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課程名稱 |
經濟數學
Mathematics for Economics |
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開課學期 |
105-1 |
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授課對象 |
生物資源暨農學院 農業經濟學研究所 |
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授課教師 |
陸怡蕙 |
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課號 |
AGEC7077 |
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課程識別碼 |
627 M4720 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期三2,3,4(9:10~12:10) |
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上課地點 |
農經二 |
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備註 |
與賴志芳合開
總人數上限：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1051AGEC7077_2016 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
This one-semester course is aimed at building up graduate students’ familiarity and command of mathematical methods and/or tools for economic analysis and as a result to usher students from the realm of mathematics to the land of economics. |
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課程目標 |
The first part of the course concerns the mathematical foundations for microeconomic analysis, whereas the second part is comprised of the fundamental tools to the understanding of macroeconomic modeling. |
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課程要求 |
碩博士生皆可選修
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預期每週課後學習時數 |
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Office Hours |
另約時間 備註： by appointment |
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指定閱讀 |
Chiang, A. C. and K. Wainwright, 2005, Fundamental Methods of Mathematical Economics, 4th edition, McGraw-Hill International Edition. |
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參考書目 |
Part I
An overview of mathematics and optimization (Chapter 26, 27 in Microeconomic Analysis by Hal R. Varian)
Part II
1.Michael Hoy, John Livernois, Chris McKenna, Ray Rees, and Thanasis Stengos (2011) Mathematics for Economics, 3rd edition, The MIT Press.
2.Romer, (2011), Advanced Macroeconomics, 4th edition, McGraw-Hill.
3.Intriligator, Michael. (2002), Mathematical Optimization and Economic Theory, Philadelphia: Society for Industrial and Applied Mathematics
4.蔡攀龍，經濟學數學方法導論，台北，茂昌圖書公司。
5.陳明郎，「經濟成長」(二版)，民國101年，台北：華泰文化事業。 |
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
1st Midterm Exam |
20% |
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2. |
2nd Midterm Exam |
30% |
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3. |
Homework since 10th week |
20% |
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4. |
Final Exam |
30% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/14 |
1.Fundamental Mathematical Tools
i.Linear Models and Matrix Algebra (2 weeks)
ii.Rules of Differentiation and Their Use in Comparative Statics (1 week)
iii.Homogeneous, Homothetic Functions and Economical Examples (1 week) |
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第2週 |
9/21 |
2.Unconstrained and Constrained Optimization
i.First- and Second-order Conditions and Test of Definiteness (1 week)
ii.Convex set, Concave and Convex Functions (1 week)
iii.The Indirect Objective Function and Envelope Theorem (1 week)
iv.Constrained Optimization with Inequality Constraints (1 week) |
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第3週 |
9/28 |
3.Economic Dynamics and Integral Calculus
i.Dynamics and Integration
ii.Indefinite Integrals
iii.Definite Integrals
iv.Improper Integrals
v.Some Economic Applications of Integrals
vi.Domar Growth Model |
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第4週 |
10/05 |
4.Continuous Time: First-Order Differential Equations
i.First-Order Linear Differential Equations with Constant Coefficient and Constant Term
ii.Dynamics of Market Price |
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第5週 |
10/12 |
5.Discrete Time: First-Order Difference Equations
i.Discrete Time, Differences, and Difference Equations
ii.Solving a First-Order Difference Equation
iii.The Dynamics Stability of Equilibrium
iv.The Cobweb Model
v.A Market Model with Inventory
vi.Nonlinear Difference Equations─The Qualitative-Graphic Approach |
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第6週 |
10/19 |
6.Simultaneous Differential Equations and Difference Equations
i.The Genesis of Dynamic Systems
ii.Solving Simultaneous Dynamic Equations
iii.Dynamic Input-Output Models
iv.The Inflation-Unemployment Model
v.Two-Variables Phase Diagrams
vi.Linearization of a Nonlinear Differential-Equation System |
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第7週 |
10/26 |
7.Optimal Control Theory
i.The Nature of Optimal Control
ii.Alternative Terminal Conditions
iii.Autonomous Problems
iv.Economic Applications
v.Infinite Time Horizon
vi.Limitations of Dynamic Analysis |
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