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本書著重講解如何構(gòu)建模型、如何求解經(jīng)濟(jì)主體優(yōu)化問題、理解模型的經(jīng)濟(jì)學(xué)含義、如何分析模型動(dòng)態(tài)特征等，除此之外，本書還會(huì)介紹Dynare工具箱，并詳細(xì)講解如何使用Dynare獲得模型數(shù)值解，并通過解析解和數(shù)值解的對(duì)比，讓讀者理解通過Dynare獲得的數(shù)值解的含義。希望通過本書的出版降低宏觀經(jīng)濟(jì)學(xué)研究的門檻。全書可以分為五個(gè)部分。第一部分為引言，目的在于厘清宏觀經(jīng)濟(jì)學(xué)的研究范式和研究內(nèi)容，以及動(dòng)態(tài)隨機(jī)一般均衡模型與宏觀經(jīng)濟(jì)學(xué)研究的關(guān)系，并介紹DSGE模型求解過程中使用到的Matlab軟件和Dynare工具箱。第二部分是實(shí)際經(jīng)濟(jì)周期（RBC）模型，旨在通過簡單的RBC模型講解DSGE模型的模型構(gòu)建、模型求解和模型分析范式，厘清以生產(chǎn)率沖擊為代表的經(jīng)濟(jì)沖擊的傳導(dǎo)渠道。第三部分是新凱恩斯模型，即在RBC模型的基礎(chǔ)上引入名義黏性，包括價(jià)格黏性和名義工資黏性，旨在明確引入名義黏性后經(jīng)濟(jì)沖擊傳導(dǎo)渠道的變化及對(duì)經(jīng)濟(jì)的影響。第四部分是新開放宏觀經(jīng)濟(jì)學(xué)模型，將封閉經(jīng)濟(jì)模型擴(kuò)展到開放經(jīng)濟(jì)模型，包括對(duì)稱兩國模型、非對(duì)稱兩國模型和小國模型，旨在厘清經(jīng)濟(jì)沖擊傳導(dǎo)渠道的變化以及經(jīng)濟(jì)波動(dòng)的跨國傳導(dǎo)渠道。第五部分是專題系列，包括福利專題和金融摩擦專題，福利專題講述了現(xiàn)有研究中常用的測度社會(huì)福利的方法的準(zhǔn)確性和存在的問題，金融摩擦專題講述了抵押融資約束在房地產(chǎn)模型和一般模型中的應(yīng)用。

