Macroeconomics, Financial Economics and Time-Series Econometrics

我的个人研究兴趣后来发展起来，现在处于宏观经济学、金融经济学和时间序列计量经济学的交叉点上。我想更好地了解金融市场、商业周期和整个国际宏观经济之间的互动。在阅读一个关于经济波动的模块时，我惊讶地发现，许多新凯恩斯主义模型--它们本应受到经验考量的推动--没有考虑金融市场。部分原因可能是为了避免复杂化，但这似乎忽略了潜在的重大互动，例如金融加速器效应。我想探讨的另一个问题是，如何将金融市场和真实市场中的行为假设和“有限理性”个人纳入宏观经济模型。这可能有助于解决一系列重要问题，从更好地理解资产市场的系统性风险，到优化央行政策。

My personal research interests have since developed and now lie at the intersection of macroeconomics, financial economics and time-series econometrics. I want to better understand the interactions between financial markets, business cycles and the international macro-economy as a whole. Reading a module on economic fluctuations, I was surprised to find that many New Keynesian models, which ought to be motivated by empirical considerations, did not take any account of financial markets. Part of the reason might be to avoid complications, yet this seems to ignore potentially significant interactions, such as a financial accelerator effect. Another question I want to pursue is how behavioural assumptions and "boundedly rational" individuals, both in financial markets and real markets, can be integrated in macroeconomic models. This could help with a range of important issues, from better understanding systemic risks in asset markets to optimal central bank policy.