【ECON20161208】
宏觀經(jīng)濟(jì)學(xué)研討會(huì) （總第203期）  
【時(shí)間】2016年5月11日（周三）12：15－13：45
【地點(diǎn)】明法0102教室
【主講】韋祎  中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院
【主題】Booms and Banking Crises (F. Boissay et al., BIS Working Paper, 2016)
【點(diǎn)評(píng)】陳小亮 中國(guó)社科院經(jīng)濟(jì)研究所
【摘要】The empirical literature on systemic banking crises (SBCs) has shown that SBCs are rare events that break out in the midst of credit intensive booms. We attempt to explain these phenomena within a dynamic general equilibrium model featuring a non-trivial banking sector. In the model, banks are heterogeneous with respect to their intermediation skills. Moral hazard and asymmetric information on this market may generate sudden interbank market freezes. Simulations of a calibrated version of the model indicate that typical SBCs break out in the midst of a credit boom generated by a sequence of positive supply shocks rather than being the outcome of a big negative wealth shock. We also show that the model can account for the relative severity of recessions with SBCs and their longer duration
【主持】陳彥斌 教授


人大宏觀經(jīng)濟(jì)學(xué)研討會(huì)（Macro Workshop）旨在追蹤宏觀經(jīng)濟(jì)學(xué)國(guó)際最新進(jìn)展，倡導(dǎo)構(gòu)建符合國(guó)情的動(dòng)態(tài)優(yōu)化模型，并使用計(jì)算機(jī)模擬研究經(jīng)濟(jì)增長(zhǎng)、收入分配和宏觀政策等中國(guó)宏觀經(jīng)濟(jì)重大問(wèn)題。
聯(lián)系人：劉哲希    Email：Macro_Workshop@163.com
資料下載：www.docin.com/mydoc-88265459-1.html
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