芝加哥大学经济系的研究生课程设计：

Graduate Courses by Areas of Study 2004-2005

THE CORE

Price Theory

30100 Price Theory I [=LAWS 43611] -- Neal / Becker / Murphy (F)

30200 Price Theory II [=LAWS 43621] -- Murphy / Becker / Reny (W)

30300 Price Theory III -- Sonnenschein / Reny (Sp)

Theory of Income

33000 Theory of Income I -- Alvarez (F)

33100 Theory of Income II -- Mulligan (W)

33200 Theory of Income III -- Stokey (Sp)

Quantitative Methods

30400 Introduction to Mathematical Methods in Economics -- Szentes (9/3/04-9/17/04)

31000 Empirical Analysis I -- Schennach (F)

31100 Empirical Analysis II -- Hansen (W)

31200 Empirical Analysis III -- Hong (Sp)

THE SPECIALIZED FIELDS

Mathematical Economics**

30500* Game Theory -- Myerson (Sp)

30600* The Economics of Information [=GSBC 33911] -- Harris (F)

30700* Decision Theory -- Wilson (W)

30800* Social Choice and Mechanism Design -- Reny / Perry (F)

30900* Advanced Auction Theory -- Reny / Perry (W)

Econometrics and Statistics

31700* Topics in Econometrics -- Schennach (W)

31800* Advanced Econometrics [=GSBC 41911] -- Conley (W)

Economic History

32000* Topics in American Economic History -- Galenson (F, W)

32100 Colonization, Servitude and Slavery: The Early American Experience -- Galenson (W)

32200* Population and the Economy [=GSBC 33470] -- Fogel (F)

32300 A Guide to Business Ethics [=GSBC 38114] -- Fogel (W)

32400 Economics and Demography of Marketing [=GSBC 37104] -- Fogel (Sp)

Money, Banking, and Macroeconomic Dynamics***

33600* Money and Inflation [=GSBC 33941] -- Cochrane (F)

33701* Macroeconomic Dynamics -- Alvarez (Sp)

39600* Topics in Asset Pricing [=GSBC 35907] -- Piazzesi (W)

***ECON 39600/ GSBC 35907 may not be used for General Distribution Requirements in the Money, Banking and Macroeconomic Dynamics field if it was previously used to satisfy Specialized Field or Distribution requirements for the Financial Economics field.

Labor Economics / Human Capital

34201* Applied Price Theory -- Murphy (F)

34300* Human Capital [= SOCI 30306] -- Becker (Sp)

34400* Job Mobility and Wage Determinants -- Neal (W)

Development, Micro Theory, and Econometric Methods

34600* Family, Firm & Collective Groups in General Equilibrium: Theory, Identification, & Estimation I -- Townsend (F)

35000* Empirical Microeconomics -- Heckman (W)

Public Sector Economics

36101* Economic Models of Politics -- Myerson (F)

36200* Public Sector Economics -- Mulligan (W)

36301* Public Economics [=PPHA 44000] -- Meyer (Sp)

Capital Theory***

37501* Strategic Interaction in Macroeconomics -- Szentes (F)

37600* Topics in Capital Theory II -- Stokey (W)

37700* Topics in Capital Theory III -- Shimer (Sp)

***ECON 37501 & 37700 may not be used for General Distribution Requirements in the Capital Theory Field if ECON 33400 or 33501 were previously used to satisfy Specialized Field or Distribution requirements for the Money, Banking, and Macroeconomic Dynamics field.

Financial Economics**

38900* Theory of Financial Decisions I [=GSBC 35901] -- Fama (F)

39001* Theory of Financial Decisions II [=GSBC 35902] -- Kaplan / Sorensen (W)

39100* Asset Pricing [= GSBC 35904] -- Constantinides (F)

39400* Theory of Financial Decisions III [=GSBC 35903] -- Diamond / Zingales (Sp)

39700* Topics in Dynamic Asset Pricing [GSBC 35909] -- Veronesi (Sp)

Industrial Organization**

40101* Advanced Industrial Organization I [=GSBC 33921] -- Carlton (F)

40201* Advanced Industrial Organization II [=GSBC 33922] -- Syverson (W)

