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学术科研|我院贾越珵副教授在国际权威期刊Journal of Banking and Finance(中财AA类)发表论文 近日,我院贾越珵副教授的论文“Information Spillover and Cross-Predictability of Currency Returns: An Analysis via Machine Learning”在金融学领域的国际权威期刊Journal ofBanking andFinance(ABS 3,中财AA类)正式发表。该论文的合作者刘宇政同学是我院2021届硕士研究生,导师为贾越珵副教授。论文摘要:本文探讨了外汇市场的信息溢出效应。具体的,本文使用文本分析构造的分类新闻情感变量用来研究是否一个国家的新...
30 2024-09
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学术沙龙|货币经济学讨论班(第67期):人口结构与全球失衡的演变 分享论文: Demographics and the evolution of global imbalances (Journal of Monetary Economics, Michael Sposi. 2022)分享人:张甜甜(金融学院,2022级博士生)时间:2024年09月28日(周六),下午15:00-17:00地点:学术会堂712主持人:王忏(金融学院),赵军柱(创新发展学院中国经济与管理研究院)论文摘要:The age distribution influences capital flows through aggregate saving and labor supply. To quantify th...
27 2024-09
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学术沙龙|宏观金融讨论班(118期):非竞争性与数据经济学 1、研讨论文Nonrivalry and the Economics of Data (American Economic Review. Jones and Tonetti. 2020)2、主讲人杨欣(中经管2021级博士生)3、上期回顾We first solved the social planner’s problem and obtained the optimal allocation. Then we turned to a decentralized equilibrium in which firms own data. In this equilibrium, firms decide whether to sell data. Data is bought and sold via a data interme...
27 2024-09
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中央财经大学创新发展学院第二届全球校友学术年会《宏观经济和金融治理体系创新与高质量发展》征文通知 2024年10月26日中国·北京为了贯彻党的二十大和二十届三中全会关于推动经济高质量发展、健全宏观经济治理体系与构建支持全面创新体制机制的战略部署,迎接中央财经大学75周年校庆,凝聚校友力量,弘扬学术精神,中央财经大学创新发展学院拟于2024年10月26日举办第二届全球校友学术年会,主题为“宏观经济和金融治理体系创新与高质量发展”。中央财经大学创新发展学院全球校友学术年会旨在汇集海内外“三院一中心” (中国经济与...
19 2024-09
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学术沙龙|宏观金融讨论班(113期):货币联盟中的最优货币和财政政策 1.研讨论文Optimal Monetary and Fiscal Policy in A Currency Union (Journal of International Economics. Galí and Monacelli. 2008)2.主讲人王忏(金融学院副教授)3.上期回顾We defined and solved the equilibrium, in which CPI inflation and PPI inflation are not necessarily equal within a country due to international trade but equal at the global level. We also reviewed some fundamental concepts regard...
23 2024-08
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学术沙龙 | 宏观金融讨论班(第112期):货币联盟中的最优货币和财政政策 1.研讨论文Optimal Monetary and Fiscal Policy in A Currency Union (Journal of International Economics. Galí and Monacelli. 2008)2.主讲人王忏(金融学院副教授)3.上期回顾We reviewed the literature on the coordination between fiscal and monetary policy. We studied the model setup where there is a continuum of countries. The household in each country consumes a bundle composed of home and foreign go...
16 2024-08
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学术沙龙| 宏观金融讨论班(第111期):货币联盟中的最优货币和财政政策 1.研讨论文Optimal Monetary and Fiscal Policy in A Currency Union (Journal of International Economics. Galí and Monacelli. 2008)2.主讲人王忏(金融学院副教授)3.论文简介We lay out a tractable model for the analysis of optimal monetary and fiscal policy in a currency union. The monetary authority sets a common interest rate for the union, whereas fiscal policy is implemented at the country level, ...
08 2024-08
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学术沙龙|宏观金融讨论班(第110期):创造性破坏的增长模型 1.研讨论文A Model of Growth Through Creative Destruction (Econometrica. Aghion and Howitt. 1992)2.主讲人陈健英(中经管2023级博士生)3.上期回顾We derived the economy's average growth rate and the variance of the economy's growth rate. We then identified the first-order condition that maximizes social welfare and compared it with the laissez-faire equilibrium. Subsequently, we relaxed the assumpt...
02 2024-08
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学术沙龙|宏观金融讨论班(第109期):创造性破坏的增长模型 1.研讨论文A Model of Growth Through Creative Destruction (Econometrica. Aghion and Howitt. 1992)2.主讲人陈健英(中经管2023级博士生)3.上期回顾We introduced the setup of the baseline model. We showed that in equilibrium, the marginal cost of R&D is increasing in research employment, while the marginal benefit of R&D is decreasing in research employment. We also obtained two long-term equilibrium...
26 2024-07
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学术沙龙|宏观金融讨论班(第108期):创造性破坏的增长模型 1.研讨论文A Model of Growth Through Creative Destruction (Econometrica. Aghion and Howitt. 1992)2.主讲人陈健英(中经管2023级博士生)3.论文简介A model of endogenous growth is developed in which vertical innovations, generated by a competitive research~stationary equilibria, in which research employment is constant and GNP follows a random walk with drift, although under some circumstances cyclic...
19 2024-07