Financial Markets and the Macroeconomy.
作者： Harald Uhlig
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摘要: This part of the course investigates interrelationship between financial markets and macroeconomics, presenting some recent developments in that literature. We start from a log-linearized perspective on asset pricing macroeconomic dynamics. extend these tools to long-run risk Epstein-Zin preferences. discuss higher moments large disasters. Next we turn models systemic as well DSGE incorporating sector house price booms busts. Finally, sovereign debt crises. Course schedule:
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