40301* Advanced Industrial Organization III [=GSBC 33923] -- Petrin (Sp)

40400* Topics in Industrial Organization -- Fox (W)

40600* Topics in Market Design -- Hortaçsu (Sp)

OTHER COURSES

35301 International Trade and Growth -- Lucas (W)

40900 Topics in Contract Theory -- Townsend (Sp)

41800 Numerical Methods in Economics -- Judd (F)

42100 An Introduction to Doing Empirical Microeconomic Research -- Levitt (Sp)

42300 Introduction to Doing Formal Economic Theory -- Sonnenschein (Sp)

49900- Individual Research (for Required Research Paper: to be arranged between individual faculty and students). See Time Schedule for faculty Section Numbers

Workshops or Working Groups (Required for all Post-Core students)

50000-60000's see Course Descriptions and Time Schedule

* Specialized Field Preliminary Exam Course; Also Accepted For GPA Field Competence Requirement

** Courses marked with an asterisk(*) are of particular significance with respect to satisfactory performance on Specialized Field Preliminary Examinations. Students are expected to be familiar with the material covered in these courses. When there are more than three such courses in a Specialized Field, familiarity with the material covered in any three of them is often, but not always, sufficient. Students wishing clarification should check with the Chairman of the Examining Committee.

[此贴子已经被作者于2004-11-10 21:54:21编辑过]

牛人出面,大开眼界.

MIT经济系的研究生宏观类课程：

Macroeconomics and Monetary Economics

14.451 Macroeconomic Theory I

Prereq: 14.06 or equivalent, permission of instructor Introduction to growth facts and growth models. The neoclassical growth framework and its applications (growth, business cycles, public finance, asset pricing). Theories of endogenous growth (technological change, markets, institutions). Halfterm subject.

14.452 Macroeconomic Theory II

Prereq: 14.451, permission of instructor The basic machines of macroeconomics. Ramsey, Solow, Samuelson-Diamond, RBCs, ISLM, Mundell-Fleming, Fischer- Taylor. How they work, what shortcuts they take, and how they can be used. Half-term subject. Class size limited.

14.453 Macroeconomic Theory III

Prereq: 14.452, permission of instructor Consumption and savings decisions under certainty and uncertainty. Aggregate savings, wealth, and fiscal policy. Portfolio choice and asset pricing. Investment and finance decisions. Half-term subject. Class size limited.

14.454 Macroeconomic Theory IV

Prereq: 14.453, permission of instructor The macroeconomic implications of imperfections in labor markets, goods markets, credit and financial markets. The role of nominal rigidities. Half-term subject. Class size limited.

14.456 Topics in Macroeconomics

Prereq: 14.454 Advanced subjects on topics of current research interest in macroeconomics.

14.461 Advanced Macroeconomics I

Prereq: 14.122, 14.452 Topics change from year to year. In 2003-2004, the main topics are complete markets and business cycles, representative agent models, incomplete markets and business cycles, financial markets, restructuring and reallocation, sunk costs and incomplete contracts, private information, and herd behavior.

14.462 Advanced Macroeconomics II

Prereq: 14.461 Topics change from year to year. Most recent topics include: optimal fiscal and monetary policy; optimal capital taxation; time inconsistency and incentive incompatibility of optimal policies; redistribution and political economics; heterogeneous agents and incomplete markets; Real Business Cycle models and new-Keynesian models; endogenous growth; aggregate fluctuations and propagation mechanisms; recursive methods and robust control in macro。

其它与 Macroeconomics 密切相关的课程：

14.102 Mathematics for Economists

Prereq: 18.01, 18.02, 18.06 or equivalent Covers some topics in mathematics that are frequently used in economic theory and its applications. Topics include 1) optimization theory (including optimal control and recursive methods); 2) probability theory; 3) topology (continuity, compactness); 4) dynamical systems (including stability); 5) convex analysis; 6) fixed point theory. Presentation of each topic is self-contained.

14.125 General Equibilrium

Prereq: 14.04 Topics include Arrow-Debreu economies, general equilibrium economies with incomplete markets, informational asymmetries, increasing returns, imperfect competition. Mathematical techniques to study existence, regularity, welfare properties of equilibria. Applications provided with special emphasis on financial markets, fiscal policy, and regulation.

