Table of Contents:
  • 1. Time series
  • 2. Dynamic programming
  • 3. Practical dynamic programming
  • 4. Linear quadratic dynamic programming
  • 5. Search, matching, and unemployment
  • 6. Recursive (partial) equilibrium
  • 7. Competitive equilibrium with complete markets
  • 8. Overlapping generations models
  • 9. Ricardian equivalence
  • 10. Asset pricing
  • 11. Economic growth
  • 12. Optimal taxation with commitment
  • 13. Self-insurance
  • 14. Incomplete markets models
  • 15. Optimal social insurance
  • 16. Credible government policies
  • 17. Fiscal-monetary theories of inflation
  • 18. Credit and currency
  • 19. Equilibrium search and matching
  • 20. Appendix on functional analysis
  • 21. Appendix on control and filtering.