coldplay522:
有没有人了解动态契约理论,特别是关于宏观经济学领域的应用
废墟:
这个问题可以参阅 Recursive Macroeconomic Theory, Second Edition, by Lars Ljungqvist
and Thomas J. Sargent, MIT press, 2004
该书第一版有中文译本 。
RMT一书如下章节涉及动态契约(即recursive contracts):
Self-Insurance, chap. 16 of RMT2.
Introduction to recursive contracts.
• Dynamic Stackelberg problems, chapter 18, RMT2.
• Insurance versus incentives, chapter 19, RMT2.
• Equilibrium without commitment, chapter 20, RMT2.
• Optimal unemployment insurance, chapter 21, RMT2.
• Credible government policies, chapter 22, RMT2.
动态契约的基本文献:
Abreu, D., D. Pearce and E. Stachetti (1990): Towards a Theory of Discounted
Repeated Games with Imperfect Monitoring, Econometrica, 58(5):1041-1064.
Marcet, A. and R. Marimon (1998): Recursive Contracts, mimeo., Universitat
Pompeu Fabra..
Ljungqvist, L. and T. J. Sargent (2004): Recursive Macroeconomic Theory”, The
MIT Press, 2nd Edition, Part 5.
其应用见于宏观经济学的很多领域,比如最优税收,资产定价,国际金融等等。SARGENT的RMT中有很多介绍。
详见:http://bbs.efnchina.com/dispbbs.asp?boardID=30&ID=101855&page=1