubljana meetings paper. The author, jianjun miao, is a wellknown researcher in macro theory and the text, as he writes at the beginning of the book, developed from his. Download citation on aug 20, 2015, martin barbie and others published miao, jianjun. Gourio, francois and jianjun miao, 2008, firm heterogeneity and the longrun eects of dividend tax reform, forthcoming in american economic journal. Jianjun miao s book provides a clear and comprehensive introduction to the analytical and numerical methods that make up the language of modern macroeconomic theory. Economic dynamics in discrete time the mit press jianjun miao on amazon. Jianjun miao bu personal websites boston university. In addition, the borrowing constraint in our model di. Journal of economic dynamics and control, forthcoming, efa 2007 ljubljana meetings paper number of pages.
Journal of economic dynamics and control vol 36, issue 4. Economic dynamics in discrete time books pics download. Professor miao explores the tractable formulation of stochastic models combined with methods for solving and analyzing such models. Journal version old version does calvo meet rotermberg at the zero lower bound. Numerous and frequentlyupdated resource results are available from this search.
Economic dynamics in discrete time paperback jan 01. The dynamics of mergers and acquisitions in oligopolistic. Miao, jianjun and hackbarth, dirk, the dynamics of mergers and acquisitions in oligopolistic industries november 30, 2011. He is an associate editor at the journal of finance and was an editor in the finance area at the management science. Kwon, hyosung and miao, jianjun 2017 three types of robust ramsey problem in a linearquadratic framework. It is bound to become a standard reference on the subject. Current academic appointments past academic appointments. The mix of theory, applications, and examples renders it an excellent learning tool.
Mart mestieri, jianjun miao, kristoffer nimark, franck portier, and robert ulbricht for many helpful comments and suggestions and to ethan struby for excellent research assistance. Introduction to economic theory of bubbles request pdf. This manual includes solutions to the oddnumbered exercises in the second edition of economic dynamics in discrete time. Oct 10, 2014 buy economic dynamics in discrete time the mit press by miao, jianjun isbn. Transitional dynamics of dividend and capital gains tax cuts, nber working papers 16157, national bureau of economic research.
Intersectoral linkages, diverse information, and aggregate. Economic dynamics in discrete time by jianjun miao. Hyosung kwon, journal of economic dynamics and control 76. Economic dynamics in discrete time find, read and cite all the. Mar 05, 2008 miao, jianjun and hackbarth, dirk, the dynamics of mergers and acquisitions in oligopolistic industries november 30, 2011. Jianjun miao professor of economics department of economics. From its inception, the journal has tried to stimulate economic research around the world by publishing cutting edge papers in many areas of economics, including econometrics, economic theory, macro, and applied economics. The book can be purchased from amazon or barnes and noble. Sep 12, 2014 economic dynamics in discrete time the mit press miao, jianjun on.
Jianjun miao this book offers a unified, comprehensive, and uptodate treatment of analytical and numerical tools for solving dynamic economic problems. Journal of economic dynamics and control, forthcoming. Economic dynamics in discrete time paperback jan 01, 2016 miao jianjun maio on. Journal of economic dynamics and control vol 76, pages 1.
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