Three Essays on Real-Financial Linkage in Dynamic Stochastic General Equilibrium Models
Title | Three Essays on Real-Financial Linkage in Dynamic Stochastic General Equilibrium Models PDF eBook |
Author | Abeer Reza |
Publisher | |
Pages | |
Release | 2013 |
Genre | |
ISBN |
Three Essays on Dynamic Stochastic General Equilibrium Models with Heterogeneous Agents and Financial Frictions
Title | Three Essays on Dynamic Stochastic General Equilibrium Models with Heterogeneous Agents and Financial Frictions PDF eBook |
Author | Tianli Zhao |
Publisher | |
Pages | 96 |
Release | 2014 |
Genre | |
ISBN |
Dynamic Stochastic General Equilibrium Models
Title | Dynamic Stochastic General Equilibrium Models PDF eBook |
Author | Massimiliano Marzo |
Publisher | |
Pages | 250 |
Release | 2013 |
Genre | Equilibrium (Economics) |
ISBN | 9788847025585 |
This book features tutorials about the role of money and bonds in Dynamic General Equilibrium models. It includes a step-by-step guide to the endogenous derivation of the price kernel employed for the term structure of interest rates and asset pricing.
The Theory of Money and Financial Institutions
Title | The Theory of Money and Financial Institutions PDF eBook |
Author | Martin Shubik |
Publisher | MIT Press |
Pages | 472 |
Release | 1999 |
Genre | Business & Economics |
ISBN | 9780262693110 |
This first volume in a three-volume exposition of Shubik's vision of "mathematical institutional economics" explores a one-period approach to economic exchange with money, debt, and bankruptcy. This is the first volume in a three-volume exposition of Martin Shubik's vision of "mathematical institutional economics"--a term he coined in 1959 to describe the theoretical underpinnings needed for the construction of an economic dynamics. The goal is to develop a process-oriented theory of money and financial institutions that reconciles micro- and macroeconomics, using as a prime tool the theory of games in strategic and extensive form. The approach involves a search for minimal financial institutions that appear as a logical, technological, and institutional necessity, as part of the "rules of the game." Money and financial institutions are assumed to be the basic elements of the network that transmits the sociopolitical imperatives to the economy. Volume 1 deals with a one-period approach to economic exchange with money, debt, and bankruptcy. Volume 2 explores the new economic features that arise when we consider multi-period finite and infinite horizon economies. Volume 3 will consider the specific role of financial institutions and government, and formulate the economic financial control problem linking micro- and macroeconomics.
Essays in Macroeconomics and Dynamic Factor Models
Title | Essays in Macroeconomics and Dynamic Factor Models PDF eBook |
Author | Ziyi Guo |
Publisher | |
Pages | 126 |
Release | 2013 |
Genre | Business cycles |
ISBN |
Essays on Financial Frictions and Macroeconomic Dynamics with Heterogeneous Agents
Title | Essays on Financial Frictions and Macroeconomic Dynamics with Heterogeneous Agents PDF eBook |
Author | Lini Zhang |
Publisher | |
Pages | 102 |
Release | 2014 |
Genre | |
ISBN |
This dissertation develops dynamic stochastic general equilibrium (DSGE) models in which financial frictions interact with rich household heterogeneity to study the implication of financial shocks for aggregate fluctuations.
Essays in Dynamic Stochastic General Equilibrium Models
Title | Essays in Dynamic Stochastic General Equilibrium Models PDF eBook |
Author | Denny Lie |
Publisher | |
Pages | 378 |
Release | 2009 |
Genre | Equilibrium (Economics) |
ISBN |