Tentative reading list

Aiyagari, R: Uninsured idiosyncratic risk and saving, 1994. QJE.

Lucas, R: Asset prices in an exchange economy, 1978. Econometrica 46, 1426–45.

Klein, P and J. V. Rios-Rull: Time consistent optimal fiscal policy, 2003. IER.

Rust, J: Numerical Dynamic Programming in Economics, chapter 14 in H. Amman, D. Kendrick and J. Rust (eds.) Handbook of Computational Economics Elsevier. North Holland.

[SC] Schweder, T.: Examples of stochastic modeling and analysis in economics, 2007. Mimeo. Download.

[SE] Seierstad, A.: The control of diffusions, 2004. Mimeo.

[TK] Taylor, H.M. and S. Karlin: An introduction to stochastic modeling, (3rd edition) 1998. Academic Press. Chapters 1-6 and 8.

Published Oct. 24, 2006 11:24 AM - Last modified Nov. 20, 2015 10:06 AM