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Chapter 1 Mathematical Preliminaries |
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1 | (71) |
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1 | (18) |
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19 | (6) |
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1.3 The Algebra of Operators |
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25 | (6) |
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1.4 Introduction to Linear Algebra |
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31 | (24) |
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55 | (17) |
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Chapter 2 Introduction To Difference Equations |
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72 | (22) |
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2.1 Applications of Difference Equations in Economics |
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73 | (9) |
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2.2 The Concept of a Solution of a Difference Equation |
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82 | (5) |
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2.3 The Solution of the Equation y(t+l) - ay(t) = b |
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87 | (2) |
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2.4 Limiting Behavior of the Solution |
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89 | (5) |
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Chapter 3 General Theory Of Linear Difference Equations |
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94 | (15) |
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94 | (4) |
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3.2 The Homogeneous Linear Difference Equation |
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98 | (10) |
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108 | (1) |
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Chapter 4 Linear Homogeneous Difference Equations With Constant Coefficients |
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109 | (29) |
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109 | (3) |
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4.2 The Second Order Case |
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112 | (7) |
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119 | (13) |
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4.4 Limiting Behavior of Solutions of Linear Homogeneous Difference Equations Having Constant Coefficients |
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132 | (2) |
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134 | (4) |
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Chapter 5 Particular Solutions |
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138 | (15) |
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138 | (2) |
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5.2 Particular Solution when f(t) is Constant |
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140 | (4) |
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5.3 The Method of Undetermined Coefficients |
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144 | (5) |
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149 | (4) |
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Chapter 6 Solving Linear Difference Equations Using Operators |
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153 | (16) |
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Chapter 7 Equilibrium And Stability |
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169 | (18) |
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169 | (5) |
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7.2 The Routhian Conditions to Check Stability |
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174 | (10) |
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184 | (3) |
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Chapter 8 Systems Of Difference Equations |
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187 | (22) |
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Chapter 9 Distributed Lags |
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209 | (32) |
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209 | (4) |
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9.2 The Koyck Distributed Lag Model |
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213 | (3) |
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9.3 The Lag Polynomial Operator |
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216 | (4) |
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9.4 The General Distributed Lag Model |
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220 | (11) |
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9.5 Some Frequently Used Lag Distributions |
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231 | (5) |
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9.6 Summary and Conclusions |
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236 | (5) |
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Chapter 10 Analysis Of Accelerator Models |
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241 | (42) |
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241 | (18) |
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10.2 Analysis Using Matrices and Shift Operators |
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259 | (2) |
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10.3 Capital Stock Adjustment Models |
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261 | (8) |
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269 | (2) |
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271 | (12) |
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Chapter 11 Linear Dynamic Economic Models |
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283 | (40) |
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283 | (4) |
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287 | (4) |
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11.3 Impact and Delay Multipliers |
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291 | (4) |
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11.4 The First Order Model |
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295 | (9) |
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11.5 The Total Multipliers |
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304 | (7) |
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11.6 Analysis using Operators |
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311 | (7) |
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318 | (5) |
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319 | (4) |
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Chapter 12 The Cyclic Properties Of The Linear Model |
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323 | (16) |
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323 | (2) |
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325 | (2) |
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12.3 The Effect of DX(t) + ADX(t-1) +...+ At-1 DX(1) |
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327 | (4) |
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12.4 The Effect of V(t) + AV(t-1) +...+ At-1v(1) |
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331 | (8) |
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Appendix: The Expectation Notation |
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336 | (3) |
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Chapter 13 Introduction To Optimal Control |
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339 | (12) |
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339 | (3) |
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13.2 The Single Period Optimal Control Problem |
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342 | (2) |
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344 | (1) |
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13.4 The Multi-Period Optimal Control Problem |
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345 | (6) |
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Chapter 14 Forecasting With Autoregressive Models |
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351 | (23) |
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351 | (2) |
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14.2 Stationary Stochastic Processes |
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353 | (4) |
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14.3 Introduction to Autoregressive Models |
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357 | (5) |
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14.4 The Autocorrelation Function of an Autoregressive Process |
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362 | (2) |
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14.5 The Partial Autocorrelation Function of an Autoregressive Process |
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364 | (2) |
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14.6 Moving Average Processes |
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366 | (1) |
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14.7 Mixed Autoregressive-Moving Average Models |
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367 | (3) |
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370 | (4) |
Bibliography |
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374 | (4) |
Index |
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378 | |