请教如何用宏观经济结构模型检验货币政策规则

yingyin

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收藏 2006-04-10

请教如何用宏观经济结构模型检验货币政策规则

　　小妹奥最近在准备毕业论文，主要是写货币政策规则实证检验方面的内容，其中一部份需要利用宏观经济结构模型（凯恩斯主义模型、真实商业周期模型等）对该货币政策稳健性进行检验。小妹才疏学浅，虽查到模型的公式，但寻了许久也未知如何进行实证检验，网络上也未找到相关文献。在宏观经济学版发了帖子，大虾建议到计量版面试试。

　　　现向诸位前辈请教，不胜感激！

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四海为家

2006-4-11 00:16:00

Try this

Hi,

It may not be an easy task and can I know some details (what exactly you want to test? e.g. volatility of output gap over time or you are interested in a specific model, e.g. New Keynesian Phillips Curve, or Euler Equation?). However, as a starting point, you might take a look at

Clarida, R., J. Gali,and M. Gertler (1999). "The Science of Monetary Policy: A New Keynesian Perspective." Journal of Economic Literature 37(2): 1661-1707.

I have completed a paper as to the New Keynesian Phillips Curve, prepared for Royal Economic Society Conference 2006 (Economic Journal). If you are interested in it, you can email me and I will send it to you.

Kindly regards.