マクロ経済学B

 

参加に当たっては「上級マクロ 経済学」を受講済みであること(もしくはそれと同等の内容を習得済みであるこ とが明確であること) が条件です。ハイブリッド形式で開催します。


取り上げる論文

 

Barro, Robert. r minus g. NBER WP 28002 (2020).

Gertler, Mark, Christopher Huckfeldt, and Antonella Trigari. "Unemployment fluctuations, match quality, and the wage cyclicality of new hires." The Review of Economic Studies 87.4 (2020): 1876-1914.


Acemoglu, Daron, et al. "The environment and directed technical change." American economic review 102.1 (2012): 131-66.  NBER WP version(
こ ちらも利用します)

 

 de Ferra, Sergio, Kurt Mitman, and Federica RomeiWhy does capital flow from equal to unequal countries? CEPR DP 15647 (2021).


Ito, Takatoshi, and Tomoyoshi Yabu. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy." Journal of the Japanese and International Economies 58 (2020): 101106.

Ito, Takatoshi, and Tomoyoshi Yabu. "What prompts Japan to intervene in the Forex market? A new approach to a reaction function." Journal of International Money and Finance 26.2 (2007): 193-212..

 

 

 

その他の候補。

 

Financial Frictions and Growth (Development)

Lin, Justin Yifu, Jianjun Miao, and Pengfei Wang. "Convergence, financial development, and policy analysis." Economic Theory (2019): 1-46.

 

Hori, Takeo. "Monetary policy, financial frictions, and heterogeneous R&D firms in an endogenous growth model.Scandinavian Journal of Economics 122.4 (2020): 1343-1373.

 

Asset Bubbles and Growth

Shin, Jong Kook, and Chetan Subramanian. "Asset price bubbles and technological innovation." Economic Inquiry 57.1 (2019): 482-497.

 

He, Sicheng. "Growth, innovation, credit constraints, and stock price bubbles." Journal of Economics (2021): 1-31.

 

Endogenous Cycles

Ho, Wai-Hong. "Financial market globalization, nonconvergence and credit cycles." Annals of Finance 13.2 (2017): 153-180.

 

Schmitt-Grohé, Stephanie, and Martín Uribe. "Deterministic debt cycles in open economies with flow collateral constraints.Journal of Economic Theory 192 (2021): 105195.

 

Kunieda, Takuma, and Kazuo Nishimura. "Endogenous business cycles in a perpetual youth model with financial market imperfections.International Journal of Economic Theory 15.3 (2019): 231-248.

 

Macroeconomic Models of Financial Panics

Bacchetta, Philippe, and Eric Van Wincoop. "The great recession: a self-fulfilling global panic." American Economic Journal: Macroeconomics 8.4 (2016): 177-98.

 

Gertler, Mark, Nobuhiro Kiyotaki, and Andrea Prestipino. "A macroeconomic model with financial panics." The Review of Economic Studies 87.1 (2020): 240-288.

 

Debt Sustainability

Sergeyev, Dmitriy, and Neil Mehrotra. "Debt sustainability in a low interest rate world." CEPR DP 15282 (2020).

 

Reis, Ricardo. "The constraint on public debt when r< g but g< m." CEPR DP15950 (2021).

 

 

Ball, Laurence and Gregory N. Mankiw.  "Market power in neoclassical growth models." NBER WP 28538  (2021).

 

International Capital Flow

Kraay, Aart, and Jaume Ventura. "Current accounts in debtor and creditor countries." The Quarterly Journal of Economics 115.4 (2000): 1137-1166.

 

Devereux, Michael B., Makoto Saito, and Changhua Yu. "International capital flows, portfolio composition, and the stability of external imbalances." Journal of International Economics 127 (2020): 103386.

 

 

Matsuyama, Kiminori. "Credit market imperfections and patterns of international trade and capital flows." Journal of the European Economic Association 3.2-3 (2005): 714-723.