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<h2 align="center">COURSE MATERIAL有链接的</h2><br/><strong><br/><br/><br/><br/><h3><u><font color="#3300cc">State of Macroeconomics/ Controversies</font></u></h3>Gali', <a href="http://www.crei.cat/people/gali/pdf_files/jg08cfs.pdf">The New Keynesian Approach to Monetary Policy Analysis: Lessons and New Directions</a><br/> <br/>Woodford, <a href="http://www.aeaweb.org/aej/mac/accepted/2008-0027.pdf">Convergence in Macroeconomics</a><br/> <br/>Woodford, <a href="http://www.columbia.edu/~mw2230/macro20C.pdf">Revolution and Evolution in Twentieth-Century Macroeconomics</a><br/> <br/>Gali' and Gertler, <a href="http://www.econ.nyu.edu/user/gertlerm/jep.21.4.pdf">Macroeconomic Modeling for Monetary Policy Evaluation</a><br/> <br/>Lucas, <a href="http://home.uchicago.edu/~sogrodow/homepage/paddress03.pdf">Macroeconomic Priorities</a><br/> <br/>Chari, Kehoe, and McGrattan, <a href="http://www.aeaweb.org/aej/mac/accepted/2008-0044.pdf">New Keynesian Models: Not Yet Useful for Policy Analysis</a><br/> <br/>Atkeson and Kehoe, <a href="http://woodrow.mpls.frb.fed.us/research/WP/WP662.pdf">On the Need for a New Approach to Analyzing Monetary Policy</a><br/> <br/>Shimer, <a href="http://www.aeaweb.org/aej-macro/accepted/2008-0035.pdf">Convergence in Macroeconomics: The Labor Wedge</a><br/> <br/>Modigliani, <a href="http://www.jstor.org/sici?sici=0002-8282(197703)67%3A2%3C1%3ATMCOSW%3E2.0.CO%3B2-J">The Monetarist Controversy or, Should We Forsake Stabilization Policies?</a><br/> <br/>Goodfriend and King, <a href="http://www.jstor.org/sici?sici=0889-3365(1997)12%3C231%3ATNNSAT%3E2.0.CO%3B2-%23">The New Neoclassical Synthesis and the Role of Monetary Policy</a><br/> <br/><br/><h3><u><font color="#3300cc">Derivation and Estimation of DSGE Models</font></u></h3>Sticky-Price New Keynesian Models <br/><br/>Smets and Wouters, <a href="http://www.ecb.int/pub/pdf/scpwps/ecbwp722.pdf">Shocks and frictions in US business cycles: a Bayesian DSGE approach</a><br/> <br/>Christiano, Eichenbaum, and Evans, <a href="http://www.journals.uchicago.edu/doi/pdf/10.1086/426038">Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy</a><br/> <br/>Smets and Wouters, <a href="http://www.mitpressjournals.org/doi/abs/10.1162/jeea.2005.3.2-3.422">Bayesian New Neoclassical Synthesis (NNS) Models: Modern Tools for Central Banks</a><br/> <br/><br/>Solving and Estimating DSGE Models <br/><br/>Sims, <a href="http://sims.princeton.edu/yftp/gensys/LINRE3A.pdf">Solving Linear Rational Expectations Models</a><br/> <table><tbody><tr><td><strong>Bayesian Estimation: </strong></td><td><br/>An and Schorfheide, <a href="http://www.ssc.upenn.edu/~schorf/papers/er-v2.pdf">Bayesian Analysis of DSGE Models</a>. <br/>Gary Koop, <i>Bayesian Econometrics</i><br/> <br/>John Geweke, <i>Contemporary Bayesian Econometrics and Statistics</i><br/> <br/>Fabio Canova, <i>Methods for Applied Macroeconomic Research</i><br/> <br/>Schorfheide, <i><a href="http://www.ssc.upenn.edu/~schorf/papers/dsge%20estim-eval.zip">Lecture Notes for Estimation and Evaluation of DSGE Models</a></i><br/> <br/>Fernandez-Villaverde and Rubio-Ramirez, <i><a href="http://www.econ.upenn.edu/~jesusfv/teaching.html">Methods in Macroeconomic Dynamics</a></i><br/> <br/>Dave and DeJong, <i>Structural Macroeconometrics </i><br/>Kim and Nelson, <i>State-Space Models with Regime-Switching </i></td></tr></tbody></table><br/>Estimation Issues <br/><br/>Del