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关于资本管制必要性的争论在国内外都非常普遍。文章改进了Chang 等（2015）建立的中国开放经济DSGE模型，论证了经济发展阶段不同的中美两国进行国际货币长期合作的困难以及中国实施常态化资本管制的必要性。研究表明，中国的资本账户开放进程必须与经济在当前和未来所处的发展阶段相适应，这是需要遵循的一个客观经济规律。当然，文章不是试图阻止中国正常的金融服务业开放以及与所处经济发展阶段相适应的正常资本账...
We develop a new class of time series models to identify nonlinearities in the dataand to evaluate DSGE models. U.S. output growth and the federal funds rate displaynonlinear conditional mean dynamics...
An Estimated Search-Based Monetary DSGE Model with Liquid Capital
Monetary DSGE Model Liquid Capital
2015/9/18
In this note we extend the search-based monetary DSGE model studied in Aruoba and Schorfheide (2010) and introduce liquid capital claims. More specifically, buyers in the decentralized market can use ...
Discussion of “The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks” by Glenn Rudebusch & Eric Swanson
DSGE Model Bond Premium
2015/7/23
contribution to monetary DSGE literature
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Epstein Zin utility with high risk aversion (improves asset pricing)
can still match volatility of macro aggregates
same spirit as Tallarini (2000,...