14.141 Disequilibrium Foundations of Equilibrium Economics

Prereq: 14.122 Does a competitive economy, with rational agents taking advantage of disequilibrium opportunities for arbitrage, tend to approach equilibrium? Is that equilibrium competitive? Importance of the subject for the foundations of usual economic analysis and the theory of value. Historical review and modern theory of stability in relation to above questions.

14.127 Behavioral Economics and Finance

Prereq: 14.121 Surveys research which incorporates psychological evidence into economics. Prospect theory. Biases in probabilistic judgment. Self-control and mental accounting with implications for consumption and savings. Fairness, altruism, and public goods contributions. Financial market anomalies and theories. Impact of markets, learning, and incentives. Some evidence on memory, attention, categorization and the thinking process.

14.128 Dynamic Optimization and Economic Applications

Prereq: 14.102 Dynamic systems: local and global analysis. Deterministic and stochastic dynamic programming: theory and numerical implementation. Euler equations. Markov processes: weak and strong convergence. Applications.

14.384 Time Series Analysis

Theory and application of time series methods in econometrics, including representation theorems, decomposition theorems, prediction, spectral analysis, estimation with stationary and nonstationary processes, VARs, unit roots, and cointegration.

14.416J Introduction to Financial Economics

(Same subject as 15.416J) Prereq: 14.121 and 14.122 Foundations of modern financial economics; individuals' consumption and portfolio decisions under uncertainty; valuation of financial securities. Topics include: expected utility theory; stochastic dominance; mutual fund separation, portfolio frontiers; capital asset pricing model; arbitrage pricing theory; Arrow-Debreu economies; consumption and portfolio decisions; spanning; options; market imperfections; no trade theorems; rational expectations; financial signaling. Primarily for doctoral students in accounting, economics, and finance.

14.440J Advanced Financial Economics I

(Same subject as 15.440J) Prereq: 14.416J Covers advanced topics in the theory of financial markets with a focus on continuous time models. Topics include: multiperiod securities markets and martingales; pricing of contingent securities such as options; optimal consumption and portfolio problems of an individual; dynamic equilibrium theory and the Intertemporal Capital Asset Pricing Model; term structure of interest rates; and equilibrium with asymmetric information, transaction costs, and borrowing constraints.

14.442J Advanced Financial Economics III

(Same subject as 15.442J) Prereq: 14.382, 15.416J, or permission of instructor Recent empirical methods in finance, including the estimation and testing of market efficiency, the random walk hypothesis, the CAPM/APT, various term structure models, option pricing theories, and market microstructures; performance evaluation; bond rating and default analysis; event study methodology; continuous-time econometrics; and general time series methods. An empirical term project is required. Some econometric background and rudimentary computer programming skills are assumed. Primarily for doctoral students in accounting, economics, and finance.

14.772 Development Economics:Macroeconomics

Prereq: 14.121, 14.451 Dynamic models of growth and development emphasizing migration, modernization, and technological change; static and dynamic models of political economy; the dynamics of income distribution and institutional change; firm structure in developing countries; development, transparency, and functioning of financial markets; privatization; and banks and credit market institutions in emerging markets.

. 14.773 Political Economy: Institutions and Development

Prereq: 14.121, 14.451 Economists and policymakers increasingly realize the importance of political institutions in shaping economic performance, especially in the context of understanding economic Economic development. Work on economic and institutions is in its infancy, but is growing rapidly. Subject provides an introduction to this area. Topics covered: the economic role of institutions; the effects of social conflict and class conflict on economic development; political economic determinants of macro policies; political development; theories of income distribution and distributional conflict; the efficiency effects of distributional conflict; the causes and consequences of corruption; the role of colonial history; and others. Both theoretical and empirical approaches discussed. Subject can be taken either as part of the Development of Economics or the Positive Political Economy fields.