Negro and Schorfheide, <a href="http://www.econ.upenn.edu/~schorf/papers/dummyprior.pdf">Forming Priors for DSGE Models (And How it Affects the Assessment of Nominal Rigidities)</a><br/> <br/>Del Negro and Schorfheide, <a href="http://www.econ.upenn.edu/~schorf/papers/dssw2007.pdf">On the Fit and Forecasting Performance of New Keynesian Models</a><br/> <br/>Canova and Sala, <a href="http://www.crei.cat/people/canova/pdf%20files/backtoS1.pdf">Back to Square One: Identification Issues in DSGE Models </a><br/>Fukac and Pagan, <a href="http://www.cnb.cz/m2export/sites/www.cnb.cz/en/research/research_publications/cnb_wp/download/cnbwp_2006_06.pdf">Issues in Adopting DSGE Models for Use in the Policy Process</a><br/> <br/>Guerron-Quintana, <a href="http://www4.ncsu.edu/~paguerro/whatvariables.pdf">What you match does matter: The effects of observable variables on DSGE estimation </a><br/>Fernandez-Villaverde and Rubio-Ramirez, <a href="http://www.socsci.uci.edu/~fmilani/www.econ.upenn.edu/~jesusfv/red2.pdf">Our Research Agenda: Estimating DSGE Models</a><br/> <br/>Fernandez-Villaverde, Rubio-Ramirez and Santos, <a href="http://www.econ.duke.edu/~jfr23/econometrica-jesus-santos-2006.pdf">Convergence Properties of the Likelihood of Computed Dynamic Models</a><br/> <br/>Fernandez-Villaverde and Rubio-Ramirez, <a href="http://www.econ.duke.edu/~jfr23/journal-of-econometrics-2004.pdf">Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach</a><br/> <br/>Fernandez-Villaverde and Rubio-Ramirez, <a href="http://www.econ.duke.edu/~jfr23/nonlinear.pdf">Estimating Macroeconomic Models: A Likelihood Approach</a><br/> <br/>Canova, <a href="http://www.socsci.uci.edu/~fmilani/www.bde.es/doctrab/confere/confe_17/41.Fabio_Canova.pdf">Estimating DSGE Models with Unfiltered Data</a><br/> <br/>Fukac, Pagan and Pavlov, <a href="http://www.socsci.uci.edu/~fmilani/www.cepremap.cnrs.fr/juillard/paris06/juneconf.pdf">Econometric Issues Arising from DSGE Models</a><br/> <br/>Chib and Ramamurthy, <a href="http://www.socsci.uci.edu/~fmilani/www.economics.ucr.edu/seminars/fall08/econometrics/ChibRamamurthySep2008.pdf">MCMC Methods for Bayesian Estimation of DSGE Models</a><br/> <br/>Schorfheide, <a href="http://www3.interscience.wiley.com/cgi-bin/issuetoc?ID=77001969">Loss Function-based Evaluation of DSGE Models</a><br/> <br/>Sims, <a href="http://sims.princeton.edu/yftp/Ottawa/ProbModels.pdf">Remarks on Bayesian methods for macro policy modeling</a><br/> <br/>Beltran and Draper, <a href="http://www.federalreserve.gov/pubs/ifdp/2008/955/ifdp955.pdf">Estimating the Parameters of a Small Open Economy DSGE Model: Identifiability and Inferential Validity</a><br/> <br/><br/>Examples <br/><br/>Lubik and Schorfheide, <a href="http://links.jstor.org/sici?sici=0002-8282%28200403%2994%3A1%3C190%3ATFIAAT%3E2.0.CO%3B2-2">Testing for Indeterminacy: An Application to U.S. Monetary Policy</a><br/> <br/>Lubik and Schorfheide, <a href="http://dx.doi.org/10.1016/j.jmoneco.2006.01.009">Do Central Banks Respond to Exchange Rates? A Structural Investigation</a><br/> <br/>Lubik and Schorfheide, <a href="http://www.econ.upenn.edu/~schorf/papers/nber-final.pdf">A Bayesian Look at New Open Economy Macroeconomics</a><br/> <br/>Fernandez-Villaverde and Rubio-Ramirez, <a href="http://www.econ.upenn.edu/~jesusfv/nonlinear.pdf">Estimating Macroeconomic Models: A Likelihood Approach</a><br/> <br/>Fernandez-Villaverde and Rubio-Ramirez, <a href="http://www.econ.upenn.edu/~jesusfv/NBERMacroAnnual.pdf">How Structural Are Structural Parameter Values?