搜索结果: 1-15 共查到“macroeconomic”相关记录58条 . 查询时间(0.127 秒)
2021第五期（总第57期）理论经济学博士沙龙暨“Attention allocation, macroeconomic expectations, and consumption behavior” 顺利举行（图）
深圳大学中国经济特区研究中心 理论经济学 宏观预期 消费者行为
2022/6/29
2021年12月24日下午，由深圳大学中国经济特区研究中心举办的2021年第五期（总第57期）理论经济学博士沙龙顺利举行，本次沙龙采用线下的模式举行，以促进大家更深入地交流。主讲嘉宾尹鹏辉为山东大学经济学院助理教授。特区中心助理教授侯佳老师主持了讲座，中心其他青年老师及理论经济学硕博研究生等参加了讲座。尹鹏辉助理教授于2020年6月获得德国法兰克福大学博士学位，主要研究方向为行为宏观、信息摩擦。他...
The Macroeconomic Effects of Information Asymmetry in the Capital Markets
Actual return Effective market equilibrium Information asymmetry IS-LM framework Pseudoeffective market model
2016/1/27
It is possible to say that no matter how the Efficient Market Hypothesis has been criticized and/or overhauled, a degree of the relevant data proliferation is crucial to the investor’s decision making...
Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations
Capital market integration Monetary union
2015/9/21
We show empirically that regions with a more specialized production structure exhibit
output fluctuations that are less correlated with those of other regions (less ‘symmetric’
fluctuati...
Economic Integration, Industrial Specialization, and the Asymmetry of Macroeconomic Fluctuations
Economic integration EMU risk sharing
2015/9/21
We show empirically that regions with a more specialized production structure exhibit output °uctuations that are less correlated with those of other regions (less \symmetric" °uctuations). Combined w...
Macroeconomic Dynamics Near the ZLB:A Tale of Two Countries
DSGE Models Government Spending Multiplier Japan Multiple Equilibria Nonlinear Filtering Nonlinear Solution Methods Sunspots
2015/9/18
We propose and solve a small-scale New-Keynesian model with Markov sunspotshocks that move the economy between a targeted-inflation regime and a deflationregime and fit it to data from the U.S. and Ja...
Globalization,the Business Cycle,and Macroeconomic Monitoring
Expansion Contraction Recession Turning point Dynamic factor model Nowcasting
2015/9/18
We propose and implement a framework for characterizing and monitoring theglobal business cycle. Our framework utilizes high-frequency data, allows us to accountfor a potentially large amount of missi...
Real-Time Macroeconomic Monitoring:Real Activity,Inflation,and Interactions
Nowcasting Prices Wages Business cycle Expansion Contraction Recession Turning point State-space model Dynamic factor model
2015/9/18
We sketch a framework for monitoring macroeconomic activity in real-time andpush it in new directions. In particular, we focus not only on real activity, which has received most attention to date, but...
Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations
Unique Solutions Stochastic Macroeconomic Models
2015/8/5
This paper examines conditions for the uniqueness of an equilibrium price distribution in
stochastic macroeconomic models with rational expectations. A model is developed in
which many price distrib...
Estimation and Control of a Macroeconomic Model with Rational Expectations
Macroeconomic Model Rational Expectations
2015/8/5
Estimation and Control of a Macroeconomic Model with Rational Expectations.
Review of Macroeconomic Analysis and Stabilization Policy by Stephen J. Turnovsky
Review of Macroeconomic Analysis Stabilization Policy
2015/8/5
Review of Macroeconomic Analysis and Stabilization Policy by Stephen J. Turnovsky.
The non-stochastic model which is the focus of discussion in Part I of the book consists of
three assets (money, government bonds, and equities) and three sectors (households, firms, and
government)...
Macroeconomic Tradeoffs in an International Economy with Rational Expectations
Macroeconomic Tradeoffs Rational Expectations
2015/8/5
Macroeconomic Tradeoffs in an International Economy with Rational Expectations.
International Coordination in the Design of Macroeconomic Policy Rules
International Coordination Macroeconomic Policy Rules
2015/8/4
The paper examines international issues that arise in the design and evaluation of macroeconomic
policy rules. It begins with a theoretical investigation of the effects of fiscal and
monetary policy...
New Econometric Approaches to Stabilization Policy in Stochastic Models of Macroeconomic Fluctuations
Stochastic Models Macroeconomic Fluctuations
2015/8/4
During the last 15 years econometric techniques for evaluating macroeconomic
policy using dynamic stochastic models in which expectations are consistent, or
rational, have been developed extensively...
Improvements in Macroeconomic Stability: The Role of Wages and Prices
Improvements Macroeconomic Stability
2015/8/4
Improvements in Macroeconomic Stability: The Role of Wages and Prices.