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搜寻摩擦、货币和资产定价研究前沿 被引量:1

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摘要 本文介绍了搜寻理论在货币经济学和金融经济学中的应用,综述搜寻理论应用于货币经济学、货币政策规则、资产定价、金融市场的微观结构、金融危机管理中非常规货币政策分析的最新文献,这些都是当前非常活跃的研究领域。这不仅可以让我们了解这些领域的最新研究动态,也有助于我们加深对严重金融危机时期宏观经济政策的认识。
出处 《经济学动态》 CSSCI 北大核心 2010年第12期100-104,共5页 Economic Perspectives
基金 国家自然科学基金(批准号:71071132) 教育部人文社科规划项目(批准号:08JA790109和09YJA790118)
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参考文献21

  • 1Chamley, C. (2010), "Self--fulling traps with money as a medium of exchange", Working Paper, Boston University.
  • 2Diamond, P. (1982), "Aggregate demand management in search equilibrium", Journal of Political Economy 90 (5): 881-889.
  • 3Duffie, Garleanu & Pedersen(2005), "Over-- the-- counter markets", Econometrica 73(6) : 1815-1847.
  • 4Duffie, Garleanu & Pedersen(2007), "Valuation in over-- the--counter markets", Review of Financial Studies 20 (5) : 1865-1900.
  • 5Fama & Schwert (1977), "Asset returns and inflation", Journal of Financial Economics 5(2): 115-146.
  • 6Kiyotaki & Wright(1989), "On money as a medium of ex- change", Journal of Political Economy 97 : 927- 954.
  • 7Kiyotaki & Wright ( 1993), "A search -- theoretic approach to monetary economics", American Economic Review 83: 63-77.
  • 8Lagos, R. (2010), "Asset prices, liquidity, and monetary policy in an exchange economy", Federal Reserve Bank of Minneapolis Quarterly Review 33 (1) : 14 - 20.
  • 9Lagos & Rocheteau(2009), "Liquidity in asset markets with search frictions", Econometrica 77(2):403-426.
  • 10Lagos & Wright(2005), "A unified framework for monetary theory and policy analysis", Journal of Political Economy 113(3) :463-484.

二级参考文献20

  • 1Albrecht, J. & B. Axell(1984), “An equilibrium model of search unemployment”, Journal of Political Economy, 92 : 824 - 40.
  • 2Bontemps, C., J.M.Robin & G.J. van den Berg(2000), “Equilibrium search with continuous productivity dispersion”, International Economic Review,41:305 - 358.
  • 3Burdett, K. & K. L. Judd ( 1983 ), “Equilibrium price distributions”, Econometrica, 51 : 955 - 70.
  • 4Burdett, K. & D. T. Mortensen( 1998), “Wage differentials, employer size, and unemployment”, International Economic Review., 39:257-73.
  • 5Burdett, K. & R.Wright(1998), “Two- sided search with nontransferable utility”, Review of Economic Dynamics, 1 : 220 - 45.
  • 6Diamond, P.A. ( 1971 ), “A model of price adjustment”, Journal of Economic Theory, 3 : 156- 68.
  • 7Eckstein, Z. & K. I. Wolpin ( 1990), “Estimating a market equilibrium search model from panel data on individuals”, Econometrica, 58 : 783 - 808.
  • 8Eckstein, Z. & K. I. Wolpin(1995), “Duration to first job and return to schooling”, Review of Economic Studies,62:263 - 286.
  • 9Eckstein, Z. & G.J. van den Berg ( 2003 ), “ Empirical labor search: A survey”, Discussion Paper No. 929, IZA.
  • 10Hosios, A.J. (1990), “On the efficiency of matching and related models of search and unemployment”, Review of Economic Studies,57:279 - 98.

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