呵呵，我刚才写了很多，却没发上去，算了．

的确的大开眼界啊．

到前沿就是能看前沿的论文，估计学完这些之后应该没有太大问题．

sargent的macroeconomic　theory的确是有点过时，但是part２的部分应该是有价值的．

学完１，２，看lectures　on　macroeconomic　theory　应该问题不大，没有先后顺序，只是能不能读懂的问题，不过我觉得无论学什么高级宏观，１的相关知识至少是必要的，呵呵．

特别是１的微分方程相位图和Ｈ函数

保留意见，看个人情况吧。

一个宏观经济学书评：

Blanchard / Fischer “Lectures on Macroeconomics” (MIT, 1e: 1989) The old stand-by, still good for a solid, "eclectic" first-semester course.

Ljungqvist / Sargent “Recursive Macroeconomic Theory” (MIT, 1e: 2000) Samples a lot of modern technique and selected applications; reads like a set of rough lecture notes. Now a voluminous second edition has been drafted and is still available for free downloading (as is a first go at a solution manual).

Romer “Advanced Macroeconomics” (McGraw-Hill, 2e: 2001) ☼ Thoughtful and empirically driven, at an undergraduate level, really. In survey manner, the book covers the intuition of influential models, but does not attempt to build technical skills.

There are many approaches to teaching first-year macro, but roughly we could group them into those that consistently work with special cases of the neoclassical growth model and those covering an eclectic range of models with diverse assumptions and occasional handwaving about micro foundations in favor of an interesting result. The former school of thought is sometimes labeled as "freshwater" (since its proponents are located around the Great Lakes), and the latter as "saltwater" (as it is popular along the US coasts). My impression is that the "freshwater" school is carrying the day and dominating the modern literature, but not everyone would agree. There is now a nice introduction to dynamic programming, numerical methods, stochastic growth, time series econometrics etc. all in one small book: Adda / Cooper's "Dynamic Economics: Quantitative Methods and Applications." It's an ideal and reasonably priced entry to "freshwater macro." Sargent has an older text, called “Dynamic Macroeconomic Theory,” accompanied by Manuelli's solution manual - I haven’t read this, but by the looks of the content, it is still relevant (less true of the immediate predecessor, Sargent's "Macroeconomic Theory"). Azariadis’ “Intertemporal Macroeconomics” I haven’t read; it appears to emphasize differential equations and dynamic methods with a "freshwater" leaning. Chicago-schoolers swear by Stokey / Lucas / Prescott's “Recursive Methods in Economic Dynamics,” a detailed exposition of dynamic programming theory and a second-term / second-year must-read for macroeconomists. Now there's a solution manual (Irigoyen et al.) - you'll probably need it.

For growth theory, the standard source is Barro / Sala-i-Martin’s “Economic Growth” ☼, a good overview. Aghion / Howitt’s “Endogenous Growth Theory” is a specialized treatment. Open economy macroeconomics is covered extensively (and, by all accounts, very well) in Obstfeld / Rogoff’s “Foundations of International Macroeconomics.” For numerical methods, which have become essential to computational macroeconomics, Judd’s text “Numerical Methods in Economics” is widely used - but it is not (as one might expect) a simultaneous introduction to Matlab.

————————————

“

There are many approaches to teaching first-year macro, but roughly we could group them into those that consistently work with special cases of the neoclassical growth model and those covering an eclectic range of models with diverse assumptions and occasional handwaving about micro foundations in favor of an interesting result. The former school of thought is sometimes labeled as "freshwater" (since its proponents are located around the Great Lakes), and the latter as "saltwater" (as it is popular along the US coasts). My impression is that the "freshwater" school is carrying the day and dominating the modern literature, but not everyone would agree. There is now a nice introduction to dynamic programming, numerical methods, stochastic growth, time series econometrics etc. all in one small book: Adda / Cooper's "Dynamic Economics: Quantitative Methods and Applications." It's an ideal and reasonably priced entry to "freshwater macro."

