【题  目】Global DSGE Models

【时  间】2022年10月12日（星期三），14:00-15:30

【地  点】腾讯会议ID：544-200-953

【主讲人】聂光宇 教授（上海财经大学商学院）

【主持人】许敏波 副教授（766全讯白菜网999策略白菜手机论坛）

摘要：

We introduce our GDSGE framework and a novel global solution method, called simultaneous transition and policy function iterations (STPFIs), for solving dynamic stochastic general equilibrium models. The framework encompasses many well-known incomplete markets models with highly nonlinear dynamics such as models of financial crises and models with rare disasters including the current COVID-19 pandemic. Using consistency equations, our method is most effective at solving models featuring endogenous state variables with implicit laws of motion such as wealth or consumption shares. Finally, we incorporate this method in an automated and publicly available toolbox that solves many important models in the aforementioned topics, and in many cases, more efficiently or accurately than their original algorithms.

报告人简介：

聂光宇，上海财经大学商学院教授，博士生导师，上海财经大学商学院贸易与金融开放研究团队首席专家。在国际知名刊物Journal of Development Economics（独作）、American Economic Journal: Macroeconomics、Journal of International Money and Finance、《经济研究》等发表多篇论文。2016年获中国金融学术年会最佳论文奖，2017年获上海“浦江人才计划”支持，2019年获上海财经大学中振科研基金优秀成果奖，2018及2021年获上海财经大学先进工作者称号。主持国家自科青年项目及面上项目、国家社科重大项目子课题。兼任上海世界经济学会理事、国际金融分委会副主任。主要研究方向包括：金融市场与宏观经济的互动关系、资本账户开放、人口结构的宏观影响等。