【ECON201306】

宏觀經(jīng)濟(jì)學(xué)研討會(huì)

（總第135期）

【時(shí)間】2013年4月17日（周三）12：15－13：45

【地點(diǎn)】明主0304教室

【主講】郭豫媚　中國人民大學(xué)經(jīng)濟(jì)學(xué)院

【主題】Credit and Banking in a DSGE Model of the Euro Area (written by Andrea Gerali, Stefano Neri, Luca Sessa, and Federico M. Signoretti, Journal of Money, Credit, and Banking, 2010)　

【摘要】The paper studies the role of credit supply factors in business cycle fluctuations using a dynamic stochastic general equilibrium (DSGE) model with financial frictions enriched with an imperfectly competitive banking sector. Banks issue collateralized loans to both households and firms, obtain funding via deposits, and accumulate capital out of retained earning. Loan margins depend on the banks’ capital-to assets ratio and on the degree of interest stickiness. Balance-sheet constrains establish a link between the business cycles, which affacts bank profits and thus capital, and the supply and cost of loans. The model is estimated with Bayesian techniques using data for the euro area.

【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)國際最新進(jìn)展，倡導(dǎo)構(gòu)建符合國情的動(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、收入分配和宏觀政策等中國宏觀經(jīng)濟(jì)重大問題。

聯(lián)系人：陳偉澤　　E_mail: sysu2006vc@126.com

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