”

————————这段话比较重要，尤其是————My impression is that the "freshwater" school is carrying the day and dominating the modern literature, but not everyone would agree。

还有“(Incidentally, Chiang's other book, "Elements of Dynamic Optimization" is not worth getting: it's in continuous time, whereas in much of modern macro you want discrete time.) ”————注：指蒋中一的《动态最优化基础》

——————————————现在在绝大部分宏观论文中，discrete time模型占主导地位。所以在现代宏观经济学中，变分法、最优控制方法的地位远没有动态规划（尤其是离散动态规划）重要。 当然传统的增长理论是用不少连续时间模型的，Aghion / Howitt’s “Endogenous Growth Theory” 也是连续时间风格的，这与他们的HARVARD/MIT背景有关。 但“in much of modern macro you want discrete time”说的一点错都没有，看看Ljungqvist / Sargent的 “Recursive Macroeconomic Theory”就 会对这种说法有切身体会。

[此贴子已经被作者于2004-11-10 23:08:24编辑过]

Econ 525 Macroeconomic Theory I Fall 2004

Instructor Danyang Xie

谢丹阳教授2004年秋季在香港科技大学与清华大学的 Macroeconomic Theory I 课程提纲。

ECON 780G PHD SEMINANR

谢丹阳教授2004年秋季在香港科技大学的高级宏观专题课程。

2004-2005年哈佛大学经济系的研究生宏观核心课程为Economics 2010c. Economic Theory及Economics 2010d. Economic Theory。分2个学期上完。

Economics 2010c. Economic Theory

Alberto F. Alesina, Benjamin M. Friedman, and Kenneth Rogoff Half course (fall term).

A basic course in graduate macroeconomics, including models of business fluctuations, theories of consumption, investment and money demand, analyses of monetary and fiscal policy, and introduction to open economy macroeconomic issues. Note: Enrollment is normally limited to students in the economics PhD program, doctoral candidates in a few other designated programs, and well-qualified undergraduates

Economics 2010d. Economic Theory Catalog Number: 4431 Robert J. Barro and David I. Laibson Half course (spring term). Tu., Th., 1–2:30, and a 1.5-hour weekly section to be arranged. EXAM GROUP: 15, 16 Topics include discrete-time and continuous-time dynamic programming, consumption, investment, economic growth, and business cycles. Prerequisite: Economics 2010c.

Economics 2010c and 2010d make up a year-long course in macroeconomic theory designed for first-year graduate students in economics. This year the course will be taught by Professors Alesina, Friedman, Rogoff, Barro, and Laibson. Here is rough outline of the topics that each person is planning to cover:

Alesina: Review and introduction, short run fluctuations, money and output, dynamic price adjustment

Friedman: Monetary policy, fiscal policy

Rogoff: Open economy macroeconomics

Barr Economic growth, real business cycles

Laibson: Dynamic programming, consumption, investment

Syllabus of Economics 2010c&d Economic Theory

[此贴子已经被作者于2004-11-11 1:01:01编辑过]

斑竹厉害

很有意思的东西，不妨顶上来，看看多年前的水平，是否现在的年轻人们能否达到？

呵呵,这么久的帖子还翻出来抄,不过我现在觉得新古典主义宏观那点东西实在是没有什么太多的意思,还不如看看一些人的学术著作,看看别人思想的精华,因为有一次我竟然发现一本翻译过来的著作,语言很简单,但其思想却要人仔细的琢磨,象Olson<集体行动的逻辑>这种书,我过去还从来没有想到组织里的个人竞争在为自己的利益在行动,而一直认为组织存在自己的核心利益,看个几次,思考几次,对社会的认识又加深了,呵呵.

还有,我过去发的这个贴应该是个入门的顺序,至少我觉得这样看的话应该还可以看明白,当然,现在看来,把Romer那本搞懂应该就算入门了,其他的也没有必要看了.

还有,现在还继续感觉到长期的增长研究没有任何意义,不象Lucas说的那样,一旦focus在增长上,就不考虑其他问题,而是感觉到Keynes说的长期中我们都已死去.

１，巴罗的＜经济增长＞，附录：微分方程相位图，Ｈamilton方程，Slow model,Ramsay model,OLG model,AK model,

2,David Romer, Advanced Macroeconomics.Chap4 RBC model.

3,Thomas J. Sargent.Macroeconomic Theory(second Edition).Part2 Introduction to Stochastic Macroeconomics

4,Thomas J. Sargent .Recursive macroeconomic Theory.