</a><br/> <br/>Rabanal and Rubio-Ramirez, <a href="http://www.econ.duke.edu/~jfr23/jme-pau-2005.pdf">Comparing New Keynesian Models of the Business Cycle : A Bayesian approach</a><br/> <br/>Smets and Wouters, <a href="http://www.mitpressjournals.org/doi/pdfplus/10.1162/154247603770383415">An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area</a><br/> <br/>Justiniano and Primiceri, <a href="http://faculty.wcas.northwestern.edu/~gep575/dsge_sv_25_gt.pdf">The Time Varying Volatility of Macroeconomic Fluctuations </a><br/>Primiceri, Schaumburg, and Tambalotti, <a href="http://faculty.wcas.northwestern.edu/~gep575/samm16.pdf">Intertemporal Disturbances</a><br/> <br/>Justiniano and Preston, <a href="http://www.columbia.edu/~bp2121/noem_new.pdf">Can Structural Small Open Economy Models Account for the Influence of Foreign Shocks?</a><br/> <br/>Rabanal and Tuesta, <a href="http://homepages.nyu.edu/~pr244/DP5957.pdf">Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not</a><br/> <br/>Adolfson et al., <a href="http://www.riksbank.se/upload/Research/villani/ALLV_JIE_forthcoming.pdf">Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through</a><br/> <br/>Gali' and Rabanal, <a href="http://homepages.nyu.edu/~pr244/gr05ma.pdf">Technology Shocks and Aggregate Fluctuations: How Well does the RBC Model Fit Postwar U.S. Data?</a><br/> <br/>DeJong et al., <a href="http://www.sciencedirect.com/science/article/B6VC0-40VT2M5-2/2/8e235b59bb8dc1ac9d9b0645b5747e95">A Bayesian approach to dynamic macroeconomics</a><br/> <br/><a href="http://www.socsci.uci.edu/~fmilani/fig1.pdf">Figures</a>, <a href="http://www.socsci.uci.edu/~fmilani/fig2.pdf">Figures</a>, <a href="http://www.socsci.uci.edu/~fmilani/fig3.pdf">Figures</a><br/> <br/><br/>Other approaches <br/><br/>RBC Models <br/><br/>King and Rebelo, <a href="http://www.kellogg.northwestern.edu/faculty/rebelo/htm/rbc2000.pdf">Resuscitating Real Business Cycles</a><br/> <br/>Rebelo, <a href="http://www.kellogg.northwestern.edu/faculty/rebelo/htm/rbc.pdf">Real Business Cycle Models: Past, Present and Future</a><br/> <br/><br/>Open Economy Models <br/><br/>Justiniano and Preston, <a href="http://www.columbia.edu/~bp2121/noem_new.pdf">Can Structural Small Open Economy Models Account for the Influence of Foreign Shocks?</a><br/> <br/>Rabanal and Tuesta, <a href="http://homepages.nyu.edu/~pr244/DP5957.pdf">Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not</a><br/> <br/>Adolfson et al., <a href="http://www.riksbank.se/upload/Research/villani/ALLV_JIE_forthcoming.pdf">Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through</a><br/> <br/>Lubik and Schorfheide, <a href="http://dx.doi.org/10.1016/j.jmoneco.2006.01.009">Do Central Banks Respond to Exchange Rates? A Structural Investigation</a><br/> <br/>Lubik and Schorfheide, <a href="http://www.econ.upenn.edu/~schorf/papers/nber-final.pdf">A Bayesian Look at New Open Economy Macroeconomics</a><br/> <br/><br/>What are the sources of Business Cycle fluctuations? <br/><br/>Background: VARs and SVARs <br/><br/>Fernández-Villaverde, Rubio-Ramírez, and Sargent, <a href="http://www.frbatlanta.org/filelegacydocs/wp0509.pdf">A, B, C's (and D's) for Understanding VARs.