研究生学习建议及DSGE模型基础

研究生学习建议及DSGE模型基础一、研究生阶段学习方法·································································································11、研究习惯的养成··············································································································22、确定研究方向与目标·······································································································23、专业基础学习与研究工具方法掌握·················································································24、论文写作要点··················································································································25、论文撰写技巧··················································································································2二、动态随机一般均衡模型简介（DSGE）·········································································31、动态随机一般均衡模型概念···························································································32、动态随机一般均衡模型的应用························································································43、动态随机一般均衡的估计方法························································································5三、动态随机一般均衡模型学习建议···················································································51、数学基础·························································································································52、动态随机一般均衡模型方面的书籍················································································73、软件应用·························································································································7四、动态随机一般均衡模型学习资源链接···········································································71、DSGE模型的讨论及基础数学知识解释·······································································72、DSGE课程的入门级课件·····························································································73、DSGE课程的较高级课件·····························································································84、DSGE研究上的一些牛人主页或有用资源······································································8五、数量经济学专业学习书籍推荐······················································································91、数学书·····························································································································92、金融计量类书籍············································································································15六、学习计划与任务安排···································································································19研究生阶段学习方法1、研究习惯的养成（1）自主学习与主动学习，研究生阶段与本科阶段的本质区别之一，从被动的接受性学习，向主动的研究性学习，从由教师讲授为主的学习向自主学习的转变。（2）申报课题与撰写论文，在国家大力提倡创新型教育的前提下，研究生阶段的课题支持力度和数量在大幅度提高，而课题的申报与完成，则是培育研究生提出问题、发现问题和解决问题的有效途径。因此，要积极的参与各类创新课题或项目的申报。申报课题时，需要关注两个方面：（1）近期国家经济、社会生活中的热点和亟需解决的难点；（2）本学科领域发展的前沿。前者属于应用对策类的咨询课题，后者属于基础研究类的课题。要很好的把握前者，则需要对国内外经济生活中的新进展、新情况进行及时的掌握；要掌握本学科的发展的前沿，则需要阅读大量的文献，尤其是近期成果。论文的写作习惯，要从研究生一年级即进行积极的培养和专门的训练。这是与本科学习的根本区别之一，同时，也是体现自身优势的根本标志。课题与论文之间的关系是相互促进，互为因果。论文是课题申请的研究基础，有发表的论文，课题的申请，批准下来的几率大幅度增加，而课题立项后，发表论文，则是课题完成的成果类型之一。2、确定研究方向与目标（1）金融经济学（2）货币经济学（3）空间计量经济学（4）。。。。。。3、专业基础学习与研究工具方法掌握（1）理科背景的同学，补充经济学、金融学知识（2）文科背景的同学，补充统计学、数理知识（3）论文的思想来源于专业，论文的深度来源于工具。4、论文写作要点（1）选题要小，开掘要深；不要题目很大，内容却很单薄。（2）写作前要读好书、翻阅大量资料、注意学术积累，在这个过程中，还要注重利用网络，特别是一些专业数据库。（3）“选题新、方法新、资料新”的三新原则。（4）“新题新做”和“小题大做”5、论文撰写技巧论文发表意识：课程论文认真撰写，争取实现：一篇课程论文=一篇C类论文。论文格式：不同于教科书、讲义，更不同于工作总结；发表的论文与学位论文的区别。撰写前的准备工作：复习和准备好相关文献，模型方法，所需数据。论文结构：（1）Introduction问题的提出；研究的现状及背景；以前工作基础；本工作的密度；思路（可提假说）；对象；方法；结果。在。。。模型上，利用。。。。方法。。。探讨。。。。（目的）。（2）M&M——模型与方法模型——如是已有模型的简单应用，需要简单概括，不能大篇幅的照搬，因为论文的篇幅是有限。模型——如果是自己加以扩展和推广，则需要对过程进行具体化。方法——如是总所周知，则简化；如是新方法，则具体。需要注意的是，论文在的公式、符号的含义需要一一标注。（3）Data（4）Results指标归类描述，忌流水账。不分析不解释，但要体现思路；文字、图、表相对独立，但避免重复；避免统计错误。（5）Conclusion论文结果的总结，通过。。。什么研究，得出什么结论。本研究的启示：现实性（可提出相关的政策建议）和理论性，本研究的意义，进一步研究的方向。其他注意点：①引证讨论文献太多（不同于学位论文），掩盖了本工作的贡献。文献综述可以按研究主题论述。②分析不合逻辑，结论不当。③写成工作总结，缺乏学术高度④要正确使用缩写词，尤其是组别缩写词。（6）Abstracts问题的提出；本工作的目的；对象；方法；主要结果；结论与展望。（7）再推敲文章题目：不切题，过大、过小。（8）投稿：按杂志稿约定修订（留底），引用该杂志文章，忌一稿两投。（9）致命伤：目的不明确；重复性工作无创新；方法学问题致结果不可信。二、动态随机一般均衡模型简介（DSGE）1、动态随机一般均衡模型概念动态随机一般均衡模型（DSGE），是以微观和宏观经济理论为基础，采用动态优化方法考察个行为主体（家庭、厂商等）的决策，即在家庭最大化其一生效用、厂商最大化其利润的假设下得到个行为主体的行为方程。各行为主体在决策时必须考虑其行为的当期影响，以及未来的后续影响，同时，现实经济中存在诸多的不确定性，因此，DSGE模型在引入各种外生随机冲击的情况下，研究各主体之间的相互作用和相互影响。所谓“动态随机一般均衡模型”，顾名思义就是指该模型具有三大特征。（1）动态“动态”指经济个体考虑的是跨期最优选择（IntertemporalOptimalChoice）。因此，模型得以探讨经济体系中各变量如何随时间变化而变化的动态性质。（2）随机“随机”则指经济体系受到各种不同的外生随机冲击所影响。举例来说，可能的冲击有：技术性冲击（TechnologyShock）、货币政策冲击（MonetaryShock）或是偏好冲击（PreferenceShock）等。（3）一般均衡“一般均衡”意指宏观经济体系中，消费者、厂商、政府与中央银行等每一个市场参与者，在根据其偏好及对未来的预期下，所做出最优选择的总和。2、动态随机一般均衡模型的应用目前无论是发达国家还是发展中国家的中央银行，都已经构建了一套自己的DSGE模型，用以提供经济预测与政策分析。比如说，欧洲中央银行（EuropeanCentralBank,ECB）以SmetsandWouters(2003,2007)模型为基础，并发展出NewArea-WideModel(NAWM)。美国联邦储备理事会（FederalReserve,FED）有Edgeetal.(2008)模型及Ercegetal.(2006)模型，瑞典中央银行（SverigesRiksbank）则采用了Adolfsonetal.(2008)模型。我国也建构了自己的DSGE模型，该模型主要参照CMR模型建立，并在此基础上根据中国实际情况进行了修正。更详细的介绍参见刘斌（2008）。总结来说，各个国家的DSGE模型见表1。此外，一些国际机构如国际货币基金组织（InternationalMonetaryFund,IMF）也建构了相关的DSGE模型，包括GlobalEconomyModel(GEM),GlobalFiscalM