经济与金融系学术讨论会第161期

题目：Global DSGE Models

演讲人：聂光宇（上海财经大学 教授）

时间：2022年11月8日（周二）12:00-13:00

【线上腾讯会议】

会议号:417358616

密码:456843

参会链接：https://meeting.tencent.com/dm/w40kPaHDgVkB

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.

个人简介： 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。获中国金融学术年会最佳论文奖。主持国家自科项目2项，以及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。