390012 UK PhD-VGSE: Bubbles in Macroeconomics (2018W)
Prüfungsimmanente Lehrveranstaltung
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Details
max. 24 Teilnehmer*innen
Sprache: Englisch
Lehrende
Termine (iCal) - nächster Termin ist mit N markiert
Note: Class on November 30 is cancelled! Additional Clas on November 23, 13.00 - 14.30 h, VGSE Seminarroom, 3rd floor
Freitag
05.10.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
12.10.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
19.10.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
09.11.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
16.11.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
23.11.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
30.11.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
07.12.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
14.12.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
11.01.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
18.01.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Freitag
25.01.
09:45 - 11:15
Seminarraum 13 Oskar-Morgenstern-Platz 1 2.Stock
Information
Ziele, Inhalte und Methode der Lehrveranstaltung
Art der Leistungskontrolle und erlaubte Hilfsmittel
Class room participation (20%), student presentations (40%), homework exercises (40%). If there are more students than topics for student presentations, a final oral exam may be included.
Mindestanforderungen und Beurteilungsmaßstab
For a positive grade one needs at least 50% of all points that can be earned.
Prüfungsstoff
All course material is relevant.
Literatur
Montrucchio (Economic Theory, 2004)
Woodford and Santos (Econometrica, 1997)
Tirole (Econometrica, 1985)
Kocherlakota (Discussion Paper, 2009)
Farhi and Tirole (Review of Economic Studies, 2012)
Martin and Ventura (Annual Review of Economics, forthcoming)
Miao and Wang (American Economic Review, forthcoming).
Woodford and Santos (Econometrica, 1997)
Tirole (Econometrica, 1985)
Kocherlakota (Discussion Paper, 2009)
Farhi and Tirole (Review of Economic Studies, 2012)
Martin and Ventura (Annual Review of Economics, forthcoming)
Miao and Wang (American Economic Review, forthcoming).
Zuordnung im Vorlesungsverzeichnis
Letzte Änderung: Mi 13.03.2019 11:08
Contents: The first part of the course deals with basic properties of asset price bubbles. In the second part we study under which conditions asset price bubbles can occur in neoclassical growth models. The last part presents a number of recent approaches of modelling asset price bubbles in macroeconomics including models by Kocherlakota (2009), Miao and Wang (2018), Farhi and Tirole (2012), and Martin and Ventura (2018).
Methods: The main material will be presented by the lecturer, whereas some additional material will be covered by student presentations.