@techreport{NBERw3479,
 title = "Recursive Linear Models of Dynamic Economies",
 author = "Lars Peter Hansen and Thomas J. Sargent",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "3479",
 year = "1990",
 month = "October",
 URL = "http://www.nber.org/papers/w3479",
 abstract = {This paper describes a class of dynamic stochastic linear quadratic equilibrium models. A model is specified by naming lists of matrices that determine preferences, technology, and the information structure. Aggregate equilibrium allocations and prices are computed by solving a social planning problem in the form of an optimal linear regulator. Heterogeneity among agents is permitted. Several examples are computed.},
}