Ross S.M. (1996). Stochastic Processes, 2nd Edition. New York: John Wiley & Sons.
Embrechts P., Kluppelberg C. and Mikosch T. (1997). Modelling Extremal Events. Berlin: Springer.
Trevor H, Robert T, and Jerome F (2010). The Elements of Statistical Learning, 2nd Edition. Springer Series in Statistics.
货币理论:
经典教材有,Carl Walsh的Monetary Theory and Policy,以及Michael Woodford的Interest and Prices,这两本分别是中高级的货币理论经典之作。当然,Handbook of Monetary卷1到卷3也是非常重要的参考资料,尤其是卷3A,是目前比较新的货币理论集合。
区域和城市经济学:
Krugman(1991):Geography and Trade
Fujita et al.(1999):The Spatial Economy
Fujita and Thisse(2002):Economics of Agglomeration
Baldwin et al.(2002):Economic Geography and Public Policy
Combes et al.(2008):Economic Geography
财政学(公共经济学)比较好的教材应该是:
1.哈维·罗森(Harvey S. Rosen)的Public Finance;
2.阿特金森(Atkinson)和斯蒂格里茨(Stiglitz)的Lectures on public economics;
3.斯蒂格利茨 (Stiglitz)的Economics of the Public Sector;
4.马斯格雷夫(Richard Abel Musgrave)的The Theory of Public Finance: A Study in Public Economy;