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A Simple Introduction to Dynamic Programming in Macroeconomic Models

Author

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  • King, Ian

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.

Suggested Citation

  • King, Ian, 2002. "A Simple Introduction to Dynamic Programming in Macroeconomic Models," Working Papers 190, Department of Economics, The University of Auckland.
    • Handle: RePEc:auc:wpaper:190
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    File URL: http://hdl.handle.net/2292/190
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    Cited by:

    1. Joachim Zietz, 2007. "Dynamic Programming: An Introduction by Example," The Journal of Economic Education, Taylor & Francis Journals, vol. 38(2), pages 165-186, April.

    More about this item

    Keywords

    Economics;

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