Dynamic macroeconomic models in emerging market economies : dsge modelling with financial and housing sectors

著者

    • Jia, Daniel Lukui

書誌事項

Dynamic macroeconomic models in emerging market economies : dsge modelling with financial and housing sectors

Daniel Lukui Jia

Palgrave Macmillan, c2020

  • : pbk

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

This book summarizes the evolution of modern macroeconomics (New Consensus Macroeconomics, NCM) and proposes a new approach to theoretical and empirical analysis, which is based on a recently developed dynamic stochastic general equilibrium (DSGE) model. Dynamic macroeconomic analysis in emerging market economies is challenging, and of growing importance in the global economy, where emerging markets are becoming more and more influential. Clearly, a deeper understanding of the inner workings of emerging economies, particularly with respect to their socioeconomic structure and the urbanization process, is needed. The book's extends the NCM/DSGE model to better account for significant economic and social features in emerging market economies. In particular, household heterogeneities and social stratification are explicitly incorporated into the framework proposed here, substantially enhancing the comprehensiveness of the model economy, and allowing it to better account for underlying social structure in emerging economies. Furthermore, financial and housing markets have not been considered sufficiently in either the advanced or emerging economy literature, an oversight this book remedies. As such, it makes an original and valuable contribution to the field, and a direction for future research.

目次

Part I Introduction Chapter 1 Introduction to Modern Macroeconomic Models Chapter 2 Time to Improve the Existing Models Part II Dynamic Macroeconomic Modelling Chapter 3 Traditional Dynamic Macroeconomic Models Chapter 4 Modern Mainstream Macroeconomic Models Part III The Financial and Housing Sectors Asymmetric Model for Emerging Market Economies Chapter 5 Overview and General Assumptions Chapter 6 The Basic Model Chapter 7 The Advanced Model Chapter 8 The Full Model Chapter 9 Solving DSGE models Part IV Empirical Analysis Chapter 10 Empirical Methodologies and Software Tools Chapter 11 Data, Statistics and Stylized Facts Chapter 12 Empirical Analysis Part V Summary Chapter 13 Conclusion and Discussion Index

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