应用于宏观经济和金融的全球博弈入门

ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic) Pub Date : 2015-12-01 DOI:10.1111/joes.12071

J. Jorge, J. Rocha

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引用次数: 9

摘要

本文展示了如何解决全球博弈应用于宏观经济和金融。我们确定了公共信息和私人信息在确定唯一均衡中的作用，并讨论了市场价格的信息作用。我们考察了公共信息对社会福利的影响，在总体水平上比较了有互补性和没有互补性的模型。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Primer on Global Games Applied to Macroeconomics and Finance

This paper shows how to solve global games applied to macroeconomics and finance. We ascertain the roles of public and private information for the determination of a unique equilibrium, and discuss the informative role of market prices. We examine the impact of public information on social welfare, comparing models with and without complementarities at the aggregate level.

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ERN: Other Econometrics: Data Collection & Data Estimation Methodology (Topic)

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