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    Disciplines / Research questions

    理论经济学

    10 个研究主题 · 26 个问题

    股权溢价之谜及风险偏好解释的参数不现实问题3 个问题

    1. Wealth inequality in a habit economy with background risk: empirical validation, higher-moment extensions, and the sign of the inequality effect on the equity premium and risk-free rate

    2. Recursive-preference re-estimation and Bayesian model comparison for the consumption CAPM in Norway, Sweden, and the UK: is near-risk-neutrality an artifact of the CRRA restriction?

    3. Identification and structural estimation of drift and jump ambiguity bounds in continuous-time multiple-priors equity-premium models

    价格水平决定的财政理论与货币主义识别之争3 个问题

    1. Empirical identification of price-level determination under an interest-rate target: monetary determinacy, the fiscal theory, and observational equivalence

    2. Are the fiscal and monetary (quantity-theory) theories of the price level genuinely distinct, and can they be told apart? Definitional consensus and observable identification of the price-level-determining regime

    3. Open questions from Gordon and Leeper (2006): empirical identification of the joint monetary–fiscal determination of the price level in the portfolio-choice framework

    理性预期模型中的前瞻指引之谜1 个问题

    1. Completing the coherence theory of the New Keynesian model at the effective lower bound: non-rational expectations, endogenous attention, and continuous persistent shocks

    生产率悖论及通用技术扩散时滞解释2 个问题

    1. Lagged ICT Investment and US Industry Productivity: Estimating the Lag Structure and Separating Complementary-Capital Accumulation from Spillovers

    2. The delayed and uneven productivity payoff of general purpose technologies: quality-adjusted measurement and the sources of the invention-to-productivity lag in steam power, electrification, and ICT

    实际经济周期模型的劳动供给弹性难题2 个问题

    1. Which Frisch labor supply elasticity should a macroeconomic model be calibrated to? Resolving the retirement-endogeneity bias behind the micro-macro estimate gap

    2. The micro-macro Frisch labor supply elasticity puzzle: reconciling microeconometric estimates with macroeconomic calibration

    市场选择是否足以淘汰非理性交易者1 个问题

    1. Endogenous information acquisition and robustness of selection in the Condie–Yoo market-selection economy with noise traders

    无风险利率之谜与跨期替代弹性识别4 个问题

    1. Robust identification of the elasticity of intertemporal substitution and of the mechanisms behind the flat aggregate consumption Euler equation in the US

    2. Habit-based resolution of the risk-free rate puzzle in Korea: proxy robustness, realistic consumption dynamics, and joint matching with the equity premium

    3. Why stockholders bear disproportionate long-run consumption risk: mechanisms, slow dynamics, and equilibrium reconciliation

    4. Long-Run Growth and a Stationary Wealth Distribution in the Limited-Participation, EIS-Heterogeneity Asset-Pricing Framework of Guvenen (2009)

    消费过度平滑与过度敏感并存之谜3 个问题

    1. Robustness of the Certainty-Equivalence Rejection in the Excess Sensitivity of Aggregate Consumption

    2. Endogenizing and Validating Household Attention in Sticky-Expectations Models of Aggregate Consumption

    3. Excess sensitivity of consumption to anticipated income: genuine regularity, liquidity constraints, or a misspecification shared by the Euler-equation literature?

    长期停滞中人口、需求不足与生产率机制的区分3 个问题

    1. Demographic dynamics and secular stagnation: decomposing the long-run roles of the demographic transition and productivity growth for future growth and real interest rates

    2. Quantifying the relative contributions of aging, inequality, deleveraging, and other secular forces to natural-rate decline and output losses at the zero lower bound

    3. Identifying and decomposing the transmission channels from population ageing to real interest rates: separating demography from policy and structural change

    资本从富国流向穷国不足的Lucas悖论4 个问题

    1. Endogenizing Credit-Market Institutional Quality in the Matsuyama (2014) Model: Two-Way Causality Between Productivity and Institutions and the Patterns of International Capital Flows

    2. The Lucas Paradox: Why Doesn't Capital Flow from Rich to Poor Countries?

    3. The Allocation Puzzle: Explaining Why Net Capital Does Not Flow to Fast-Growing Developing Countries

    4. Extending the portfolio approach to the allocation puzzle: partial equity trade and the composition of international capital flows

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