Notes
The slide/notes I made after reading those papers. If you have any questions or find any typos, please email me!
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A Dynare Study Note: Simulating RBC model by using Dynare with example codes
- Heterogeneous Agent Model:
- Household with idiosyncratic risk and aggregate risk: Aiyagari (1994) and Maliar et al. (2010) with example codes
- Firm with idiosyncratic risk: Khan and Thomas (2008) with example codes
- A Housing Demand Theory: Liu, Wang, Zha (2021, WP).
- Financial Friction and Business Cycle
- Financial Accelerator: BGG (1999)
- Credit Constraint and Self-Fulfilling Business Cycle: Liu and Wang (2014)
- Endogenous Leverage and Advantageous Selection: Nenov (2017)
- A Note of Moral Hazard and Borrowing Constraint
- Macroeconomic Effects of Financial Shocks: Jermann and Quadrini (2012) with my codes.
- Theoretical Bank Models
- Bank Run: Diamond and Dybvig (1983)
- Information Disclosure and Bank Bailout by Government: Castro and Martinez (2017)
- Monetary Policy:
- Monetary Policy Redistributional Channel on Household: Auclert (2019).
- MP and Financial Crisis: Brunnermeier et al. (2021)
- Asset Bubble
- Speculative Bubble Induced by Heterogeneous Belief: Harrison and Kreps (1978)
- Asset Bubble with Credit Constraint: Miao and Wang (2018)
- Household Finance
- Monetary Policy Pass-through: Di Maggio et al. (2017)
- The Rate of Return: Jorda et al. (2019)
-
Pecuniary Externalities: Konerik (2018)
- Other Topics
- Robots and Automation: Rebelo et al. (2021) and Acemoglu and Restrepo (2022)
- Social Security: Mendoza (WP)