G30 Topics in Economics (Macroeconometrics I)
1st | April | 17th | Guidance | |||
2nd | 24th | Macro | Xu | pp.1-15. | The mode, introducing heuristics in forecasting output, heuristics and selection mechanism in forecasting inflation, solving the model | |
3rd | May | 1st | Nonlinear | Bala | pp.1-15. | Concepts, models, and definitions |
4th | 15th | Macro | Xu | pp.16-28. | Animal spirits, learning, and fogetfulness, conditions for animal spirits to arise, two different business cycle theories, | |
uncertainty and risk, credibility of inflation targeting and animal spirits | ||||||
5th | 22th | Nonlinear | Bala | pp.16-27. | Disequilibrium models, labour market models, exchange rates in a target zone, production theory | |
6th | 29th | Macro | Xu | pp.27-55. | Credibility of inflation targeting and animal spirits, different types of inertia, animal spirits in the macroeconomic literature, | |
the transmission of a pisitive productivity, the transmission of interest rate shocks, fiscal policy multipliers | ||||||
7th | June | 5th | Nonlinear | Bala | pp.28-35. | General considerations, switching regression models |
8th | 12th | Macro | Xu | pp.49-64. | The transmission of interest rate shocks, fiscal policy multipliers, transmission under perfect credibility of inflation target, | |
constructing trade-offs | ||||||
9th | 19th | Nonlinear | Teshima | pp.35-43. | Markov-switching regression models, smooth transition regression models, polynomial models | |
10th | 26th | Nonlinear | Bala | pp.43-51. | Artificial neural network models, min-max models, nonlinear moving average models, bilinear models, | |
time-varying parameters and state space models, random coefficient and volatility models | ||||||
11th | July | 3rd | Macro | Xu | pp.64-83. | Trade-offs in the New Keynesian rational expectations (DSGE) model, the merits of strict inflation targeting, |
flexibility and neutrality of money, flexibility and stabilization, the model with only supply or demand shocks | ||||||
12th | 10th | Nonlinear | Bala | pp.52-64. | Autocovariance and spectrum, density, conditional mean, and conditional variance, dependence measures for nonlinear processes | |
13th | 17th | Macro | Deng | pp.79-96. | The models with only supply or demand, trade-offs in the supply-shocks-only scenario, trade-offs in the demand-shocks-only scenario | |
introducing asset prices in the behavioral model, simulating the model | ||||||
14th | 24th | Canceled | ||||
15th | 31st | Canceled | ||||