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推荐高级宏观课材

      
 
 wangxiaohui   
 
 推荐几本高级宏观课材
1 Recursive methods in economic dynamics Nancy L. Stokey Robert E. Lucas
2 Recursive Macroeconomics Theory Lars Ljungqvist, Thomas J. Sargent
3 Dynamic Optimization Kamien —schwartz
4 Lectures on Macroeconomics Blanchard & fischer
5foundation of international Macroeconomics       Obsfeld&Rogoff
6 Time series analysis James hamilton
下面是一些宏观领域的专题方面的课材:
经济增长:
economic growth barro & sala-i-martin
endogenous growth theory aghion & howitt
财政货币理论:
monetary theory and policy Walsh
interest and price woodford
资产定价
asset pricing cochrane
dynamic asset pricing duffie

 

  
 
 chjiao   
 
 
 


Felipe

这些书都是标准的研究生教材。 前6本,and Barro and Walsh在国内有译本.

Farmer's Self Fulfilling prophecy is an excellent text about RBC school. (Real Business cycle).

Cochrane excels at Econimetrics, his book is at MBA/Phd level. Actually it is for the MBAs at Chicage. Maybe you can check out some related stuffs at his personal webpage.

    
 
 wangxiaohui   


Prof.woodford's book "Interest and Prices: Foundations of a Theory of Monetary Policy " can be downloaded through this link,It is a excellent textbook on monetary theory,including theoretical and empirical analysis.

http://www.princeton.edu/~woodford/

参见:http://bbs.efnchina.com/dispbbs.asp?boardID=30&ID=30137

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