Macroeconomics, Financial Economics and Time-Series Econometrics

宏观经济学、金融经济学和时间序列计量经济学

• 批准号: 2095175
• 金额: --
• 依托单位: University of Oxford
• 依托单位国家: 英国
• 项目类别: Studentship
• 财政年份: 2018
• 资助国家: 英国
• 起止时间: 2018 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=studentship-2095175
• 关键词: Macroeconomics; Financial; Economics; Time; Series

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.

我个人的研究兴趣已经发展，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。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相互作用。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本应基于实证考虑，却没有考虑到金融市场。部分原因可能是为了避免并发症，但这似乎忽视了潜在的重要相互作用，例如金融加速器效应。我想探讨的另一个问题是，金融市场和真实的市场中的行为假设和“有限理性”个人如何能够融入宏观经济模型。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最佳央行政策。