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2021年12月24日下午,由深圳大学中国经济特区研究中心举办的2021年第五期(总第57期)理论经济学博士沙龙顺利举行,本次沙龙采用线下的模式举行,以促进大家更深入地交流。主讲嘉宾尹鹏辉为山东大学经济学院助理教授。特区中心助理教授侯佳老师主持了讲座,中心其他青年老师及理论经济学硕博研究生等参加了讲座。尹鹏辉助理教授于2020年6月获得德国法兰克福大学博士学位,主要研究方向为行为宏观、信息摩擦。他...
It is possible to say that no matter how the Efficient Market Hypothesis has been criticized and/or overhauled, a degree of the relevant data proliferation is crucial to the investor’s decision making...
We show empirically that regions with a more specialized production structure exhibit output fluctuations that are less correlated with those of other regions (less ‘symmetric’ fluctuati...
We show empirically that regions with a more specialized production structure exhibit output °uctuations that are less correlated with those of other regions (less \symmetric" °uctuations). Combined w...
We propose and solve a small-scale New-Keynesian model with Markov sunspotshocks that move the economy between a targeted-inflation regime and a deflationregime and fit it to data from the U.S. and Ja...
We propose and implement a framework for characterizing and monitoring theglobal business cycle. Our framework utilizes high-frequency data, allows us to accountfor a potentially large amount of missi...
We sketch a framework for monitoring macroeconomic activity in real-time andpush it in new directions. In particular, we focus not only on real activity, which has received most attention to date, but...
This paper examines conditions for the uniqueness of an equilibrium price distribution in stochastic macroeconomic models with rational expectations. A model is developed in which many price distrib...
Estimation and Control of a Macroeconomic Model with Rational Expectations.
Review of Macroeconomic Analysis and Stabilization Policy by Stephen J. Turnovsky.
The non-stochastic model which is the focus of discussion in Part I of the book consists of three assets (money, government bonds, and equities) and three sectors (households, firms, and government)...
Macroeconomic Tradeoffs in an International Economy with Rational Expectations.
The paper examines international issues that arise in the design and evaluation of macroeconomic policy rules. It begins with a theoretical investigation of the effects of fiscal and monetary policy...
During the last 15 years econometric techniques for evaluating macroeconomic policy using dynamic stochastic models in which expectations are consistent, or rational, have been developed extensively...
Improvements in Macroeconomic Stability: The Role of Wages and Prices.

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