Macroeconomics, Financial Economics and Time-Series Econometrics

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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.