</a><br/> <br/>Chari, Kehoe, and McGrattan, <a href="http://woodrow.mpls.frb.fed.us/research/wp/wp631.pdf">A Critique of Structural VARs Using Business Cycle Theory</a><br/> <br/>Christiano, Eichenbaum, and Evans, <a href="http://www.faculty.econ.northwestern.edu/faculty/eichenbaum/research/paper2.PDF">Monetary Policy Shocks: What Have We Learned and to What End?</a><br/> <br/>Shapiro and Watson, <a href="http://www.jstor.org/stable/3584944">Sources of Business Cycle Fluctuations</a><br/> <br/>Lorenzoni, <a href="http://econ-www.mit.edu/files/2388">A Theory of Demand Shocks</a><br/> <br/>Gali', <a href="http://fpj.portier.free.fr/teaching/m2/gali_AER_99.pdf">Technology, Employment and the Business Cycle: Do Technology Shocks Explain Aggregate Fluctuations?</a><br/> <br/>Cochrane, <a href="http://www.sciencedirect.com/science/article/B6V8D-45D17CF-F/2/ce42d51c5e491fb9612068df60a1c2ed">Shocks</a><br/> <br/><a href="http://www.socsci.uci.edu/~fmilani/fig4.pdf">Figures</a><br/> <br/><br/>'News' as Drivers of the Business Cycle <br/><br/>Beaudry and Portier, <a href="http://www.econ.ubc.ca/beaudry/pigvar.pdf">Stock Prices, News and Economic Fluctuations</a><br/> <br/>Beaudry and Portier, <a href="http://www.econ.ubc.ca/beaudry/pigou_v6.pdf">Exploring Pigou's Theory of Cycles</a><br/> <br/>Jaimovich and Rebelo, <a href="http://www.stanford.edu/~njaimo/papers/behavioral.pdf">Behavioral Theories of the Business Cycle</a><br/> <br/>Jaimovich and Rebelo, <a href="http://www.stanford.edu/~njaimo/papers/news-drive-business-cycle6.pdf">Can News about the Future Drive the Business Cycle?</a><br/> <br/>Schmitt-Grohe and Uribe, <a href="http://www.nber.org/papers/w14215.pdf">What's News in Business Cycles</a><br/> <br/>Fujiwara, Hirose, and Shintani, <a href="http://www.imes.boj.or.jp/english/publication/edps/2008/08-E-16.pdf">Can News Be a Major Source of Aggregate Fluctuations? A Bayesian</a><br/> <br/>Barsky and E. Sims, <a href="http://www-personal.umich.edu/~ericsims/confidence.pdf">Information Shocks, Animal Spirits, and the Meaning of Innovations in Consumer Confidence</a><br/> <br/>Beaudry, P. and F. Portier, <a href="http://www.nber.org/papers/w11496">The 'News' View of Economic Fluctuations: Evidence from Aggregate Japanese Data and Sectoral U.S. Data</a><br/> <br/>Jaimovich and Rebelo, <a href="http://www.nber.org/papers/w13444">News and Business Cycles in Open Economies</a><br/> <br/>Kobayashi and Nutahara, <a href="http://www.rieti.go.jp/jp/publications/dp/08e018.pdf">Nominal Rigidities, News-Driven Business Cycles, and Monetary Policy</a><br/> <br/>Lorenzoni, <a href="http://www.nber.org/papers/w12898">News Shocks and Optimal Monetary Policy</a><br/> <br/>Davis, <a href="http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1022631_code357370.pdf?abstractid=1022631&mirid=1">News and the Term Structure in General Equilibrium</a><br/> <br/>E. Sims, <a href="http://www-personal.umich.edu/~ericsims/job_market_paper.pdf">Expectations Driven Business Cycles: An Empirical Evaluation</a><br/> <br/><br/><h3><u><font color="#3300cc">Expectations: Rational Expectations and Adaptive Learning</font></u></h3>Evans and Honkapohja, <a href="http://www.sciencedirect.com/science?