【ECON20161209】
宏觀經(jīng)濟學研討會 （總第204期）  
【時間】2016年5月18日（周三）12：15－13：45
【地點】明法0102教室
【主講】萬沖  中國人民大學經(jīng)濟學院
【主題】Monetary Policy Analysis with Potentially Misspecified Models
 (M. Del Negro & F. Schorfheide, American Economic Review, 2009)
【點評】劉凱 中國人民大學經(jīng)濟學院助理教授 英國劍橋大學經(jīng)濟學博士
【摘要】Policy analysis with potentially misspecified DSGE models faces two challenges: estimation of parameters that are relevant for policy trade-offs and treatment of estimated deviations from the cross-equation restrictions. This paper develops and explores policy analysis approaches that are either based on a generalized shock structure for the DSGE model or the explicit modelling of deviations from cross-equation restrictions. We find that many of the policy pre1111ions derived from the benchmark DSGE model are robust to the various treatments of misspecifications considered in this paper, but that quantitatively the cost of deviating from such pre1111ions varies substantially.
【主持】陳彥斌 教授


人大宏觀經(jīng)濟學研討會（Macro Workshop）旨在追蹤宏觀經(jīng)濟學國際最新進展，倡導構(gòu)建符合國情的動態(tài)優(yōu)化模型，并使用計算機模擬研究經(jīng)濟增長、收入分配和宏觀政策等中國宏觀經(jīng)濟重大問題。
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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