高级宏观系列讲座

发布者:岳明泽发布时间:2017-04-17浏览次数:2946


主讲者:冯志钢博士

主讲者简介:

冯志钢博士现任美国内布拉斯加大学奥马哈校区经济系助理教授。20128月至20136月任教美国普度大学经济系,20138月至20166月任教美国伊利诺伊大学香槟分校经济系,主要讲授博士生高级宏观经济学。其间应邀访问美国联邦储备银行圣路易斯研究部多次,从事宏观财政政策研究,并多次担任Econometrica, Journal of Political Economy, Journal of Economic Theory 等国际一流期刊以及National Science Foundation的匿名审稿人,201511月召集主办Mini-Conference on Quantitative Macro and Public Finance

其在国际A级学术期刊International Economic Review, Quantitative Economics,国际B+,B级学术期刊Review of Economic DynamicsEconomic TheoryMacroeconomic Dynamics,国际C+级学术期刊Dynamic Games and ApplicationsMathematical Methods in Operational Research发表论文8篇。应邀在国际知名大学、学术会议宣读论文30余次。应邀为国际权威经济学期刊审理学术文章20余次。

承办单位:经济学院、统数学院、工商管理学院

地点:文泉楼南2楼经济学院会议室207.

时间: 20个讲座的具体时间见下表

Textbook

http://hassler-j.iies.su.se/courses/MacroII/Notes/book.pdf


List of Topics (subject to change)

Why neo-classical growth model?

  • Topic 1[May 2]:A brief history of modern macroeconomics. 下午:3-5点;

  • Topic 2[May 2]:Solow growth model.晚上:6点半-8点半;

How to analyze the canonical growth model?

  • Topic 3[May 3]:One sector growth model in finite horizon. 下午:3-5点;

  • Topic 4 [May 3]:Lagrangian techniques in macroeconomics.晚上:6点半-8点半;

  • Topic 5[May 4]:Optimal growth model in infinite horizon setting. We will discuss how to rewrite the sequential optimization problem as a functional equation problem (Bellman equation). 晚上:6点半-8点半;

  • Topic 6[May 5]:Dynamic programming, fixed-pointtheorem and contraction mapping. Those are critical tools for analyzing the model. We will focus on understanding the results instead of deriving the math yourself.下午:3-5点;

  • Topic 7[May 5]:Solving optimal growth model using value function iteration.晚上:6点半-8点半;

How to define, analyze and solve the Equilibrium of the model?

  • Topic 8[May 8]:Social planner’s problem and the competitive equilibrium. 下午:3-5点;

  • Topic 9[May 8]:The fundamental welfare theorems and Negishi algorithm.晚上:6点半-8点半;

  • Topic 10[May 13]: Arrow-Debreu trading vs. sequential trading. We will show the equivalence between these two market structures. Arrow-Debreu trading fundamentally changed how economists see the real economy. 下午:3-5点;

  • Topic 11 [May 13]: Recursive competitive equilibrium in macroeconomics. 晚上:6点半-8点半;

  • Topic 12 [May 14]:Numerical solution to optimal growth model. 下午:3-5点;

  • Topic 13 [May 14]:A premier toMatlabfor macroeconomist.晚上:6点半-8点半;

  • Topic 14 [May 15]:Programming and data analysis in macroeconomics.下午:3-5点;

How to use this model?

  • Topic 15 [May 15]: Markov process and Real business cycle model.晚上:6点半-8点半;

  • Topic 16 [May 16]: Calibration and estimation in macroeconomics. 下午:3-5点;

  • Topic 17 [May 16]:Balanced growth path in optimal growth model. 晚上:6点半-8点半;

  • Topic 18 [May 17]:Application of Real business cycle model.下午:3-5点;

Other topics.

  • Topic 19 [May 17]: Asset pricing model and Lucas tree. 下午:3-5点;

  • Topic 20 [May 18]:Financial crisis and new developments in macroeconomics.上午:9-11点;