_ob=ArticleListURL&_method=list&_ArticleListID=350402880&_sort=d&_st=4&_acct=C000053194&_version=1&_urlVersion=0&_userid=1495569&md5=613937d59faca5b3ad068ae7c8fb161c">Learning Dynamics</a><br/> <br/>Evans and Honkapohja, <a href="http://www.econ.cam.ac.uk/faculty/honkapohja/downloads/chileoverview16july2008.pdf">Expectations, Learning and Monetary Policy: An Overview of Recent Research</a><br/> <br/>Evans and Honkapohja, <a href="http://economics.uoregon.edu/papers/UO-2008-3_Evans_Learn_Macro.pdf">Learning and Macroeconomics </a><br/><a href="http://www.econ.cam.ac.uk/research/learning/">Adaptive Learning in Macroeconomics webpage</a><br/> <br/>Bullard, <a href="http://research.stlouisfed.org/publications/review/06/05/Bullard.pdf">The Learnability Criterion and Monetary Policy</a><br/> <br/>Marcet and Sargent, <a href="http://www.sciencedirect.com/science/article/B6WJ3-4CYG9FR-7B/2/0acd98b8afab1f0b0fa932b03f765881">Convergence of least squares learning mechanisms in self-referential linear stochastic models</a><br/> <br/>Carceles-Poveda and Giannitsarou, <a href="http://ms.cc.sunysb.edu/~ecarcelespov/otherfiles/learning.pdf">Adaptive Learning in Practice</a><br/> <br/>Preston, <a href="http://www.columbia.edu/~bp2121/infinite.pdf">Adaptive Learning in Infinite Horizon Decision Problems</a><br/> <br/>Preston, <a href="http://www.columbia.edu/~bp2121/prestonLH.pdf">Learning About Monetary Policy Rules When Long-Horizon Expectations Matter</a><br/> <br/>Orphanides and Williams, <a href="http://linkinghub.elsevier.com/retrieve/pii/S0165188905001107">The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations</a><br/> <br/>Huang, Liu, and Zha, <a href="http://www.atl-res.com/~zha/WorkingPapers/HLZ_rev7b.pdf">Learning, Adaptive Expectations, and Technology Shocks</a><br/> <br/>Eusepi and Preston, <a href="http://www.nber.org/papers/w14181">Expectations, Learning and Business Cycle Fluctuations</a><br/> <br/>SARGENT, WILLIAMS, and ZHA, <a href="http://home.earthlink.net/~tzha01/workingPapers/swzFinal5.pdf">SHOCKS AND GOVERNMENT BELIEFS: THE RISE AND FALL OF AMERICAN INFLATION</a><br/> <br/>Milani, <a href="http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6VBW-4MV71RR-1-F1&_cdi=5937&_user=4422&_orig=browse&_coverDate=10%2F31%2F2007&_sk=999459992&view=c&wchp=dGLbVlz-zSkzS&md5=514fd048725258f7af5343a6faa84941&ie=/sdarticle.pdf">Expectations, Learning and Macroeconomic Persistence</a><br/> <br/>Milani, <a href="http://www.socsci.uci.edu/~fmilani/MacroVola_stls.pdf">Learning and Time-Varying Macroeconomic Volatility</a><br/> <br/>... <br/><br/><h3><u><font color="#3300cc">Financial Markets and the Macroeconomy</font></u></h3>Financial Accelerator <br/><br/>Bernanke and Gertler, <a href="http://links.jstor.org/sici?sici=0002-8282%28198903%2979%3A1%3C14%3AACNWAB%3E2.0.CO%3B2-U&origin=repec">Agency Costs, Net Worth, and Business Fluctuations</a><br/> <br/>Bernanke, Gertler, and Gilchrist, <a href="http://www.sciencedirect.com/science/article/B7P5X-4FPWV0F-6/2/9122492929be5907710622cea26de466">The financial accelerator in a quantitative business cycle framework</a><br/> <br/>Carlstrom and Fuerst, <a href="http://links.jstor.org/sici?sici=0002-8282%28199712%2987%3A5%3C893%3AACNWAB%3E2.0.CO%3B2-V&origin=repec">Agency Costs, Net Worth, and Business Fluctuations: A Computable General Equilibrium Analysis</a><br/> <br/>Christensen and Dib, <a href="http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WWT-4NXRMN6-2&_user=4422&_rdoc=1&_fmt=&_orig=search&_sort=d&view=c&_version=1&_urlVersion=0&_userid=4422&md5=9e627c54a9da327dca9f190bd310b644">The financial accelerator in an estimated New Keynesian model</a><br/> <br/>Gilchrist, Gertler, and Natalucci, <a href="http://people.bu.edu/sgilchri/research/jmcbrev_v41.pdf">External Constraints on Monetary Policy and the Financial Accelerator'</a><br/> <br/>Gilchrist