__________________________________________________________________________________________________________________

第一，Romer这本书我不喜欢。这是一本综述，体系不得当，该说的不说透彻，不该说的介绍一大堆。

第二，Hamiltonian法（最优控制）是动态模型的入门，一般都会学到，就算不专门开课也会放在经济增长的前几周上。当然不学这个也可以直接进入下一步，但由于教材的限制，不学最优控制的话研读起经济增长理论会困难重重。Hamiltonian的参考文献一般是Barro的附录，还有Schwartz&Kamien，但国内有人用蒋中一。蒋的第一本非常不错，但动态优化的第二本太糟糕。

第三，Macroeconomic Theory这似乎已经被Sargent 、 Ljungqvist的书取代了。后者不用看得太多，因为主要是一本综述性质的书。不过里面的Arrow-Debreu语言、相机决策、社会计划者问题、竞争性均衡这些章节是一定会学到的。

第四，Stokey Lucas with Prescott那本，似乎也不用看完，前3章学了应该就够了，不做很深层次的基础研究，似乎不需要太深入的证明和推导，因为一般是不可能自己建立模型的。修改别人的模型，基本上解的性质不会改变。

以上学完，才能选择一个方向做下去而已，说已经进入高级水平那简直是胡说。试问，Calibration学了没？Simulation学了没？Cash-In-Advance学了没？递归竞争性均衡的设定学了没？流动性、名义刚性、非瓦尔拉斯这类的东东，都必须在学完RBC之后，引入Money之后才能研究。所以我觉得，光看书没用，以上第一到第四只是入门而已（当然如果做发展经济学，那只学习到第一到第二就够了）。路还长着呢。

关于连续与离散，

还是都学了好，学增长理论必学连续，不学好增长，以后做起设定模型的竞争性均衡、校准、增长核算等东东，会困难重重。

但学了连续还必须学离散，否则宏观的研究和学习只能在经济增长和发展领域里面止步不前了。

楼主列得比较全，学习这些书，只是储备已经有了。基本可以看得懂前沿论文了。但是BLANCHARD的书与1、2无阶梯关系。应该讲就方法论而言，blanchard的书包含了其他所有书的方法。barro的书也比romer的难一些。所以楼主的建议有问题。个人意见啊

LZ 确实列的很全面，看了各位高手的建议，我补充些

1、在看高宏之前，必须对中级宏观相当熟练，首推萨克斯的书。

2、不能说长期增长理论，是无用的，现在主流的中宏教材，在导论之后直接从长期的增长理论开始，越来越开始重视重视长期理论，然后从长期过度到短期。

3，对于各个学派之争，经典教材都采用新古典综合派的处理法，从长期再到短期，融合凯恩斯和古典学派。

[此贴子已经被作者于2008-12-28 6:14:52编辑过]

我感觉巴罗的增长理论看起来比较舒服呢？

也许这是初学者的通病？

我也同意ls的说法。

个人觉得增长理论学了之后能学到七大技能：DGE的基本理念、竞争性均衡的设定、great ratios的关系、垄断竞争如何引入宏观模型、增长核算、转移动态。

学不到的东西也多，校准基本学不到，增长模型一般在转移动态上面讨论很多，转移动态没法使用非随机稳态条件，参数值基本靠猜测，不能校准，更别提估计了。模拟学不到，增长理论的特点就是经验验证不好做，没法搞结构模型的模拟，只能拿截面、面板来做计量。

Romer那本书啥都没教，高不高低不低的，内容倒是不少，看那个不如看看某些老师写的讲义算了，正好布兰查德和Fischer自己就写了那本讲义。但似乎布兰查德自己在MIT开的课程中指定的阅读材料也只是那本书的某些章节而已。

高级宏观看教材提高不到，首先要考老师教，其次要看论文，第三要自己写，玩玩数据、建模型、校准、模拟，这都要求事先要找一个领域先深入进去。要真的把Romer书看完了，估计博士都读到5年级了，还哪有功夫写论文。

好贴，值得浏览和继续讨论！

呵呵 LS的 很牛

对于我们跨行业学习宏观经济学的小鸟也是不小的帮助哦

so great, thanks a lot