上級所得理論Ⅰ

• 英語ページ：Advanced Macroeconomics Ⅰ

授業の目的

This course is designed to build your research ability by providing particularly important methodological skills that are often used in modern macroeconomic research. In particular, we shall focus on (1) difference equations for describing variables that evolve over time, and (2) dynamic optimization methods for describing the optimal allocation over time.

到達目標

After this course, students should be able to (1) solve any system of difference equations; (2) solve any dynamic optimizing problem using either by Lagrange method or by dynamic programming; and (3) read and understand advanced textbooks and professional articles in the field of macroeconomics.

授業の工夫

本講義では、可能な限り「世界標準」の大学院向けマクロ経済学を提供するように心がけています。学部レベルのマクロ経済学と大学院レベルのギャップを埋めるべく、まずは差分方程式の解説に力を入れ、変数が時間を通じて変化する様子を記述できるようにトレーニングします。その後は時間を通じた最適化問題を解けるようになることを目標に分析技術を解説しています。

授業の内容や構成

1. Introduction
2. Difference Equations: Linear Scalar Equations
3. Difference Equations: Nonlinear Equations and Linearization
4. Difference Equations: Linear Systems
5. Difference Equations: Nonlinear Systems
6. Dynamic Optimization: Finite Horizon
7. Dynamic Optimization: Infinite Horizon
8. Neoclassical Growth: Global Analysis
9. Neoclassical Growth: Numerical Analysis
10. Dynamic Programming: Basic Idea
11. Dynamic Programming: Applications
12. General Equilibrium: Real Economy
13. General Equilibrium: Monetary Economy
14. General Equilibrium: Monetary Policy
15. Imperfect Competition

履修条件・関連する科目

No prerequisite.
Prior to the semester, prospective students are strongly encouraged to read textbooks such as Simon and Blume, Mathematics for Economists, Norton, 1994, or alike. To get ready for the course, be familiar with constrained optimization, total differentiation, and matrix algebra.
Lectures of this course will be delivered entirely in English.

教科書・参考書

There is no textbook you must purchase. Reading list and other materials will be distributed at TACT.

課外学習等

There will be 5-7 take-home assignments. Each assignment consists of many (time-consuming) questions. Some questions require computers.

講義資料

1. Indroduction
2. NonlinearDE
3. LinearSystems
4. Stability
5. NonlinearSystems
6. Optimization
7. InfiniteHorizon
8. Neoclassical
9. Numerical
10. DP
11. GE
12. Monetary
13. Imperfect

この 作品 は クリエイティブ・コモンズ 表示 - 非営利 - 継承 4.0 国際 ライセンスの下に提供されています。

---