期刊文献+

动态随机一般均衡模型探讨

下载PDF
导出
摘要 动态随机一般均衡模型(DSGE)作为主流宏观数量分析工具,在国外已经得到了较为广泛的应用,而国内应用该模型的研究还较少。回顾了运用DSGE模型进行研究的经济学文献,系统梳理了构建DSGE模型的特点、理论基础及应用DSGE模型的研究主题等问题。
作者 李静
出处 《现代商贸工业》 2013年第3期32-34,共3页 Modern Business Trade Industry
基金 上海高校选拔培养优秀青年教师科研专项基金 项目编号:gjd10034
  • 相关文献

参考文献4

  • 1Brock W A,Mirman L J. Optimal EconomicGrowth and Uncertainty:the Discounted Case[J].Jour nal of Economic Theory,1972,(03):479-513.
  • 2Calvo Guillermo. Staggered Price in a Utility Maximizing Framework[J].Journal of Monetary Economics,1983,(12).
  • 3Diebold.F.X. The Past,Present,and Future of Macroeconomic Forecasting[J].Journal of Economic Perspectives,1998,(02).
  • 4刘斌.我国DSGE模型的开发及在货币政策分析中的应用[J].金融研究,2008(10):1-21. 被引量:331

二级参考文献22

  • 1Adolfson, M. , S. Laseen, J. Linde and M. Villani, 2005, “Bayesian Estimation of an Open Economy DSGE model with Incomplete Passthrough”, Sveriges Riksbank Working Paper 179.
  • 2Bayoumi, T. , 2004, “GEM : A New International Macroeconomic Model”, IMF Occasional Paper Series, NO. 239.
  • 3Benes, J. , T. Hledik, M. Kumhof and D. Vavra, 2005, “An Economy in Transition and DSGE : What the Czech National Bank's New Projection Model Needs”, CNB Working Paper Series, 12/2005.
  • 4Bernanke, B. , M. Gertler and S. Gilchrist, 1999, “The Financial Accelerator in a Quantitative Business Cycle Framework”, Handbook of Macroeconomics, edited by J. Taylor and M. Woodford, Elsevier Science, North-Holland, 1341 - 1393.
  • 5Christiano, L , R. Motto and M. Rostagno, 2002, “Banking and Financial Frictions in a Dynamic General Equilibrium Model”, Manuscript, Northwestern University.
  • 6Christiano, L. , M. Eichenbaum, and C. Evans, 2005, “Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy”, Journal of Political Economy, 133( 1 ), 1 -45.
  • 7Cristadoro, R. , A. Gerali, S. Neri and M. Pisani, 2006, “Estimating Open-Economy DSGE Models”, Presentation at the workshop “Practical Issues in DSGE Modelling” held by Bank of Finland, June 2006.
  • 8Edge, R. , M. Kiley and J. Laforte, 2005, “An Estimated DSGE Model of the US Economy”, Manuscript, Board of Governors of the Federal Reserve System.
  • 9Erceg, C. , L Guerrieri and C. Gust, 2005, “SIGMA: A New Open Economy Model for Policy Analysis”, International Finance Discussion Papers, No. 835, Board of Governors of the Federal Reserve System.
  • 10Fujiwara I. , N. Hara, Y. Hirose and Y. Teranishi, 2004, “The Japanese Economic Model: JEM”, Bank of Japan Working Paper Series, No. 04 - E - 3.

共引文献330

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部