and Saito, <a href="http://people.bu.edu/sgilchri/research/gilchrist_saito.pdf">Expectations, Asset Prices and Monetary Policy: The Role of Learning'</a><br/> <br/>Queijo von Heideken, <a href="http://www.riksbank.se/upload/Dokument_riksbank/Kat_publicerat/WorkingPapers/2008/wp223.pdf">How Important are Financial Frictions in the U.S. and the Euro Area</a><br/> <br/>De Graeve, <a href="http://www.dallasfed.org/research/papers/2008/wp0809.pdf">The External Finance Premium and the Macroeconomy: US Post–WWII Evidence</a><br/> <br/>... <br/><a href="http://www.socsci.uci.edu/~fmilani/fig5.pdf">Figures</a><br/> <br/><br/>Financial Markets in Macroeconomic Models <br/><br/>Christiano, Motto, and Rostagno, <a href="http://www.faculty.econ.northwestern.edu/faculty/christiano/research/ECB/factors.htm">Financial Factors in Business Cycles</a><br/> <br/>Christiano, Ilut, Motto, and Rostagno, <a href="http://www.faculty.econ.northwestern.edu/faculty/christiano/research/ECB/mirage.htm">Monetary Policy and Stock Market Boom-Bust Cycles</a><br/> <br/>Challe and Giannitsarou, <a href="http://www.econ.cam.ac.uk/faculty/giannitsarou/NKAsset.pdf">Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach </a><br/>Nistico', <a href="http://www.luiss.it/ricerca/centri/llee/file/llwp28.pdf">Monetary Policy and Stock-Price Dynamics in a DSGE Framework</a><br/> <br/>Milani, <a href="http://www.socsci.uci.edu/~fmilani/Stock.pdf">Learning About the Interdependence Between the Macroeconomy and the Stock Market</a><br/> <br/>Farhi and Panageas, <a href="http://papers.ssrn.com/sol3/papers.cfm?abstract_id=720462">The Real Effects of Stock Market Mispricing at the Aggregate: Theory and Empirical Evidence</a><br/> <br/>... <br/><a href="http://www.socsci.uci.edu/~fmilani/fig6.pdf">Figures</a><br/> <br/><br/>Housing <br/><br/>Iacoviello, <a href="http://fmwww.bc.edu/ec-p/wp542.pdf">House prices, borrowing constraints and monetary policy in the business cycle</a><br/> <br/>Iacoviello and Neri, <a href="http://www2.bc.edu/~iacoviel/research_files/NERI_PAPER.pdf">Housing Market Spillovers: Evidence from an Estimated DSGE Model</a><br/> <br/>Notarpietro, <a href="http://www.bof.fi/NR/rdonlyres/69040DDF-0172-4FAB-9FAC-5041CCF06F9A/0/DSGE2008_Notarpietro_paper.pdf">Credit Frictions and Household Debt in the U.S. Business Cycle: A Bayesian Evaluation</a>... <br/>Mendicino and Pescatori, <a href="http://www.bof.fi/NR/rdonlyres/50DCE029-8772-47E5-B209-313FD48717EE/0/DSGE2008_MendicinoPescatori_paper.pdf">Credit Frictions, Housing Prices, and Optimal Monetary Policy Rules</a><br/> <br/><br/>Term Structure <br/><br/>Diebold, Piazzesi, Rudebusch, <a href="http://www.stanford.edu/~piazzesi/DPR.pdf">Modeling Bond Yields in Finance and Macroeconomics</a><br/> <br/>Rudebusch and Wu, <a href="http://www3.interscience.wiley.com/journal/119879350/abstract?CRETRY=1&SRETRY=0">A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy</a><br/> <br/>Rudebusch and Swanson, <a href="http://www.frbsf.org/publications/economics/papers/2007/wp07-25bk.pdf">Examining the Bond Premium Puzzle with a DSGE Model</a><br/> <br/>Dewachter and Lyrio, <a href="http://www2.warwick.ac.uk/fac/soc/wbs/subjects/finance/finance_faculty/marco_lyrio/dl-nber.pdf">Learning, Macroeconomic Dynamics and the Term Structure of Interest Rates</a><br/> <br/><br/>Credit Frictions <br/><br/>Kiyotaki and Moore, <a href="http://www.journals.uchicago.edu/doi/pdf/10.1086/262072">Credit