The collected scientific work of David Cass
著者
書誌事項
The collected scientific work of David Cass
（International symposia in economic theory and econometrics, v. 21）
Emerald, 2011
- pt. A
- pt. B
- pt. C
大学図書館所蔵 件 / 全6件
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pt. A330.1||C 34||10096490,
pt. B330.1||C 34||20096491, pt. C330.1||C 34||30096492 -
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注記
Includes bibliographical references
内容説明・目次
- 巻冊次
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pt. A ISBN 9780857246417
内容説明
The three volumes of the "Collected Scientific Works of David Cass" are ordered chronologically, which happens to coincide with the development of the three major advances in Cass' research agenda, the development of the neoclassical growth model, the discovery of sunspot equilibria, and the analysis of models of market incompleteness. This volume consists of Cass' early work from his time in graduate school at Stanford University, studying under Hirofumi Uzawa, and as an assistant professor at Yale's Cowles Commission, and his tenure at Carnegie Mellon University's Graduate School of Industrial Administration. The work in this volume focuses primarily on Cass' contributions to what is now known as the Ramsey-Cass-Kooopmans neoclassical growth model, and the development of what is now known as the Cass criterion for determining whether intertemporal allocations are efficient. This period also includes Cass' early work on overlapping generation's models, asset pricing models, and methodological contributions in dynamic systems applications in economics.
- 巻冊次
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pt. B ISBN 9780857246431
内容説明
The three volumes of the "The Collected Scientific Works of David Cass" are ordered chronologically, which happens to coincide with the development of the three major advances in Cass' research agenda, the development of the neoclassical growth model, the discovery of sunspot equilibria, and the analysis of models of market incompleteness. This volume consists of the work Cass completed after leaving Carnegie Mellon for the University of Pennsylvania's Economics Department (where he remained for the rest of his career). The work during this period encompasses his well-known collaboration with Karl Shell and Yves Balasko on overlapping generations models, and his development with Karl of the notion of 'sunspot equilibria' - rational expectations equilibria which are essentially self-fulfilling prophecies. This period also saw the beginnings of Cass' pioneering research into the theory of incomplete markets, which grew naturally form his early interest in models of asset pricing, and includes the paper which developed what is now known as the Cass trick for analyzing incomplete markets models.
- 巻冊次
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pt. C ISBN 9780857246455
内容説明
The three volumes of the "Collected Scientific Works of David Cass" are ordered chronologically, which happens to coincide with the development of the three major advances in Cass' research agenda, the development of the neoclassical growth model, the discovery of sunspot equilibria, and the analysis of models of market incompleteness. This volume covers the period from the middle 1980's through the end of Cass' life in 2008. Cass' research during this period included definitive papers showing that competitive equilibrium is generically indeterminate when markets are incomplete, and on the relationship between market incompleteness and the existence of sunspot equilibrium. This period also saw the follow-on papers addressing the issue of how financial innovation affects economic welfare, showing in particular that innovation can lead to welfare losses as well as gains, depending on the nature of the innovation.
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