金融学推荐阅读原创论文目录之一 - 金融工程部落(http://www.brar.cn) - 教师博客

首页新随笔新文章联系聚合

posts - 16,comments - 1,trackbacks - 0

金融学推荐阅读原创论文目录之一

(更多内容请见大富翁金融研究:http://www.brar.cn)
货币经济学
、
1、剑桥方程式马歇尔、庇古 Pigou,A.C. , “The value of money” Quarterly Journal of Economics 32,Nov.38- 56,1917
2、模仿传染模型 Lux. T Lux.T, “Herd behavior, bubbles and crashes”, The Economic Journal, Vol. 105 , pp 881-896, 1995
3、托宾q效应托宾 Tobin, “A general equilibrium approach to monetary theory”, Journal of Mone y, Credit and Banking, pp15-29, Feb. 1969
4、消费的财富效应莫迪利亚尼 Franco Modigliani, “Monetary Policy and Consumption”, in Consumer Spending and Money Policy: The Linkages (Federal Reserve Bank of Boston. 1971), pp9-84
5、流动性偏好凯恩斯 Kenyes,J.M.,1936,“The general theory of employment, interest rate and money” in the collected writings of John Maynard Keeynes,Vol.6 London :Macmillan,197 1
6、真实经济周期模型基德兰德、普雷斯科特 Kydland,F.E.and Prescott,E.C.. “Time to build and aggregate fluctuations”, Econometrica 50(6),November:5-70, 1982
7、泰勒规则泰勒 Taylor J., “Discretion versus policy rules in practice”, Carnegie-Rochester Conference Series on Public Policy, Vol.39, 1993
8、动态非一致性博弈模型 Kydland,F,E and Prescott,E.C. Kydland,F,E and Prescott,E.C. ,“Rules rather than discretion: the inconsiste ncy of optimal plans”, Journal of Political Economy, Vol.85, PP473, June 1977
9、 MCI Freedman, C Freedman, C ,“The use of indicators and the monetary conditions index in Can ada” in Balino, T.J.T and Cottarelli,C eds. “Frameworks of monetary stabilit y-policy issues and country experiments”, IMF, PP470, 1994
10、跨期生活费用指数 Alchian和Klein Alchian, Klein “On a correct measure inflation”, Journal of Money, Credit a nd Banking, Feb. 1973
11、动态均衡物价指数 Shibuya Shibuya ,“Dynamic equilibrium price index: asset price and inflation”, Mone tary and Economic Studies, Institute for Monetary and Economic Studies, Bank o f Japan, 10(1), 1992
12、有弹性的通货膨胀目标 Ben Bernanke and Mark Gertler Ben Bernanke and Mark Gertler,“Monetary policy and asset price volatility”, in “New Challenge for Monetary Policy”, Jackson Hole, August 26-28,1999
13、金融体系内在脆弱性假说米什金 Minsky,H.“the financial instability hypothesis： a restatement ”帕77
14、生命周期假说 (Life cycle hypothesis) 莫迪利亚尼、布伦伯格 Modigliani,F and brumberg, F ,1954, “ Utility analysis and the consumption f unction :an interpretation of cross-section data.in post-keynesian economics” , ed.K.K. Kurihara, New Brunswick: Rutgers university press Modigliani,F and brumberg, F 1954. “Utility analysis and aggregate consumptio n functions :an attempt at integration” in the collected papers of franco mod igliani ,vol.2,the life cycle hypothesis of saving,ed.A.Abel, Cambridge, Mass: MIT Press,1980:79-127
15、流动性偏好 (Liquidity preference) 凯恩斯 Keynes，J.M. , 1937 ,“Alternative theories of the rate of interest”, Econom ic Journal 47, June : 241-52, in the general theory and after ;part 2 defence and development, collected writing of J.M. Keynes Vol.XIV, ed.D.E. Moggride, L ondon: Macmllan Keynes，J.M. 1936, “The general theory of employment, interest and money”,.I n collected writing of J.M. Keynes Vol.XII, ed. D.E. Moggride, London: Macmlla n

16、通货膨胀缺口 (Inflation Gap) 凯恩斯 Keynes, J.M 1940,”How to pay for the war”, Lodon” Macmillan. Reprinted in essays in persuadsion: The collected Writing of Jonh Mayynard Keynes Vol.IX, L ondon Macmillan,1972

17、 IS-LM模型希克斯，汉森 J.R.Hicks,1937,《凯恩斯先生与古典经济学：一个尝试性解释》，计量经济学年会
18、银行的衍生存款理论(derivative deposit theory of banking) 詹姆斯.彭宁顿 “Observations on the private banking establishments of the metropolis: first memorandum to huskisson”, In Economic writings of James pennington, ed. R.S. sayers, London The London School of Economics and political Science, 1963
19、金融加速因子伯南克，哥特勒等 Ben Bernanke, Mark Gertler and Simon Gilchrist, “The financial accelerator i n a quantitative business cycle framework”, NBER Working Paper 6455
20、费雪效应费雪 Fisher, I. 1930 “The theory of Interest” New York: Macmillan Company
21、乘数理论汉森 Hansen,A.H.1941 “business cycles and national income” New York: Norton
22、 “稳定黄金”法则
23 最优货币量学说米尔顿.弗里德曼 Friedman,M.,1969, “The optimal quantity of money” in The optimum quantity o f money and other essays, Chicago: Aldine
24、恒久性收入弗里德曼 Friedman,M. 1957, “A theory of consumption function”, Princeton university Press

