Quantitative Macroeconomics: An Introduction(Dirk Krueger)

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Quantitative Macroeconomics: An Introduction(Dirk Krueger)
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<P>Contents<BR>I Motivation and Data 1<BR>1 Introduction 3<BR>1.1 The Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3<BR>1.2 The Approach and the Structure of the Book . . . . . . . . . . . 3<BR>2 Basic Business Cycle Facts 5<BR>2.1 Decomposition of Growth Trend and Business Cycles . . . . . . . 5<BR>2.2 Basic Facts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14<BR>II The Real Business Cycle (RBC) Model and Its Extensions<BR>17<BR>3 Set-Up of the Basic Model 21<BR>3.1 Households . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21<BR>3.2 Firms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24<BR>3.3 Aggregate Resource Constraint . . . . . . . . . . . . . . . . . . . 27<BR>3.4 Competitive Equilibrium . . . . . . . . . . . . . . . . . . . . . . . 27<BR>3.5 Characterization of Equilibrium . . . . . . . . . . . . . . . . . . . 30<BR>4 Social Planner Problem and Competitive Equilibrium 33<BR>4.1 The Social Planner Problem . . . . . . . . . . . . . . . . . . . . . 33<BR>4.2 Characterization of Solution . . . . . . . . . . . . . . . . . . . . . 34<BR>4.3 The Welfare Theorems . . . . . . . . . . . . . . . . . . . . . . . . 35<BR>4.4 Appendix: More Rigorous Math . . . . . . . . . . . . . . . . . . 36<BR>5 Steady State Analysis 39<BR>5.1 Characterization of the Steady State . . . . . . . . . . . . . . . . 39<BR>5.2 Golden Rule and Modi…ed Golden Rule . . . . . . . . . . . . . . 40<BR>6 Dynamic Analysis 43<BR>6.1 An Example with Analytical Solution . . . . . . . . . . . . . . . 44<BR>6.2 Linearization of the Euler Equation . . . . . . . . . . . . . . . . . 47<BR>6.2.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . 47<BR>6.2.2 Doing the Linearization . . . . . . . . . . . . . . . . . . . 48<BR>6.3 Analysis of the Results . . . . . . . . . . . . . . . . . . . . . . . . 54<BR>6.3.1 Plotting the Policy Function . . . . . . . . . . . . . . . . 54<BR>6.3.2 Impulse Response Functions . . . . . . . . . . . . . . . . . 54<BR>6.3.3 Simulations . . . . . . . . . . . . . . . . . . . . . . . . . . 54<BR>6.4 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56<BR>7 A Note on Economic Growth 57<BR>7.1 Preliminary Assumptions and De…nitions . . . . . . . . . . . . . 57<BR>7.2 Reformulation of Problem in E¢ciency Units . . . . . . . . . . . 58<BR>7.3 Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60<BR>7.4 The Balanced Growth Path . . . . . . . . . . . . . . . . . . . . . 60<BR>8 Calibration 63<BR>8.1 Long Run Growth Rates . . . . . . . . . . . . . . . . . . . . . . . 63<BR>8.2 Capital and Labor Share . . . . . . . . . . . . . . . . . . . . . . . 64<BR>8.3 The Depreciation Rate . . . . . . . . . . . . . . . . . . . . . . . . 64<BR>8.4 The Technology Constant A . . . . . . . . . . . . . . . . . . . . . 65<BR>8.5 Preference Parameters . . . . . . . . . . . . . . . . . . . . . . . . 65<BR>8.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66<BR>9 Adding Labor Supply 67<BR>9.1 The Modi…ed Social Planner Problem . . . . . . . . . . . . . . . 67<BR>9.2 Labor Lotteries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68<BR>9.3 Analyzing the Model with Labor . . . . . . . . . . . . . . . . . . 69<BR>9.4 A Note on Calibration . . . . . . . . . . . . . . . . . . . . . . . . 72<BR>9.5 Intertemporal Substitution of Labor Supply: A Simple Example 73<BR>9.6 A Remark on Decentralization . . . . . . . . . . . . . . . . . . . 74<BR>10 Stochastic Technology Shocks: The Full RBC Model 77<BR>10.1 The Basic Idea . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77<BR>10.2 Specifying a Process for Technology Shocks . . . . . . . . . . . . 78<BR>10.3 Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80<BR>10.4 What are these Technology Shocks and How to Measure Them? . 82<BR>III Evaluating the Model 85<BR>11 Technology Shocks and Business Cycles 89<BR>11.1 Impulse Response Functions . . . . . . . . . . . . . . . . . . . . . 89<BR>11.2 Comparing Business Cycle Statistics of Model and Data . . . . . 92<BR>11.3 Counterfactual Experiments . . . . . . . . . . . . . . . . . . . . . 94<BR>IV Welfare and Policy Questions 95<BR>12 The Cost of Business Cycles 99</P>

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关键词：introduction Quantitative QUANTITATIV troduction Economics Business

free download at http://www.wiwi.uni-frankfurt.de/profs/krueger/teaching/QuantMacro.pdf

谢谢；楼上的兄弟[em05][em05]

thx, dirk kruger is a highly productive scholar, his contribution in real business cycle is invaluable.

多谢2楼的朋友。

既然是供大家学习的东西，为什么还设置门槛呢？不过还要谢谢1楼的兄弟！

i bought it, 3 u

这个根本就是没有完成的书稿吗，还拿来卖钱啊

谢了

好东东,谢谢了