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50 changes: 50 additions & 0 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,13 @@
Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
###

@book{Sargent_Stachurski_2025,
place={Cambridge},
title={Dynamic Programming: Finite States},
publisher={Cambridge University Press},
author={Sargent, Thomas J and Stachurski, John},
year={2025}
}

@incollection{slutsky:1927,
address = {Moscow},
Expand Down Expand Up @@ -1296,6 +1303,27 @@ @incollection{Bewley86
address = {Amsterdam},
pages = {27-102}
}
@article{jacobson1973optimal,
title={Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games},
author={Jacobson, David},
journal={IEEE Transactions on Automatic control},
volume={18},
number={2},
pages={124--131},
year={1973},
publisher={IEEE}
}

@article{hansen1995discounted,
title={Discounted linear exponential quadratic gaussian control},
author={Hansen, Lars Peter and Sargent, Thomas J},
journal={IEEE Transactions on Automatic control},
volume={40},
number={5},
pages={968--971},
year={1995},
publisher={IEEE}
}

@article{Tall2000,
author = {Tallarini, Thomas D},
Expand All @@ -1308,6 +1336,28 @@ @article{Tall2000
month = {June}
}

@article{Hansen_Jagannathan_1991,
author = {Hansen, Lars Peter and Jagannathan, Ravi},
title = {Implications of Security Market Data for Models of Dynamic Economies},
journal = {Journal of Political Economy},
year = {1991},
volume = {99},
number = {2},
pages = {225--262},
doi = {10.1086/261750}
}

@article{Weil_1989,
author = {Weil, Philippe},
title = {The Equity Premium Puzzle and the Risk-Free Rate Puzzle},
journal = {Journal of Monetary Economics},
year = {1989},
volume = {24},
number = {3},
pages = {401--421},
doi = {10.1016/0304-3932(89)90028-7}
}

@book{Lucas1987,
title = {Models of business cycles},
author = {Lucas, Robert E},
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1 change: 1 addition & 0 deletions lectures/_toc.yml
Original file line number Diff line number Diff line change
Expand Up @@ -123,6 +123,7 @@ parts:
numbered: true
chapters:
- file: markov_asset
- file: doubts_or_variability
- file: ge_arrow
- file: harrison_kreps
- file: morris_learn
Expand Down
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