DSGE最新书新兴市场经济体的动态宏观经

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推荐一本DSGE建模新书：DynamicMacroeconomicModelsinEmergingMarketEconomies:DSGEModellingwithFinancialandHousingSectors新兴市场经济体的动态宏观经济模型：具有金融和房地产部门的DSGE建模作者是DanielLukuiJia

PartIIntroduction

1IntroductiontoModernMacroeconomicModels

1.1OldTimeEconomics1.2TheNewConsensusMacroeconomics

1.3DynamicStochasticGeneralEquilibriumModelsReferences

2TimetoImprovetheExistingModels

2.1CriticismonExistingDSGEModels

2.2NewDynamicMacroeconomicModelsforEmergingMarketEconomies

2.2.1FinancialSector

2.2.2RealEstateMarket

2.2.3SocialStructureandHouseholdStratification

2.2.4WhyEmergingMarketEconomiesandWhyBrazil,IndiaandChina

References

PartIIDynamicMacroeconomicModelling

3TraditionalDynamicMacroeconomicModels

3.1ItAllStartsfromSolow

3.2TheStochasticModels

3.3MoneyandFinanceinRBC/DSGEModels

3.3.1MoneyintheUtility

3.3.2CashinAdvance

References

4ModernMainstreamMacroeconomicModels

4.1ManufacturerFirms

4.1.1IntermediateManufacturer

4.1.2FinalGoodsProducer

4.2HouseholdSector

4.1.3PriceRigidity

4.2.1LabourMarket

4.3TheGeneralEquilibrium

References

PartIIITheFinancialandHousingSectorsAsymmetricModelforEmergingMarketEconomies

5OverviewandGeneralAssumptions

5.1TheIncentivestoBuildNewDynamicMacroeconomicModelsforEmergingMarketEconomies

5.2GeneralAssumptions

References

6TheBasicModel

6.1TheoreticalFramework

6.1.1HouseholdSector

6.1.2ProductionSector

6.1.3TheSteadyState

6.2TheoreticalSummaryandTestableHypotheses

References

7TheAdvancedModel

7.1TheoreticalFramework

7.1.1HouseholdSector

7.1.2ProductionandTechnology

7.1.3NominalRigidity

7.1.4MonetaryPolicy

7.1.5GeneralEquilibrium

7.1.6UnexpectedShocks

7.2TheoreticalSummaryandTestableHypotheses

References

8TheFullModel

8.1TheoreticalFramework

8.1.1HouseholdSector

8.1.2ProductionandNominalRigidities

8.1.3FinancialMarketandtheOptimalDebtContract

8.1.4GeneralEquilibrium

8.1.5FirstOrderConditions

8.1.6Shocks

8.1.7SteadyState

8.2TheoreticalSummaryandTestableHypothesesAppendix

References

9SolvingDSGEModels

9.1LinearizingtheNon-LinearDynamicStochasticModels

9.2TheState-SpaceRepresentationoftheDSGEModel

9.3Blanchard–KahnCondition

References

PartIVEmpiricalAnalysis

10EmpiricalMethodologiesandSoftwareTools

10.1EmpiricalMethodologies

10.1.1Calibration

10.1.2BayesianEstimationwithMarkovChainMonteCarloMethodsandtheMetropolis–HastingsAlgorithm

10.2SoftwareToolsAppendix

References

11Data,StatisticsandStylizedFacts

11.1Data

11.2StylizedFactsReferences

12EmpiricalAnalysis

12.1EmpiricalAnalysisoftheBasicModel

12.1.1TheEmpiricalResults

12.1.2TheImpulseResponses

12.1.3SocialStratification

12.2EmpiricalAnalysisoftheAdvancedModel

12.2.1ParameterIdentification

12.2.2EmpiricalStudyoftheModelEconomy

12.2.3TheImpulseResponse

12.3EmpiricalAnalysisoftheFullModel

12.3.1ParameterIdentification

12.3.2EmpiricalStudyoftheModelEconomy

12.3.3TheImpulseResponses

AppendixReferences

PartVSummary

13ConclusionandDiscussion

13.1Conclusion

13.2ThePotentialsofFHSAM

GlossaryIndex

Master22

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