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(英文版)数理经济学的基本方法Fundamental Methods of Mathematical Economics

文件格式:Pdf 可复制性:可复制 TAG标签: 数理经济学 Mathematical 基本方法 Fundamental Methods 点击次数: 更新时间:2009-09-13 09:49
介绍

本书内容如下:

Part 1 Introduction
1 The Nature of Mathematical Economics 3
1.1 Mathematical versus Nonmathematical Economics 3
1.2 Mathematical Economics versus Econometrics 5
2 Economic Models 7
2.1 Ingredients of a Mathematical Model 7
2.2 The Real-Number System 10
2.3 The Concept of Sets 11
2.4 Relations and Functions 17
2.5 Types of Function 23
2.6 Functions of Two or More Independent Variables 29
2.7 Levels of Generality 31
Part 2 Static (or Equilibrium) Analysis
3 Equilibrium Analysis in Economics 35
3.1 The Meaning of Equilibrium 35
3.2 Partial Market Equilibrium—A Linear Model 36
VI CONTENTS
3.3 Partial Market Equilibrium—A Nonlinear Model 40
3.4 General Market Equilibrium 46
3.5 Equilibrium in National-Income Analysis 52
4 Linear Models and Matrix Algebra 54
4.1 Matrices and Vectors 55
4.2 Matrix Operations 58
4.3 Notes on Vector Operations 67
4.4 Commutative, Associative, and Distributive Laws 76
4.5 Identity Matrices and Null Matrices 79
4.6 Transposes and Inverses 82
5 Linear Models and Matrix Algebra (Continued) 88
5.1 Conditions for Nonsingularity of a Matrix 88
5.2 Test of Nonsingularity by Use of Determinant 92
5.3 Basic Properties of Determinants 98
5.4 Finding the Inverse Matrix 103
5.5 Cramer's Rule 107
5.6 Application to Market and National-Income Models 112
5.7 Leontief Input-Output Models 115
5.8 Limitations of Static Analysis 124
Part 3 Comparative-Static Analysis
6 Comparative Statics and the Concept
of Derivative 127
6.1 The Nature of Comparative Statics 127
6.2 Rate of Change and the Derivative 128
6.3 The Derivative and the Slope of a Curve 131
6.4 The Concept of Limit 132
6.5 Digression on Inequalities and Absolute Values 141
6.6 Limit Theorems 145
6.7 Continuity and Differentiability of a Function 147
7 Rules of Differentiation and Their Use
in Comparative Statics 155
7.1 Rules of Differentiation for a Function of One Variable 155
7.2 Rules of Differentiation Involving Two or More
Functions of the Same Variable 159
7.3 Rules of Differentiation Involving Functions of
Different Variables 169
7.4 Partial Differentiation 174
7.5 Applications to Comparative-Static Analysis 178
7.6 Note on Jacobian Determinants 184
CONTENTS Vll
8 Comparative-Static Analysis of
General-Function Models 187
8.1 Differentials 188
8.2 Total Differentials 194
8.3 Rules of Differentials 196
8.4 Total Derivatives 198
8.5 Derivatives of Implicit Functions 204
8.6 Comparative Statics of General-Function Models 215
8.7 Limitations of Comparative Statics 226
Part 4 Optimization Problems
9 Optimization: A Special Variety of
Equilibrium Analysis 231
9.1 Optimum Values and Extreme Values 232
9.2 Relative Maximum and Minimum; First-Derivative Test 233
9.3 Second and Higher Derivatives 239
9.4 Second-Derivative Test 245
9.5 Digression on Maclaurin and Taylor Series 254
9.6 N th-Derivative Test for Relative Extremum of a
Function of One Variable 263
10 Exponential and Logarithmic Functions 268
10.1 The Nature of Exponential Functions 269
10.2 Natural Exponential Functions and the Problem
of Growth 274
10.3 Logarithms 282
10.4 Logarithmic Functions 287
10.5 Derivatives of Exponential and Logarithmic Functions 292
10.6 Optimal Timing 298
10.7 Further Applications of Exponential and
Logarithmic Derivatives 302
11 The Case of More than One Choice Variable 307
11.1 The Differential Version of Optimization Conditions 308
11.2 Extreme Values of a Function of Two Variables 310
11.3 Quadratic Forms—An Excursion 319
11.4 Objective Functions with More than Two Variables 332
