Dynamic macroeconomic theory
Thomas J. Sargent
Describes the general equilibrium models that have been built to help interpret time series observations of economic aggregates and predicts the consequence of alternative government interventions.

by Patrick L. Anderson (2005)
"Business Economics and Finance: Using MATLAB, GIS, and Simulation Models takes recent theoretical advances in Finance and Economics and shows how they can be implemented in the real world. It presents tactics for using mathematical and simulation models to solve complex tasks of forecasting income, valuing businesses, predicting retail sales, evaluating markets, and solving tax and regulatory problems." "This is the first book to fully explore the capabilities of MATLAB in the field of business economics. Some techniques, such as fuzzy logic, retail sales, economic and fiscal impact models, and other MATLAB and Simulink models are described here for the first time in print. The sections on business income and value break new ground by directly incorporating uncertainty, "real option" value, and prediction of variables using Ito and "jump" processes."--BOOK JACKET.
Thomas J. Sargent
Describes the general equilibrium models that have been built to help interpret time series observations of economic aggregates and predicts the consequence of alternative government interventions.
Joseph A. Herriges and Catherine L. Kling
"This volume analyzes revealed preference approaches to modeling the demand for recreational resources. It presents one of the most thorough treatments of methods that rely on observed behavior to estimate the value of environmental amenities." "This volume will be essential reading for those interested in 'tooling up' on revealed preference approaches. For long-term practitioners, the papers provide an invaluable reference on recent developments in their field."--BOOK JACKET.
Atle Seierstad and Knut Sydsæter
This book serves not only as an introduction, but also as an advanced text and reference source in the field of deterministic optimal control systems governed by ordinary differential equations. It also includes an introduction to the classical calculus of variations. An important feature of the book is the inclusion of a large number of examples, in which the theory is applied to a wide variety of economics problems. The presentation of simple models helps illuminate pertinent qualitative and analytic points, useful when confronted with a more complex reality. These models cover: economic growth in both open and closed economies, exploitation of (non- ) renewable resources, pollution control, behaviour of firms, and differential games. A great emphasis on precision pervades the book, setting it apart from the bulk of literature in this area. The rigorous techniques presented should help the reader avoid errors which often recur in the application of control theory within economics.
Ken Nyholm
Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers this Enables readers to implement financial and econometric models in Matlab All central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps needed All concepts and techniques are introduced from a basic level Chapter 1 introduces Matlab and matrix algebra, it serves to make the reader familiar with the use and basic capabilities if Matlab. The chapter concludes with a walkthrough of a linear regression model, showing how Matlab can be used to solve an example problem analytically and by the use of optimization and simulation techniques Chapter 2 introduces expected return and risk as central concepts in finance theory using fixed income instruments as exa...