关键字：

【ECON20161209】

宏观经济学研讨会

（总第204期）

【时间】2016年5月18日（周三）12：15－13：45

【地点】明法0102教室

【主讲】万冲 中国人民大学经济学院 

【主题】Monetary Policy Analysis with Potentially Misspecified Models

(M. Del Negro & F. Schorfheide, American Economic Review, 2009)

【点评】刘凯 中国人民大学经济学院助理教授 英国剑桥大学经济学博士

【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】陈彦斌 教授

 

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人大宏观经济学研讨会（Macro Workshop）旨在追踪宏观经济学国际最新进展，倡导构建符合国情的动态优化模型，并使用计算机模拟研究经济增长、收入分配和宏观政策等中国宏观经济重大问题。

联系人：刘哲希    Email：Macro_Workshop@163.com

资料下载：www.docin.com/mydoc-88265459-1.html

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