課程資訊
課程名稱
國際金融理論與實證
INTERNATIONAL FINANCE:THEORY AND EMPIRICS 
開課學期
96-1 
授課對象
社會科學院  經濟學研究所  
授課教師
張永隆 
課號
ECON7953 
課程識別碼
323 M2360 
班次
 
學分
全/半年
半年 
必/選修
選修 
上課時間
星期二5,6(12:20~14:10) 
上課地點
社法23 
備註
總人數上限:30人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/961ifinance_teo 
課程簡介影片
 
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課程概述

This course provides a survey of some selected topics in international macroeconomics and finance. The unifying theme of this course is the use of structural models, specifically, discrete time, dynamic stochastic general equilibrium (DSGE) models to answer some interesting questions in international macroeconomics and finance.

DSGE models have now become a popular tool in macroeconomics. They have two important advantages: 1) They have explicit micro-foundations and hence are less susceptible to the Lucas’ Critique and 2) they are discrete time models and hence can be compared with data more readily. A disadvantage of DSGE models is that they usually do not have closed form solution and hence you have to rely on numerical methods to solve the models.

As part of the training for this course, you will learn how to solve DSGE models using Matlab (no prior experience with Matlab is required). Extensive examples and sample computer programs will be provided. The goal is to train you to do independent research in international macroeconomics and finance by mastering the techniques of building and solving DSGE models. 

課程目標
Be able to construct and solve DSGE models by the end of the course. 
課程要求
 
預期每週課後學習時數
 
Office Hours
每週一 13:30~14:30 
參考書目
 
指定閱讀
 
評量方式
(僅供參考)
 
No.
項目
百分比
說明
1. 
期中考 
20% 
 
2. 
期末考 
20% 
 
3. 
隨堂測驗 
20% 
 
4. 
作業 
20% 
 
5. 
報告 
20% 
 
 
課程進度
週次
日期
單元主題