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  3. Asset Pricing for Dynamic Economies
  • Cited by 12
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    • Publisher:
      Cambridge University Press
      Publication date:
      01 June 2010
      11 September 2008
      ISBN:
      9780511753909
      9780521875851
      9780521699143
      DOI:
      https://doi.org/10.1017/CBO9780511753909
      Dimensions:
      (247 x 174 mm)
      Weight & Pages:
      1.3kg, 602 Pages
      Dimensions:
      (247 x 174 mm)
      Weight & Pages:
      1.17kg, 600 Pages
      • Subjects:
      Economics, Economic Theory, Finance and Accountancy
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    • Selected: Digital
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    Subjects:
    Economics, Economic Theory, Finance and Accountancy
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    Book description

    This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features:Provides a consistent framework for understanding dynamic economic modelsIntroduces key concepts in finance in a discrete time settingDevelops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environmentSequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset pricesReviews business cycle analysis and the business cycle implications of monetary and international modelsCovers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costsIncludes end-of-chapter exercises allowing readers to monitor their understanding of each topicOnline resources are available at www.cambridge.org/altug_labadie

    Reviews

    'The team of Altug and Labadie have produced another superb book. Their first book sits on my book shelf where it is easy to reach. This second one will too.'

    William A. Brock - University of Wisconsin, Madison

    'This is an excellent text from many perspectives. Concepts and model constructs discussed are clearly and precisely laid out, always in the context of ample intuition. All the necessary understanding is built up from scratch in the early chapters of the book, giving the reader an excellent preparation for later chapters. As an introduction to general equilibrium macro-modeling cum asset pricing, it is exceptional, most especially for beginning researchers. Important empirical aspects are featured as well.'

    John Donaldson - Columbia Business School

    '… a major synthesis of the disciplines and could serve as a comprehensive guide to the new graduate student who wants to understand the mainstream tools and models for economists. … the authors did a magnificent job of integrating the macro and financial theories into a coherent whole. The mathematics is beautiful, complete and well stated. … Asset Pricing for Dynamic Economies may be useful to anyone who wants to understand the history of economic thought.'

    Source: Communications and Strategies

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