Index

C

Consumption Tax

K

Kalman Filter Programming Implementation Recursive Procedure

Kalman Filter 2

L

Linear State Space Models Distributions, [1] Ergodicity Martingale Difference Shocks Moments Moving Average Representations Prediction Seasonals Stationarity Time Trends Univariate Autoregressive Processes Vector Autoregressions

LQ Control Infinite Horizon Optimality (Finite Horizon)

M

Models Linear State Space Permanent Income, [1]

O

Optimal Taxation in an LQ Economy, [1]

P

Permanent Income II: LQ Techniques, [1] Permanent Income Model Hall's Representation Savings Problem

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

R

Ramsey Problem Optimal Taxation

S

Smoothing Tax

T

The Permanent Income Model, [1]