动态随机一般均衡模型
￥ 66.68 6.8折 ￥ 98 全新
库存4件
湖北武汉
认证卖家担保交易快速发货售后保障
作者邓贵川 著
出版社中国金融出版社
ISBN9787522020266
出版时间2023-09
装帧平装
开本其他
定价98元
货号9787522020266
上书时间2024-10-27
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目录
目录第1部分 引言第1章 动态随机一般均衡模型··························································31.1 宏观经济学研究内容·······························································31.1.1 宏观经济学研究什么·························································31.1.2 宏观经济学如何展开研究···················································71.2 初识动态随机一般均衡模型·····················································111.2.1 动态随机一般均衡模型的特点和求解···································111.2.2 动态随机一般均衡模型的应用············································15第2章 Matlab软件和Dynare工具箱················································172.1 Matlab简介·········································································172.1.1 变量和矩阵····································································182.1.2 Matlab运算和流程控制···················································222.1.3 Matlab绘图··································································262.2 Dynare工具箱简介································································312.2.1 Dynare安装与使用·························································312.2.2 模型文件·······································································332.2.3 求解结果的储存······························································40第2 部分 实际经济周期模型第3 章 简单RBC 模型···································································453.1 简单RBC 模型构建·······························································453.1.1 家庭部门·······································································463.1.2 厂商部门·······································································503.1.3 市场出清·······································································513.2 解析解················································································533.2.1 稳态求解·······································································533.2.2 对数线性化····································································543.2.3 动态求解·······································································563.2.4 模型分析·······································································583.3 数值解················································································673.3.1 编写Mod 文件·······························································683.3.2 四种形式比较·································································79第4 章 引入生产性资本··································································871.1 模型构建·············································································874.1.1 家庭部门·······································································884.1.2 厂商部门·······································································904.1.3 市场出清条件·································································944.2 解析解················································································964.2.1 稳态与对数线性化···························································964.2.2 求解模型解析解······························································984.2.3 动态分析····································································· 1024.3 数值解·············································································· 1064.3.1 参数校准和代码···························································· 1064.3.2 数值求解结果······························································· 1074.3.3 脉冲反应分析······························································· 1084.3.4 矩条件对比分析···························································· 1134.4 引入最终产品厂商······························································· 1154.4.1 家庭部门·····································································1154.4.2 厂商部门·····································································1154.4.3 市场出清·····································································1164.4.4 模型动态系统·······························································1174.5 附录：求解引入生产性资本后RBC模型的Mod文件·················117第3部分 新凯恩斯模型第5章 价格黏性与货币政策··························································1215.1 黏性价格下厂商行为····························································1215.1.1 Calvo定价与厂商行为···················································1215.1.2 Rotemberg定价与厂商行为············································1275.2 价格黏性与模型求解····························································1295.2.1 两种方式下价格黏性异同················································1295.2.2 求解标准新凯恩斯模型···················································1345.2.3 基于解析解的模型分析···················································1385.3 数值解··············································································1435.3.1 数值求解结果·······························································1435.3.2 脉冲反应对比分析·························································1445.3.3 矩条件对比分析····························································1465.4 价格指数化调整··································································1495.4.1 厂商优化问题及动态系统················································1495.4.2 模型求解·····································································1535.5 附录：求解黏性价格模型Mod文件········································160第6章 工资黏性与货币政策··························································1626.1 黏性工资下家庭行为····························································1626.1.1 黏性工资下家庭优化问题················································1626.1.2 黏性工资下家庭行为决策················································1666.2 模型求解···········································································1706.2.1 对数线性化及模型解析解················································1706.2.2 模型分析····································································· 1746.3 工资黏性与指数化调整························································· 1836.3.1 引入指数化调整后模型变动············································· 1846.3.2 模型分析及对比···························································· 1876.4 附录：工资黏性模型Mod 文件·············································· 193第4 部分 新开放宏观经济学框架第7 章 两国开放经济DSGE 模型··················································· 1977.1 模型构建··········································································· 1977.1.1 家庭部门行为决策························································· 1977.1.2 厂商部门行为决策························································· 2027.1.3 均衡条件····································································· 2067.1.4 货币政策方程······························································· 2097.1.5 模型动态系统······························································· 2097.2 模型求解··········································································· 2157.2.1 参数校准及模型稳态求解················································ 2157.2.2 模型动态求解······························································· 2177.2.3 对数线性化·································································· 2187.3 模型分析··········································································· 2237.3.1 理论分析····································································· 2237.3.2 脉冲反应对比分析························································· 2317.4 附录：对称两国开放经济模型Mod 文件·································· 237第8 章 小国开放经济DSGE 模型··················································· 2428.1 模型构建··········································································· 2438.1.1 家庭部门····································································· 2438.1.2 厂商部门····································································· 2488.1.3 均衡条件····································································· 2518.1.4 货币当局····································································· 2548.2 非对称两国模型求解····························································2548.2.1 模型动态系统·······························································2548.2.2 稳态求解和参数校准······················································2598.2.3 非对称两国模型动态分析················································2618.3 小国模型求解·····································································2658.3.1 小国模型动态系统及稳态求解··········································2658.3.2 小国模型动态解····························································2688.3.3 模型动态分析·······························································2758.4 附录·················································································2848.4.1 两国模型动态求解Mod文件···········································2848.4.2 小国模型动态求解Mod文件···········································287第5部分 专题系列第9章 专题1：福利分析·····························································2939.1 标准新凯恩斯模型·······························································2939.1.1 家庭部门·····································································2939.1.2 厂商部门·····································································2949.1.3 均衡条件·····································································2959.1.4 动态系统·····································································2969.2 推导社会福利损失函数·························································2979.2.1 效用函数二阶近似·························································2989.2.2 动态系统二阶近似·························································2999.2.3 社会福利损失函数·························································3029.3 福利计算方法比较·······························································3039.3.1 文献中常见其他福利计算方法··········································3039.3.2 模型求解与福利计算······················································3059.3.3 经济波动与社会福利······················································3129.4 附录·················································································3159.4.1 Mod文件····································································3159.4.2 Matlab 脚本文件·························································· 317第10 章 专题2：抵押融资约束······················································ 32210.1 房地产DSGE 模型···························································· 32210.1.1 模型构建··································································· 32210.1.2 抵押资产不用生产时模型求解及分析·························
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