25、鲍莫尔-托宾的存货理论鲍莫尔、托宾 Baumol, W.J. 1952 “The transactions demand for cash: an inventory theoretic approach” , Quarterly Journal of Economics 66,Nov. 545-56 Tobin, J. 1956 “The interest –elasticity of transactions demand for cash”, Review of economics and statistics 29, May :124-31
26、理性预期模型汉森、萨金特 Hansen, L. and Sargent ,T. 1981 “Linear rational expectations models for dyn amically interrelated variables. In Rational Expectations and Econometric prac tice, ed. R.Lucas, Jr. and T. Sargent, Minneapolis: University of Minnesota Pr ess
27、通货膨胀税
28、金融结构雷蒙德.W.戈德史密斯《发达国家的金融结构与经济增长－关于金融形态的比较试验》,1955

29、金融抑制金融深化罗纳德·I·麦金农和爱德华·S·肖《经济发展中的货币和资本》与《经济发展中的金融深化》The American Economic Rev iew，1970s
30、利率的期限结构模型萨金特 Sargent, T. 1979, “A note on maximum likelihood estimation of the rational e xpectations model of the term structure”, Journal of Monetary Economics 5: -43
31、永久收入假设克里斯蒂诺、艾肯鲍姆、马歇尔 Christensen,L., Eichenbaum ,M. and Marshall, D. 1911. “The permanent income hypothesis revisited”, Econometrica 59;397-424
32、货币中性 (Neutrality of money) 哈耶克 Hayek,F.A. von. 1931 “Prices and production”, London: George Routledge
33、货币交易方程式费雪 Fisher,I.1911, “The purchasing power of money” ,2nd revised edn.1926; repri nted New York:Kelley,1963
34、可贷资金理论
35、流动性升水理论
36、货币的替代效应
37、哈恩难题
国际金融
1、购买力平价理论卡塞尔 Cassel,G. 1916, “The present situation of the foreign exchanges”, Economic Journal 26,March: 62－5
2、资产组合平衡分析 Branson Branson,” Asset market and relative prices in exchange rate determination”, 1977

3、利率平价理论

4、一价定律 Izard Isard, p. 1979, “How far can we push the law of one price?” American Econom ic Review 67

5、特里芬难题特里芬 Triffen,R.1960, “ Golden and dollar crisis”, New Haven: Yale University Pre ss
6、 M－F模型 Mundell R.A Mundell R.A ,“The appropriate use of monetary and fiscal policy under fixed exchange rate” IMF Staff Paper, 1962
7、格雷欣法则 Thomas Gresham 1560, Thomas Gresham 1869, “The history of economics”, London: bliss, sands and Co.
8、 J－曲线效应 (J－curve effect) 麦吉 Magee, S., 1973, “Currency contracts, pass-through , and devaluation” Brook ings paper on economic Activity”
9、国际收支的吸收分析法(Absorption approach to the balance of payments) 亚历山大 Alexander, S. S., 1952, “effects of devaluation on a trade balance”, Intern ational monetary fund Staff papers, Vol.2:263-78 Alexander, S.S.,1959, “A simplified synthesis of elastic ties and absorption approaches”, American Economic Review 49:22-42

10、最优货币区理论 (optimal currency areas) 蒙代尔 Mundell,R.A.1961, “A theory of optimum currency areas”, American Economic R eview,September:657-65
11、国际收支的弹性分析方法 (Elasticities approach to the balance of payments) 查尔斯.比克迪克 Bickerdike, C.F.1920, “The instability of foreign exchange” ,Economic Journ al 30,March:118-22
12、抵补利率平价 (covered interest parity) 凯恩斯 Keynes,J.M,1923 “A tract on monetary reform”, London: Macmillan
13、马歇尔－勒纳条件 (Marshall-Lener Condition) 马歇尔 Marshall,A.1923 “Money, credit and commerce” London: Macmillan
14、货币贬值的吸收方法悉尼.亚特兰大 Alexander,S. 1952, “Effects of a devaluation on a trade balance” ,Internati onal Monetary Fund Staff Paper 2 :263-78
15、货币贬值的货币方法蒙代尔 Mundell,R.A. 1971, “monetary theory” pacific palisades: Good year
16、国际收支依赖性经济模型斯旺 Swan, T.W. 1960, “Economic control in a dependent economy”, Economic record 36:51-66 17、汇率超调模型多恩布什 Dornbusch, R. 1976, “Expectations and exchange rate dynamics”, Journal of P olitical Economy 84(6):1161-76

Google

Web	www.brar.cn

posted on 2006-10-28 23:11 金融工程部落阅读(229) 评论(0) 编辑收藏引用网摘

只有注册用户登录后才能发表评论。