"但不知道巴罗作为新古典宏观经济学的代表人物为何要坚持他所反对的凯恩斯的东西"
__ 不明白你这句话是什么意思？？！！
“如果说到了高级宏观经济学的阶段，凯恩斯主义的东西无足轻重，那么罗默的高级宏观教材为何还花那么大精力探讨凯恩斯主义的内容”
———————— 呵呵，我到是能想到你用这样的论据来反驳我。
DAVID ROMER本身就是新凯恩斯学派的代表人物之一，所以他的书多谈些KEYNES有什么奇怪？！ 况且，你根本没注意我说什么！ 我的意思是在现代宏观经济学中失去地位的是缺乏微观基础的传统“凯恩斯主义”。至于新凯恩斯学派的研究方法已经受到新古典的极大影响，研究方法基本趋同了。 ROMER书中谈的最多的也是为价格粘性模型奠定微观基础的新凯恩斯学派。
至于一提到高级宏观经济学，马上就想到ROMER的书，呵呵。。。有点让人无话可说。 尽管ROMER的书确实也不错， 但你最好应该知道，在美国大部分一流经济系的宏观经济学教学中，或者是根本就不用这本书做参考书，或者不作为主要参考书。MIT高年级本科生用这本教科书。
研究生宏观经济学教学，分量最重的参考书还是下面两本：
RMED: Recursive Methods in Economic Dynamics, by Stokey and Lucas with Prescott. Harvard.
RMT: Recursive Macroeconomic Theory, by L. Ljungqvist and T. Sargent, MIT press.
当然，由于现代宏观经济学之极端强调微观基础的性质，MWG也会出现在高级宏观课程的SYLLABUS上：
MT: Microeconomic Theory, Andreu Mas Collel, Michael Whinston, and Jerry Green, Oxrord.
下面随便列几个SYLLABUS
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1） 芝大 宏观经济学 I （Theory of Income I） 的Syllabus
Syllabus Theory of Income Fernando Alvarez, UofC fall 2005
This class focuses on basic general equilibrium concepts used in macroeconomics as well as in tools used to analyze dynamic models. I will use them to analyze the neoclassical growth model, OLG models, endogenous growth models, models of investment subject to adjustment cost, and models used to analyze business cycles. Most, but not all, the analysis will be conducted with deterministic models. I will cover as many of these topics as time permit, I do not expect I will cover all of them.
Math Review. Definition of and Economy Appendices MC, ME, MG, MJ, Mk, ML of MT. Welfare Theorem. Ch 16 of MT. Euler Equations and transversality in cts and discrete time, deterministic. Ch 2 LM, Ch 2 RMED, Ch. 2 EG Dynamic programming (deterministic) Ch 2 RMT, Ch 3 of RMED. Analysis of dynamics and comparative static of neoclassical growth model: determinants of steady states, rate of convergence, etc (deterministic), effect of transitory vs permanent productivity and government expenditure, etc.. Ch 2 EG, Ch 2 LM, Ch 6 RMED. Other applications: adjustment cost on investment: q theory, and equilibrium search models . Ch 2 LM, Ch 3 EG. Introduction to stochastic models and Euler equations. Tobin’s q revisited. Asset pricing, Hal’s random walk Ch. 7 and Ch 10 RMT. Computation of linear approximations to resource allocation problems and equilibrium (1 class or less) Ch 4 RMT, Harald Uhlig program at http://www.iue.it/Personal/Marimon.BAK/book/main.htm
References
MT: Microeconomic Theory, Andreu Mas Collel, Michael Whinston, and Jerry Green, Oxrord. RMED: Recursive Methods in Economic Dynamics, by Stokey and Lucas with Prescott. Harvard. RMT: Recursive Macroeconomic Theory, by L. Ljungqvist and T. Sargent, MIT press.
LM: Lectures on Macroeconomics, by O. Blanchard and S. Fischer. MIT Press. EG: Economic Growth by Barro and Sala-i-Martin, Mc Graw Hill.
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2） CORNELL 2005年秋季的宏观 I 由朱涛 讲授：
Macroeconomics Econ 613 (MW1:50-3:05 UH202) Instructor: Tao Zhu (tz34@cornell.edu) Office Hours: M 11:00-12:10 and by appointment UH442 TA: Jonathan Peterson (jrp45@cornell.edu) Office Hours: TBA
Textbooks: [1] Nancy L. Stokey and Robert E. Lucas, Jr. (with Edward C. Prescott): Recursive Methods in Economic Dynamics, Harvard University Press, 1989. [2] Lars Ljungqvist and Thomas J. Sargent: Recursive Macroeconomic Theory, Second Edition, The MIT Press, 2004.
Course Overview: Macroeconomics emphasizes the general-equilibrium analysis. That is challenging because most macroeconomic problems are essentially dynamic. The focus of the course is to learn some basic tools that are useful to deal with dynamic problems. The course consists of three parts. Part I is introduction. Besides the first-lecture conventional introduction, we will see from examples what the general-equilibriummeans. The examples are built on the overlapping-generations models. We will also spend sometime to review some basic math. Part II studies deterministic dynamic programming, and it is the core of the course. In Part II.1 and 2, we introduce the necessary math tools. Then in part II.3 we apply those tools to deterministic dynamic programming. In part II.4, we make a generalization to some simple stochastic environment. The by-product of part II is the exogenous optimal growth theory. Part III gives some other applications of dynamic programming. Evaluation: Grades will be based on homework sets (10%), two in-class midterm exams (20% each), and the final exam (50%). Course Outline: Part I (6 lectures, 8/29, 31, 9/5, 7, 12, 14) [1, Ch 1], [2, Ch 1, 9], Note- (OLG examples), Note-(math review) Part II.1 (3 lectures 9/19, 21, 26) [1, Ch 3.1-3.2] Part II.2 (2 lectures 9/28, 10/3) [1, Ch 3.3] Midterm 1 (10/5, in class, part I and part II.1)
(Fall break) Part II.3 (6 lectures 10/12, 17, 19, 24, 26, 31) [1, Ch 4.1-2, 4.5, 5.1-4] Part II.4 (2 lectures 11/2, 7) Note-(extension to simple stochastic dynamic programming) Prelim 2 (11/9, in class, part II.2-3) Part III.1 (3 lecture 11/14, 16, 21): [2, Ch 6.3, 16.2, 16.5], Note-(Lucas tree) (Thanksgiving) Part III.2 (2 lectures, 11/28, 30): [2, Ch 19.3] Final exam (12/15, 9:00-11:30, accumulative) Course website is inmy personal homepage: http://www.arts.cornell.edu/econ/zhu/ Others For those who are interested in the start of the evolution of macroeconomics in 1970s, the following is a good reading, Thomas J. Sargent: Expectations and the Nonneutrality of Lucas, http:// www.fiu.edu/~thompsop/macro2/shortrun/lucnew.pdf. For those who are interested to learn more math, there is a list of rcommended math courses for economics graduate students in Sargent personal homepage, http://homepages.nyu.edu/~ts43/.
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