Type of Credit: Required
Credit(s)
Number of Students
相較於大學部，碩士班總體經濟更加強調一般均衡的總體分析架構，而個體基礎的最適化決策是其要的環節之一。本課程將研讀現代總體經濟理論，介紹動態最適化的家計消費決策、儲蓄或資產配置決策、勞動供給決策;廠商的投資決策、勞動需求決策、投資的融資決策等。搭配政府的財政或貨幣政策思維，進行動態總體經濟分析。
能力項目說明
課程目標： 學習現代總體經濟理論，加強總體模型的建構與分析，使學生掌握總體經濟議題的核心，並了解總體 經濟學家和政府政策的思維。藉由跨時動態總體經濟的基礎，解析總體經濟干擾的影響。
預期學習成效：
(1)學習建構總體經濟模型。(2)、藉由總體經濟模型，解析經濟環境中總體經濟活動的變動邏輯。( 3)、提升總體經濟政策的分析能力，厚植實務經濟脈動的思辨力。
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
Week 1: The Solow Growth Model (Novales, Fernández, and Ruiz, Ch.2; D. Romer, Ch.1)
1. Instruction to Solow growth model
2. Instruction to an ordinary differential equation
3. Assigned questions
Week 3-4: Investment (D. Romer, Ch.9; Jorgenson (1967))
1. Instruction to optimal control theory
2. Instruction to simultaneous of differential equations
3. Instruction to investment theory
4. Assigned questions
Week 5: Consumption (D. Romer, Ch8)
1. Instruction to consumption theory
2. Assigned questions
Week 6-8: Optimal Growth (Novales, Fernández, and Ruiz, Ch.3; D. Romer, Ch2)
1. Instruction to Ramsey model - continuous time and discrete time analysis
2. Instruction to Matlab code for Ramsey model
3. Instruction to Diamond’s overlapping generations model
4. Assigned questions
Week 9: Midterm Exam
Week 10-11: Monetary Growth (Walsh, Ch2; Novales, Fernández, and Ruiz, Ch.8~9)
1. Instruction to difference equation
2. Instruction to monetary growth theory I - Tobin Model and Sidrauski Model
3. Instruction to Matlab code for monetary growth
4. Assigned questions
Week 12~14: Endogenous Growth (Lucas, 1988; Barro, 1990, JPE; D. Romer, Ch4; P. Romer, 1990; Aghion and Howitt, 1992)
1. Instruction to endogenous growth theory- Human Capital and Infrastructure
2. Instruction to endogenous growth theory- Horizontal / Vertical Innovation
3. Assigned questions
Week 15-16: Dynamic Stochastic General Equilibrium Model: (D. Romer, Ch7; McCandless, 2008, Ch6)
1. Instruction to Hansen's RBC model
2. Assigned questions
Week 16: Final Exam
Expected workload per week: 1 topic listed above
3 In-class Hours
5 Outside-of-class Hours
(1) 期中考:30%，評量期中學習成效
(2) 期末考:30%，評量期末學習成效
(3) 期末報告與討論:40%，評量學生的經濟邏輯，對經濟問題的思辨與分析能力與學習態度
Gali, J., (2015). Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework and Its Applications, 2nd Ed., Princeton University Press.
McCandless, G., (2008). The ABCs of RBCs: An Introduction to Dynamic Macroeconomic Models, Harvard University Press.
Novales, A., Fernández, E., and J. Ruiz (2022), Economic Growth: Theory and Numerical Solution Methods, 3rd. Ed., Springer.
Romer, D., (2018), Advanced Macroeconomics, 5th Ed., McGrawHill.
Walsh, C. E., (2017). Monetary Theory and Policy , 4th Ed., The MIT Press.
Assigned Readings.