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Economia Matemática - 3E104 (2011-12)
Webpage at Sigarra (2010-11) (2009-10) (2008-09) (2007-08) (2006-07)
This webpage in 2010-11 (2009-10) (2008-09) (2007-08) (2006-07)
1 - Differential Equations and Difference Equations
See also:
A model of stock prices (De La Fuente, 2000, pp. 503-513).
The Solow model of economic growth (Solow, 1956; De La Fuente, 2000, pp. 518-527; Gandolfo, 1997, pp. 175-184).
A dynamic IS-LM model (De La Fuente, 2000, pp. 494-503).
An overlapping generations model of economic growth (Diamond, 1965; De La Fuente, 2000, pp. 527-537).
The multiplier-accelerator model (Samuelson, 1939; Gandolfo, 1997, pp. 71-81).
Bibliography:
De La Fuente, Angel (2000): "Mathematical Methods and Models for Economists", Cambridge University Press.
Gandolfo, Giancarlo (1997): "Economic Dynamics", 3rd edition, Springer.
Chiang, Alpha C. and Kevin Wainwright (2005): "Mathematical Economics", 4th edition, McGraw-Hill.
Other Bibliography:
Diamond, Peter (1965): "National Debt in a Neoclassical Growth Model", American Economic Review, 55 (5), pp. 1126-1150.
Machlup, Fritz (1959): "Statics and Dynamics: Kaleidoscopic Words", Southern Economic Journal, 26 (2), pp. 91-110 [reprinted in "Economic Semantics", 2nd edition, Transaction Publishers].
Samuelson, Paul (1939): "Interactions between the Multiplier Analysis and the Principle of Acceleration", Review of Economic Studies, 21 (2), pp. 75-78.
Solow, Robert (1956): "A Contribution to the Theory of Economic Growth", Quarterly Journal of Economics, 70 (1), pp. 65-94.
2 - Topology
Class notes by Carlos Hervés-Beloso: 1, 2, 3, 4.
3 - Optimal Control and Dynamic Programming
Bibliography:
Stokey, Nancy L. and Robert E. Lucas, with Edward C. Prescott (1989): "Recursive Methods in Economic Dynamics", Harvard University Press.
Other Bibliography:
Borges, Ana P. and João Correia-da-Silva (2011): "Using cost observation to regulate a manager who has a preference for empire building", The Manchester School, 79 (1), pp. 29-44.
Cass, David (1965): "Optimum growth in an aggregative model of capital accumulation", Review of Economic Studies, 32 (3), pp. 233-240.
Hotelling, Harold (1931): "The economics of exhaustible resources", Journal of Political Economy, 39 (2), pp. 137-175.
Laffont, Jean-J., and Jean Tirole (1986): "Using Cost Observation to Regulate Firms", Journal of Political Economy, 94 (3), pp. 614-641.
See also: The growth model of Ramsey-Cass-Koopmans (De La Fuente, 2000, pp. 622-629).
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