課程名稱 |
總體經濟理論一 Theory of Macroeconomics (Ⅰ) |
開課學期 |
107-1 |
授課對象 |
管理學院 財務金融學研究所 |
授課教師 |
蔡宜展 |
課號 |
Fin8021 |
課程識別碼 |
723 D3100 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
必修 |
上課時間 |
星期一2,3,4(9:10~12:10)星期三9,10(16:30~18:20) |
上課地點 |
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備註 |
博二必修。週三第9、10堂實習課應修,但不計入畢業學分。教室:社科202。先修:數量方法入門。與廖珮如合授 總人數上限:15人 |
課程網頁 |
https://sites.google.com/site/yichantsai/home/teaching/theory2015 |
課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
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課程概述 |
This course is the first of a two-semester sequence in graduate level macroeconomics. The goal of this course is to introduce students to modern macroeconomic theory. It will focus on modern theories of economic growth and business cycles. We will develop a completely-specified dynamic models where technology, preferences and market structure are explicit. This will allow individual behavior to be derived from microeconomic foundations and macroeconomic aggregates to be determined as the sum of individual decisions. Equilibrium analysis of such environments will involve the joint determination of quantities and relative prices. Applications of this method will require an investment in mathematical analysis toward the use of recursive methods. The class will balance the teaching of such tools with their application to macroeconomic topics.
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課程目標 |
TBA |
課程要求 |
Part I (蔡宜展老師授課):
Please see the link https://sites.google.com/site/yichantsai/home/teaching/theory2015
Part II (廖珮如老師授課):
Grades in the second part of Macroeconomic Theory I will be determined by the following scheme: Final exam 35% (a closed-book exam) and Assignments 15% (5% for each). ALL materials in this part will be covered in the final exam. The final exam will be held at 09:10AM-12:10PM, Monday, January 07.
Final Grade:
Final grade of Macroeconomic Thoery I will be based on your performance in BOTH the first and second parts. They are equally weighted. |
預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
待補 |
參考書目 |
Ljungqvist, Lars and Thomas J. Sargent, Recursive Macroeconomic
Theory, 3rd edition, MIT Press 2012
Stokey, Nancy L., Robert E. Lucas Jr. with Edward C. Prescott,
Recursive Methods in Economic Dynamics, Harvard University Press 1989
Acemoglu, Daron, Introduction to Modern Economic Growth, Princeton University Press 2009 |
評量方式 (僅供參考) |
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週次 |
日期 |
單元主題 |
第1週 |
9/10 |
Introduction: Solow model and optimal growth model |
第3週 |
9/24 |
Lunar Festival |
第9週 |
11/5 |
Midterm |
第10週 |
11/12 |
Deterministic model |
第11週 |
11/19 |
Growth model |
第12週 |
11/26 |
Growth model; Calibration |
第13週 |
12/3 |
Stochastic dynamic programming |
第14週 |
12/10 |
Stochastic dynamic programming |
第15週 |
12/17 |
Stochastic dynamic programming |
第16週 |
12/24 |
Overlapping generations model |
第17週 |
12/31 |
Holiday |
第18週 |
1/7 |
Final exam |
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