A Simple Introduction to Dynamic Programming in Macroeconomic Models

Ian King

No 190, Working Papers from Department of Economics, The University of Auckland

Abstract: This is intended as a very basic introduction to the mathematical methods used in Thomas Sargent's book Dynamic Macroeconomic Theory. It assumes that readers have no further mathematical background than an undergraduate "Mathematics for Economists" course. It contains sections on deterministic finite horizon models, deterministic infinite horizon models, and stochastic infinite horizon models. Fully worked out examples are also provided.

Keywords: Economics (search for similar items in EconPapers)
Date: 2002
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