高级宏观进步阶梯

感谢lz，刚开始接触高宏，争取读完这些书~~~~~~

谢谢楼主辛苦了

感谢这些帖子，学习和了解了。谢谢！

受教了，收藏

Advanced Macroeconomics II

Shanghai University of Finance and Economics

Professor Kevin X.D. Huang


Course Description

This course builds on Advanced Macroeconomics I and contains three interconnected parts. The first part reviews key stylized facts. We will study both time-series and cross-country evidence in eight related areas: (1) growth; (2) real business cycle; (3) monetary business cycle; (4) macro-finance; (5) micro-pricing; (6) inequality; (7) consumption and saving; and (8) technology adoption. The second part uses these facts as a guidance to construct and evaluate various modern macro models to provide a parsimonious description of the real world. The goal here is to learn to construct and use a variety of models that can be used to give quantitative answers to a variety of economic questions. These models can be used to produce time series that can be meaningfully related to the data. The third part uses the fact-consistent models to conduct economic policy analysis.

Particular attention will be given to the role of money, banking, financial markets, and monetary and fiscal policy in macroeconomics, and the feedback between the real and financial sectors. Over the course, we will develop models with financial frictions that are necessary for understanding a variety of monetary and financial issues facing the private sectors and policymakers, such as the external finance premium, balance sheet constraints on borrowing and lending, liquidity crisis, and credit crunch. We will then apply these models and techniques to study the implications of money and finance for economic growth and business cycles.

As the course progresses, both analytical and numerical techniques for solving and estimating stochastic dynamic general equilibrium macro models that have been taught in Advanced Macroeconomics I will be used, so it is useful for students to review those materials before taking this course. Students should come to each lecture prepared to participate in the discussions of related materials. Class discussions are important, and the intention is to have them elaborate and expand upon the materials covered in the class lectures, rather than having the lectures simply replicate these materials.  


Reference Books

Though no official textbook is required for this course, the various books listed below can serve as very useful references. We shall also rely on research articles. The reading list below provides you with a good starting point, though articles that are not currently included in the list can be added on later. Required readings are marked with an asterisk.
Note that some of the book chapters are covered in Advanced Macroeconomics I, so it is useful for students to review those materials before coming to the lectures.

1.        Sargent, 1987, Dynamic Macroeconomic Theory (Harvard University Press)
2.        Stokey and Lucas with Prescott, 1989, Recursive Methods in Economic Dynamics (Harvard University Press)
3.        Blanchard and Fisher, 1989, Lectures on Macroeconomics (MIT Press)
4.        Mankiw and Romer, 1991, New Keynesian Economics (MIT Press)
5.        Hamilton, 1994, Time Series Analysis (Princeton University Press)
6.        Kamien and Schwartz, 1995, Dynamic Optimization (North Holland)
7.        Barro and Sala-i-Martin, 1995, Economic Growth (McGraw-Hill)
8.        Lucas, 1995, Studies in Business-Cycle Theory (MIT Press)
9.        Cooley, 1995, Frontiers of Business Cycle Research (Princeton University Press)
10.        Aghion and Howitt, 1998, Endogenous Growth Theory (MIT Press)
11.        Taylor and Woodford, eds., 1999, Handbook of Macroeconomics 1.
12.        Marimon and Scott, 1999, Computational Methods for the Study of Dynamic Economies (Oxford University Press)
13.        Ljungqvist and Sargent, 2000, Recursive Macroeconomic Theory (MIT Press)
14.        Romer, 2001, Advanced Macroeconomics (McGraw-Hill, the Second Edition)
15.        Evans and Honkapohja, 2001, Learning and Expectations in Macroeconomics (Princeton University Press)
16.        Woodford, 2003 Interest and Prices: Foundations of a Theory of Monetary Policy (Princeton University Press)
17.        Walsh, 2003, Monetary Theory and Policy (MIT Press, 2nd edition)
18.        Gali, 2008, Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (Princeton University Press)
19.        Wickens, 2008, Macroeconomic Theory: A Dynamic General Equilibrium Approach (Princeton University Press)

高级教材也并是十分难懂，只是自己摸索仍然十分艰苦。当然有个老师领一下路是最好的

收藏之

现在MIT的宏观分为四个序列，第一个序列是方法，离散时间连续时间都涉及，第二个序列是增长，Acemoglu拿着自己的教科书自然轻车熟路。第三个序列是波动，Werning担纲，经济周期通货膨胀货币政策财政政策社会保障收入分配不完全市场资产定价不一而足。第四个序列是危机，这个基本是Caballero的后花园，因为除了他做这个的人太少了，他把Simsek从隔壁挖回来，就是为了保证他万一不在这门课也有人能开。以上还有几个高级，那就是topic了，比较不固定了。

有些经典书是入门学习的最佳素材，没有过时一说。Sargent的MT上半部分包括静态确定性模型等，对入门学习来说，何来过时之说？