Quantitative methods for monetary and fiscal policy
货币和财政政策的定量方法
基本信息
- 批准号:0350686
- 负责人:
- 金额:$ 14.77万
- 依托单位:
- 依托单位国家:美国
- 项目类别:Continuing Grant
- 财政年份:2004
- 资助国家:美国
- 起止时间:2004-07-01 至 2007-06-30
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
One component of this project will explore the possibility of explaining the nature of delay and inertia in economic behavior by importing into standard dynamic economic theory from communications engineering the notion of the Shannon capacity of an information channel. This has already been shown to imply realistic modifications of the predictions of the permanent income theory, and appears ripe for further extension.Another component will improve and apply computer code for finding Taylor series expansions of solutions to dynamic stochastic equilibrium models. Such models are seeing increasing use in central bank policy analysis, so that wider availability of these methods will find quick application to important problems.There is a dispute, relevant to the evaluation of reform proposals for our monetary institutions, over how much and in what way monetary policy has changed in the US over the course of the twentieth century. A component of this research project will apply Bayesian model comparison methods to look further into the sources of conflicting conclusions in the literature on these issues.Broader ImpactRecent developments in econometric methodology and in its connection to decision theory have made it practical to take new approaches to quantitative modeling for monetary policy analysis. The local expansion programming and the Bayesian time-varying parameters and model choice methods in other components of this proposal are likely to find application in the central bank revisions of their methods. One component of this project is to continue existing contacts of the investigator with central bank research departments, both to disseminate the results of this project's research and to learn more about the analytic bottlenecks in the policy process.
该项目的一个组成部分将探讨通过从通信工程中引入信息通道的香农容量概念来解释经济行为中的延迟和惯性的性质的可能性。这已经被证明意味着对永久收入理论的预测进行现实的修改,并且似乎已经成熟,可以进一步扩展。另一个组成部分将改进和应用计算机代码,以找到动态随机均衡模型解的泰勒级数展开式。这些模型在中央银行政策分析中的应用越来越广泛,因此,这些方法的广泛应用将迅速应用于重要问题。关于美国货币政策在20世纪发生了多大程度的变化以及如何变化,存在着一场争论,这与对我们货币机构改革建议的评估有关。本研究项目的一个组成部分将应用贝叶斯模型比较方法,以进一步探讨在文献中对这些问题的矛盾结论的来源。更广泛的影响最近的发展,在计量经济学方法,并在其连接到决策理论已经实际采取新的方法来定量建模的货币政策分析。本建议其他部分中的局部扩张规划和贝叶斯时变参数和模型选择方法可能会在中央银行对其方法的修订中得到应用。该项目的一个组成部分是继续保持调查员与中央银行研究部门的现有联系,传播该项目的研究成果,并更多地了解政策过程中的分析瓶颈。
项目成果
期刊论文数量(0)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
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Christopher Sims其他文献
Single-Cell Biochemical Assays for the Molecular Targets of Disease
- DOI:
10.1016/j.bpj.2009.12.1592 - 发表时间:
2010-01-01 - 期刊:
- 影响因子:
- 作者:
Christopher Sims;Nancy Allbritton;Dechen Jiang;Shan Yang;Angie Proctor;Ryan Phillips - 通讯作者:
Ryan Phillips
Consistency of Supervisory Interpretations of Stop-Search Justification in London: A Vignette Assessment Analysis
伦敦停止搜查理由的监管解释的一致性:小插曲评估分析
- DOI:
- 发表时间:
2023 - 期刊:
- 影响因子:0
- 作者:
Andy Brittain;Christopher Sims;Vincent Harinam;H. Strang - 通讯作者:
H. Strang
Use of Arrays of Releasable Microstructures for Selection of Single Cells and Colonies
- DOI:
10.1016/j.bpj.2009.12.1037 - 发表时间:
2010-01-01 - 期刊:
- 影响因子:
- 作者:
Christopher Sims;Nancy Allbritton;Wei Xu;Yuli Wang;Hamed Shadpour;Jeng-Hao Pai;Rahul Dhopeshwarkar;Phillip Gach - 通讯作者:
Phillip Gach
Topologically Protected Wormholes in a Type-III Weyl Phase
III 型外尔相中受拓扑保护的虫洞
- DOI:
- 发表时间:
2020 - 期刊:
- 影响因子:0
- 作者:
Christopher Sims - 通讯作者:
Christopher Sims
Simulation of Higher-Dimensional Discrete Time Crystals on a Quantum Computer
- DOI:
10.3390/cryst13081188 - 发表时间:
2023-03 - 期刊:
- 影响因子:2.7
- 作者:
Christopher Sims - 通讯作者:
Christopher Sims
Christopher Sims的其他文献
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{{ truncateString('Christopher Sims', 18)}}的其他基金
Technologies of Futuring: Computational Modeling Practices at the Intersection of Environmental Governance and Environmental Justice
未来技术:环境治理与环境正义交叉点的计算建模实践
- 批准号:
2240748 - 财政年份:2023
- 资助金额:
$ 14.77万 - 项目类别:
Standard Grant
Collaborative Research: Visual Training in the Geosciences by Training Visual Working Memory
合作研究:通过训练视觉工作记忆进行地球科学中的视觉训练
- 批准号:
1915874 - 财政年份:2017
- 资助金额:
$ 14.77万 - 项目类别:
Continuing Grant
Collaborative Research: Visual Training in the Geosciences by Training Visual Working Memory
合作研究:通过训练视觉工作记忆进行地球科学中的视觉训练
- 批准号:
1560829 - 财政年份:2016
- 资助金额:
$ 14.77万 - 项目类别:
Continuing Grant
Theory and Inference for Macroeconomic Policy
宏观经济政策的理论与推论
- 批准号:
0719055 - 财政年份:2007
- 资助金额:
$ 14.77万 - 项目类别:
Continuing Grant
Dynamic Quantitative Macroeconomics
动态定量宏观经济学
- 批准号:
8608078 - 财政年份:1986
- 资助金额:
$ 14.77万 - 项目类别:
Continuing Grant
Economic Applications of Large Scale Computing
大规模计算的经济应用
- 批准号:
8415023 - 财政年份:1985
- 资助金额:
$ 14.77万 - 项目类别:
Standard Grant
A Conference on Large-Scale Computing in Economics Univ. Of Minnesota-July 2,3, 1984
经济大学大规模计算会议。
- 批准号:
8414551 - 财政年份:1984
- 资助金额:
$ 14.77万 - 项目类别:
Standard Grant
Macroeconomic Fluctuations and Policy
宏观经济波动与政策
- 批准号:
8309329 - 财政年份:1983
- 资助金额:
$ 14.77万 - 项目类别:
Standard Grant
Econometric Evaluation of Macroeconomic Policy
宏观经济政策的计量经济学评价
- 批准号:
8112026 - 财政年份:1982
- 资助金额:
$ 14.77万 - 项目类别:
Standard Grant
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