Books

4 minutes to read

Math

  • Basic
    • Essential Mathematics for Economic Analysis (Sydsaeter, Hammond, Carvajal) – covering algebra and very elementary subjects
    • Fundamental Methods of Mathematical Economics (Alpha Chiang) – covering a wide range of topics in static optimization and matrix algebra
    • Elements of Dynamic Optimization (Alpha Chiang) – covering Calculus of Variations and Optimal control theory (Dynamic Optimization).
    • The Structure of Economics: A Mathematical Analysis (Eugene Silverberg). – a lot of mid-step derivations that are often omitted in textbooks.
  • Advanced
    • Mathematics for Economists (Simon, Blume)
    • Mathematical Methods and Models for Economists (Angel de la Fuente)
    • Further Mathematics for Economic Analysis (Sydsaeter, Hammond) – advanced topics in Differential Equations, Calculus of Variations, Optimal Control theory.
    • Mathematical Optimization and Economic Theory (Intrilligator)
    • Introduction to Mathematical Statistics (Hogg, McKean, Craig)
  • Proofs
    • How to Prove It (Velleman)
    • How to read and do proofs: an introduction to mathematical thought processes (Solow)
    • Elementary Real Analysis (Thompson and Bruckner)
    • Principles of Mathematical Analysis (Rudin)
    • Elementary Classical Analysis (J. Marsden) – Rudin’s companion
    • Introduction to Real Analysis (Bartle)
    • Understanding Analysis (Abbott)

Micro

  • Microeconomic Analysis (Hal Varian)
  • A Course in Microeconomic Theory (Kreps)
  • Microeconomic Theory (Mas-Colell / Whinston / Green)
  • Game Theory
    • A Course on Game Theory (Osborne & Rubinstein)
    • Basics: Games, Strategies, and Decision Making (Harrington) & Strategy (Watson)
    • Advanced: Game Theory: an introduction (Tadelis), Game Theory for Applied Economists (Gibbons), Strategy and Game Theory: Practice Exercises with Answers (Munoz-Garcia & Toro-Gonzalez)

Macro

  • Transitional
    • Advanced Macroeconomics: An Introduction for Undergraduates
    • Introduction to Economic Growth (C.I.Jones)
    • Unified Growth Theory (Galor)
  • Core
    • Economic Growth (Barro, Sala-i-Martin)
    • Advanced Macroeconomics (Romer) – Also accompanied by a solutions manual.
    • Introduction to Modern Economic Growth (Acemoglu) – There is one Solutions Manual by Peters and Simsek.
    • Lectures on Macroeconomics (Blanchard, Fischer)
    • Foundations of Modern Macroeconomics (Heijdra) – There is one companion book “Foundations of Modern Macroeconomics: Exercise & Solutions Manual”
    • Advanced Macroeconomics: An Easy Guide (Campante, Sturzenegger, Velasco)
    • Intertemporal Macroeconomics (Azariadis) – lots of graphs and dynamical systems that give you an idea of how your model should look like.
    • Groth’s Lecture Notes in Macroeconomics
    • Economic Dynamics: Phase Diagrams and Their Economic Application (Shone)
    • Dynamic Macroeconomic Theory (Sargent)
  • Subfield-focused
    • RBC: The ABC of RBCs (McCandless), Real Business Cycle Theory: A Semiparametric Approach (Kimball), Groth’s Lecture Notes in Macroeconomics (chapter 30)
    • Discrete OLG: A Theory of Economic Growth: Dynamics and Policy in Overlapping Generations (de la Croix, Michel), Fertility, Education, Growth, and Sustainability (de la Croix), Growth and International Trade (Farmer), Intertemporal Resource Economics (Farmer)
    • Continuous OLG: Dynamic Fiscal Policy (Auerbach & Kotlikoff), Groth’s Lecture Notes in macroeconomics (chapter 12)
    • DSGE: Introduction to Dynamic Macroeconomic General Equilibrium Models (Torres), Understanding DSGE models (Jose Costa), Dynamic General Equilibrium Modeling (Maussner)
    • Open: Open Economy Macroeconomics (Uribe, Schmitt-Groh), International Macroeconomic Dynamics (Turnovsky), Foundations of International Economics (Obstfeld & Rogoff), Capital Accumulation and Economic Growth in Small Open Economy (Turnovsky)
    • Endogenous Growth: Endogenous Growth Theory (Aghion & Howitt), Human Capital (Becker)
    • Search: Equilibrium Unemployment Theory (Pissarides), Matching with Transfers (Chiappori)
    • Labor: Labor Economics (Cahuc & Zylberberg)
    • Money: Monetary Policy, Inflation, and the Business Cycle (Gali)
    • Expectations: Learning and Expectations in Macroeconomics (Evans), Rational Expectations and Inflation (Sargent)
    • Contract theory: The Theory of Corporate Finance (Tirole), Contract Theory (Bolton & Dewatripont), An Introduction to the Economics of Information: Incentives and Contracts (Macho-Stadler)
    • Programming: Numerical Methods in Economics (Judd), Dynamic Economics (Adda & Cooper), Python Programming for Economics and Finance

Econometrics

Written on July 9, 2023

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