目錄
第1部分引言
第1章動(dòng)態(tài)隨機(jī)一般均衡模型··························································3
1.1 宏觀經(jīng)濟(jì)學(xué)研究內(nèi)容·······························································3
1.1.1 宏觀經(jīng)濟(jì)學(xué)研究什么·························································3
1.1.2 宏觀經(jīng)濟(jì)學(xué)如何展開研究···················································7
1.2 初識(shí)動(dòng)態(tài)隨機(jī)一般均衡模型·····················································11
1.2.1 動(dòng)態(tài)隨機(jī)一般均衡模型的特點(diǎn)和求解···································11
1.2.2 動(dòng)態(tài)隨機(jī)一般均衡模型的應(yīng)用············································15
第2章 Matlab軟件和Dynare工具箱················································17
2.1 Matlab簡介·········································································17
2.1.1 變量和矩陣····································································18
2.1.2 Matlab運(yùn)算和流程控制···················································22
2.1.3 Matlab繪圖··································································26
2.2 Dynare工具箱簡介································································31
2.2.1 Dynare安裝與使用·························································31
2.2.2 模型文件·······································································33
2.2.3 求解結(jié)果的儲(chǔ)存······························································40
第2 部分實(shí)際經(jīng)濟(jì)周期模型
第3 章簡單RBC 模型···································································45
3.1 簡單RBC 模型構(gòu)建·······························································45
3.1.1 家庭部門·······································································46
3.1.2 廠商部門·······································································50
3.1.3 市場出清·······································································51
3.2 解析解················································································53
3.2.1 穩(wěn)態(tài)求解·······································································53
3.2.2 對(duì)數(shù)線性化····································································54
3.2.3 動(dòng)態(tài)求解·······································································56
3.2.4 模型分析·······································································58
3.3 數(shù)值解················································································67
3.3.1 編寫Mod 文件·······························································68
3.3.2 四種形式比較·································································79
第4 章引入生產(chǎn)性資本··································································87
1.1 模型構(gòu)建·············································································87
4.1.1 家庭部門·······································································88
4.1.2 廠商部門·······································································90
4.1.3 市場出清條件·································································94
4.2 解析解················································································96
4.2.1 穩(wěn)態(tài)與對(duì)數(shù)線性化···························································96
4.2.2 求解模型解析解······························································98
4.2.3 動(dòng)態(tài)分析····································································· 102
4.3 數(shù)值解·············································································· 106
4.3.1 參數(shù)校準(zhǔn)和代碼···························································· 106
4.3.2 數(shù)值求解結(jié)果······························································· 107
4.3.3 脈沖反應(yīng)分析······························································· 108
4.3.4 矩條件對(duì)比分析···························································· 113
4.4 引入最終產(chǎn)品廠商······························································· 115
4.4.1 家庭部門·····································································115
4.4.2 廠商部門·····································································115
4.4.3 市場出清·····································································116
4.4.4 模型動(dòng)態(tài)系統(tǒng)·······························································117
4.5 附錄：求解引入生產(chǎn)性資本后RBC模型的Mod文件·················117
第3部分新凱恩斯模型
第5章價(jià)格黏性與貨幣政策121
5.1 黏性價(jià)格下廠商行為121
5.1.1 Calvo定價(jià)與廠商行為121
5.1.2 Rotemberg定價(jià)與廠商行為127
5.2 價(jià)格黏性與模型求解129
5.2.1 兩種方式下價(jià)格黏性異同129
5.2.2 求解標(biāo)準(zhǔn)新凱恩斯模型134
5.2.3 基于解析解的模型分析138
5.3 數(shù)值解143
5.3.1 數(shù)值求解結(jié)果143
5.3.2 脈沖反應(yīng)對(duì)比分析144
5.3.3 矩條件對(duì)比分析146
5.4 價(jià)格指數(shù)化調(diào)整149
5.4.1 廠商優(yōu)化問題及動(dòng)態(tài)系統(tǒng)149
5.4.2 模型求解153
5.5 附錄：求解黏性價(jià)格模型Mod文件160
第6章工資黏性與貨幣政策162
6.1 黏性工資下家庭行為162
6.1.1 黏性工資下家庭優(yōu)化問題162
6.1.2 黏性工資下家庭行為決策166
6.2 模型求解170
6.2.1 對(duì)數(shù)線性化及模型解析解170
6.2.2 模型分析174
6.3 工資黏性與指數(shù)化調(diào)整·183
6.3.1 引入指數(shù)化調(diào)整后模型變動(dòng)184
6.3.2 模型分析及對(duì)比 187
6.4 附錄：工資黏性模型Mod 文件 193
第4 部分新開放宏觀
經(jīng)濟(jì)學(xué)框架
第7 章兩國開放經(jīng)濟(jì)DSGE 模型 197
7.1 模型構(gòu)建197
7.1.1 家庭部門行為決策197
7.1.2 廠商部門行為決策202
7.1.3 均衡條件206
7.1.4 貨幣政策方程209
7.1.5 模型動(dòng)態(tài)系統(tǒng) 209
7.2 模型求解215
7.2.1 參數(shù)校準(zhǔn)及模型穩(wěn)態(tài)求解 215
7.2.2 模型動(dòng)態(tài)求解 217
7.2.3 對(duì)數(shù)線性化 218
7.3 模型分析 223
7.3.1 理論分析 223
7.3.2 脈沖反應(yīng)對(duì)比分析231
7.4 附錄：對(duì)稱兩國開放經(jīng)濟(jì)模型Mod 文件237
第8 章小國開放經(jīng)濟(jì)DSGE 模型242
8.1 模型構(gòu)建 243
8.1.1 家庭部門243
8.1.2 廠商部門248
8.1.3 均衡條件251
8.1.4 貨幣當(dāng)局 254
8.2 非對(duì)稱兩國模型求解254
8.2.1 模型動(dòng)態(tài)系統(tǒng)254
8.2.2 穩(wěn)態(tài)求解和參數(shù)校準(zhǔn)259
8.2.3 非對(duì)稱兩國模型動(dòng)態(tài)分析261
8.3 小國模型求解265
8.3.1 小國模型動(dòng)態(tài)系統(tǒng)及穩(wěn)態(tài)求解265
8.3.2 小國模型動(dòng)態(tài)解268

8.3.3 模型動(dòng)態(tài)分析275
8.4 附錄284
8.4.1 兩國模型動(dòng)態(tài)求解Mod文件284
8.4.2 小國模型動(dòng)態(tài)求解Mod文件287
第5部分專題系列
第9章專題1：福利分析293
9.1 標(biāo)準(zhǔn)新凱恩斯模型293
9.1.1 家庭部門293
9.1.2 廠商部門294
9.1.3 均衡條件295
9.1.4 動(dòng)態(tài)系統(tǒng)296
9.2 推導(dǎo)社會(huì)福利損失函數(shù)297
9.2.1 效用函數(shù)二階近似298
9.2.2 動(dòng)態(tài)系統(tǒng)二階近似299
9.2.3 社會(huì)福利損失函數(shù)302
9.3 福利計(jì)算方法比較303
9.3.1 文獻(xiàn)中常見其他福利計(jì)算方法303
9.3.2 模型求解與福利計(jì)算305
9.3.3 經(jīng)濟(jì)波動(dòng)與社會(huì)福利312
9.4 附錄315
9.4.1 Mod文件315
9.4.2 Matlab 腳本文件 317
第10 章專題2：抵押融資約束 322
10.1 房地產(chǎn)DSGE 模型 322
10.1.1 模型構(gòu)建 322
10.1.2 抵押資產(chǎn)不用生產(chǎn)時(shí)模型求解及分析330
10.1.3 抵押資產(chǎn)用于生產(chǎn)時(shí)模型求解及分析 335
10.2 資本作為抵押品模型341
10.2.1 模型構(gòu)建 341
10.2.2 資本作為抵押物時(shí)模型求解及分析345
10.3 附錄350
10.3.1 Matlab 腳本文件 350
10.3.2 Mod 文件351
參考文獻(xiàn)357
后記363

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