Cycles</a><br/> <br/>Levin, Natalucci, and Zakrajsek, <a href="http://www.federalreserve.gov/pubs/feds/2004/200470/200470abs.html">The Magnitude and Cyclical Behavior of Financial Market Frictions</a><br/> <br/>Curdia and Woodford, <a href="http://www.columbia.edu/~mw2230/Credit_MinnFed.pdf">Credit Frictions and Optimal Monetary Policy</a><br/> <br/>Gerali, Neri, Sessa, Signoretti, <a href="http://www.bankofengland.co.uk/publications/events/ccbs_wgem2008/presentation_neri.pdf">Credit and Banking in a DSGE Model</a><br/> <br/>Gilchrist, Yankov, Zakrajsek, <a href="https://www.mcgill.ca/files/economics/gilchristpaper.pdf">Credit Market Shocks and Economic Fluctuations:. Evidence from Corporate Bond and Stock Markets</a><br/> <br/>Adrian and Shin, <a href="http://www.newyorkfed.org/research/staff_reports/sr346.html">Financial Intermediaries, Financial Stability and Monetary Policy</a><br/> <br/>Goodfriend and McCallum, <a href="http://www.sciencedirect.com/science/article/B6VBW-4P12J75-5/2/dd074a44b2d2a47f3ee77fee1f9ca035">Banking and interest rates in monetary policy analysis: A quantitative exploration</a><br/> <br/><br/>The 2008 Financial Crisis <br/><br/>Gorton, <a href="http://www.nber.org/papers/w14398">The subprime panic</a><br/> <br/>Reinhart and Rogoff, <a href="http://www.nber.org/papers/w13761.pdf">Is the 2007 U.S. Sub Prime financial Crisis so different? An international Historical Comparison</a><br/> <br/>Taylor and Williams, <a href="http://www.frbsf.org/publications/economics/papers/2008/wp08-04bk.pdf">A Black Swan in the Money Market</a><br/> <br/>Tong and Wei, <a href="http://internationalmonetaryfund.com/external/pubs/ft/wp/2008/wp08186.pdf">Real Effects of the Subprime Mortgage. Crisis: Is it a Demand or a Finance Shock? </a><br/>Chari, Christiano, and Kehoe, <a href="http://www.minneapolisfed.org/research/WP/WP666.pdf">Facts and Myths about the Financial Crisis of 2008</a><br/> <br/>Greenlaw et al., <a href="http://faculty.chicagogsb.edu/anil.kashyap/research/usmpf2008confdraft.pdf">Leveraged Losses:Lessons form the Mortagage Market Meltdown</a><br/> <br/>IMF, <a href="http://www.imf.org/external/pubs/ft/gfsr/2008/02/index.htm">Financial Stress and Deleveraging Macro-Financial Implications and Policy</a><br/> <br/>Dell'Ariccia et al., <a href="http://linkinghub.elsevier.com/retrieve/pii/S104295730700040X">The real effect of banking crises</a><br/> <br/><br/><h3><u><font color="#3300cc">Monetary and Fiscal Policy Interactions</font></u></h3><br/>Leeper, <a href="http://www.sciencedirect.com/science/article/B6VBW-458X24H-7/2/7c9fb94d22310e3ade65d2f034811365">Equilibria under 'active' and 'passive' monetary and fiscal policies</a><br/> <br/>Chung, Davig, and Leeper, <a href="http://www.blackwell-synergy.com/doi/abs/10.1111/j.1538-4616.2007.00047.x">Monetary and Fiscal Policy Switching</a><br/> <br/>Favero and Monacelli, <a href="ftp://ftp.igier.uni-bocconi.it/wp/2005/282.pdf">Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S</a><br/> <br/>Favero and Monacelli, <a href="ftp://ftp.igier.uni-bocconi.it/wp/2003/234.pdf">Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S</a><br/> <br/>Evans and Honkapohja, <a href="http://journals.cambridge.org/abstract_S1365100507060312">Policy Interaction, Learning, And The Fiscal Theory Of Prices</a><br/> </strong>
[此贴子已经被作者于2009-2-11 10:45:34编辑过] <br>chenhe2007 金币 +2 魅力 +5 好 2009-5-29 12:19:15 |
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