Macroeconomics, Financial Economics and Time-Series Econometrics

从那时起，我的个人研究兴趣就一直在宏观经济学、金融经济学和时间序列计量经济学的交叉领域发展。我想更好地了解金融市场、经济周期和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应该以实证考虑为动力，但却没有考虑到金融市场。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要相互作用，比如金融加速器效应。我想探讨的另一个问题是，在金融市场和实际市场中，行为假设和“有限理性”个人如何被整合到宏观经济模型中。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，到最优央行政策。

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.