11.5 Second-Order Conditions in Relation to Concavity and Convexity 337
11.6 Economic Applications 353
11.7 Comparative-Static Aspects of Optimization 364
12 Optimization with Equality Constraints 369
12.1 Effects of a Constraint 370
12.2 Finding the Stationary Values 372
12.3 Second-Order Conditions 379
Vlll CONTENTS
12.4 Quasiconcavity and Quasiconvexity 387
12.5 Utility Maximization and Consumer Demand 400
12.6 Homogeneous Functions 410
12.7 Least-Cost Combination of Inputs 418
12.8 Some Concluding Remarks 431
Part 5 Dynamic Analysis
13 Economic Dynamics and Integral Calculus 435
13.1 Dynamics and Integration 436
13.2 Indefinite Integrals 437
13.3 Definite Integrals 447
13.4 Improper Integrals 454
13.5 Some Economic Applications of Integrals 458
13.6 Domar Growth Model 465
14 Continuous Time: First-Order
Differential Equations 470
14.1 First-Order Linear Differential Equations with Constant
Coefficient and Constant Term 470
14.2 Dynamics of Market Price 475
14.3 Variable Coefficient and Variable Term 480
14.4 Exact Differential Equations 483
14.5 Nonlinear Differential Equations of the First Order
and First Degree 489
14.6 The Qualitative-Graphic Approach 493
14.7 Solow Growth Model 496
15 Higher-Order Differential Equations 502
15-1 Second-Order Linear Differential Equations with
Constant Coefficients and Constant Term 503
15.2 Complex Numbers and Circular Functions 511
15.3 Analysis of the Complex-Root Case 523
15.4 A Market Model with Price Expectations 529
15.5 The Interaction of Inflation and Unemployment 535
15.6 Differential Equations with a Variable Term 541
15.7 Higher-Order Linear Differential Equations 544
16 Discrete Time: First-Order Difference Equations 549
16.1 Discrete Time, Differences, and Difference Equations 550
16.2 Solving a First-Order Difference Equation 551
16.3 The Dynamic Stability of Equilibrium 557
16.4 The Cobweb Model 561
16.5 A Market Model with Inventory 566
16.6 Nonlinear Difference Equations—The Qualitative-Graphic Approach 569
CONTENTS IX
17 Higher-Order Difference Equations 576
17.1 Second-Order Linear Difference Equations with Constant
Coefficients and Constant Term 577
17.2 Samuelson Multiplier-Acceleration Interaction Model 585
17.3 Inflation and Unemployment in Discrete Time 591
17.4 Generalizations to Variable-Term and Higher-Order Equations 596
18 Simultaneous Differential Equations and
Difference Equations 605
18.1 The Genesis of Dynamic Systems 605
18.2 Solving Simultaneous Dynamic Equations 608
18.3 Dynamic Input-Output Models 616
18.4 The Inflation-Unemployment Model Once More 623
18.5 Two-Variable Phase Diagrams 628
18.6 Linearization of a Nonlinear Differential-Equation System 638
18.7 Limitations of Dynamic Analysis 646
Part 6 Mathematical Programming
19 Linear Programming 651
19.1 Simple Examples of Linear Programming 652
19.2 General Formulation of Linear Programs 661
19.3 Convex Sets and Linear Programming 665
19.4 Simplex Method: Finding the Extreme Points 671
19.5 Simplex Method; Finding the Optimal Extreme Point 676
19.6 Further Notes on the Simplex Method 682
20 Linear Programming (Continued) 688
20.1 Duality 688
20.2 Economic Interpretation of a Dual 696
20.3 Activity Analysis: Micro Level 700
20.4 Activity Analysis: Macro Level 709
21 Nonlinear Programming 716
21.1 The Nature of Nonlinear Programming 716
21.2 Kuhn-Tucker Conditions 722
21.3 The Constraint Qualification 731
21.4 Kuhn-Tucker Sufficiency Theorem; Concave Programming 738
21.5 Arrow-Enthoven Sufficiency Theorem: Quasiconcave Programming 744
21.6 Economic Applications 747
21.7 Limitations of Mathematical Programming 754
The Greek Alphabet 756
Mathematical Symbols 757
A Short Reading List 760
Answers to Selected Exercise Problems 763
Index 781
 

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