厦门大学研究生课程教学大纲与教学计划.doc

厦门大学研究生课程教学大纲与教学计划 XMU Graduate Course Syllabus 学院（School） 经济学院 /王亚南经济研究院 Major） 专业(orientation) 课程名称（中文） Course title (in hinese) 高级宏观经济学2 课程名称（英文） Course title (in English) Advanced Macroeconomics 2 课 程 编 码 Course number 周学时 Weekly teaching hour 4 学分 credit 3 总学时 Total teaching hour 60 开 课 对 象 Teaching object 学术硕博士生一年级 First year graduate students (academic track) 任课教师及 职 称 Professor&Title 牛霖琳，副教授 Linlin Niu, Associate Professor 先修课程与预备知识 Prerequisite course 高级宏观经济学1 Advanced Macroeconomics 1 课程 目标 Course objectives 动态随机一般均衡模型（DSGE）是当前宏观经济理论的标准分析工具，而融合实际经济周期理论（RBC）中的DSGE结构特征、并且其假设偏离古典宏观经济模型基本假设的新凯恩斯主义模型则是当前宏观经济理论发展的前沿领域。为此，本课程目标有二：一是在方法论上介绍DSGE模型的分析、求解、仿真及其拓展方法，二是在理论上介绍新凯恩斯主义模型的基本框架。 现代宏观经济学相当倚重于数量分析，为此，本课程将传授给学生运用计算机程序（首推MATLAB）操作数量分析练习的方法。此外，本课程推荐学生下载基于MATLAB，该工具箱可用于求解、模拟和估计DSGE模型。 This is the second of the required core courses in advanced macroeconomics for graduate students. Dynamic stochastic general equilibrium (DSGE) models have become the standard workhorse models for the analysis of economic fluctuations. The primary focus of the course will be on the analysis, solution, estimation, and extension of DSGE models. In addition, students will be introduced to basic tools in the New Keynesian modelling approach, which combines the DSGE structure characteristic of Real Business Cycle (RBC) models with assumptions that depart from those found in classical macroeconomic models. Modern macroeconomics is a quantitative science. As such, students will be expected to perform quantitative exercises using a computer program, most preferably MATLAB. 教材 与 主要 参考 书目 Required textbook & Main reference book ? D. N. Dejong and C. Dave, Structural Macroeconometrics. Princeton University Press, 2007. Chapter 3 and 6. ? Jordi Gali, Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework. Princeton University Press, 2008. Chapter 1 - 5. ? James D. Hamilton, Time Series