Index

A

AR	ARMA, [1] ARMA Processes

B

Bellman Equation

C

Coase's Theory of the Firm Complex Numbers Consumption Tax

Covariance Stationary Covariance Stationary Processes AR MA

D

Discrete State Dynamic Programming

E

Elementary Asset Pricing

F

Fixed Point Theory

G

General Linear Processes

L

Linear Markov Perfect Equilibria Lucas Model Assets Computation Consumers Dynamic Program Equilibrium Constraints Equilibrium Price Function Pricing Solving

M

MA Markov Chains Continuous State Markov Perfect Equilibrium Applications Overview

Models Additive functionals, [1], [2] Lucas Asset Pricing

N

Nonparametric Estimation

O

Orthogonal Projection

P

Periodograms Computation Interpretation

python, [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13]

R

Ramsey Problem Optimal Taxation

Robustness

S

Smoothing Tax Spectra Estimation Spectra, Estimation AR(1) Setting Fast Fourier Transform Pre-Filtering Smoothing, [1], [2]

Spectral Analysis, [1] Spectral Densities Spectral Density interpretation Inverting the Transformation Mathematical Theory

W

White Noise, [1]

Wold Representation