Sumários
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14 Fevereiro 2022, 16:00 • Rita Sousa
THE REAL BUSINESS CYCLE BASELINE MODELS
-REAL BUSINESS CYCLE (RBC) MODELS: THE NATURE OF THE ECONOMIC SHOCKS
-RBC: THE MODEL'S RESOLUTION THROUGH A 'BUILDING BLOCK' APPROACH
-RBC: THE STATIC PROBLEM (FOR T=1 AND T>1)
-RBC: SOLVING UNDER CERTAINTY
-RBC: EULER EQUATIONS
-RBC: A SPECIAL CASE
-RBC: DISCUSSION
-RBC: SOLVING THE GENERAL MODEL
-RBC: OPTIMALITY CONDITIONS AND AND THHE IMPORTANCE OF ADEQUATE MODEL CALIBRATION
-RBC: AN EXAMPLE FOR THE U.S. ECONOMY - IMPULSE RESPONSE FUNCTIONS FOR A TECHNOLOGY -SHOCK
-RBC: SOME DRAWBACKS ASSOCIATED WITH THESE MODELS
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14 Fevereiro 2022, 14:30 • Rita Sousa
REAL BUSINESS CYCLE MODELS
REAL BUSINESS CYCLE MODELS: A FEW INITIAL CONSIDERATIONS
THE MAIN CHARACTERISTICS OF A WALRASIAN ECONOMY
THE BASELINE REAL BUSINESS CYCLE (RBC) MODEL
RBC: MARKET ENVIRONMENT AND TECHNOLOGY
RBC: FIRM'S OPTIMIZATION PROCESS
RBC: HOUSEHOLDS' OPTIMIZATION PROCESS
RBC: THE INTRODUCTION OF STYLIZED SHOCKS (TECHNOLOGICAL AND GOVERNMENTAL)
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10 Fevereiro 2022, 16:00 • Rita Sousa
THE IMPORTANCE OF SOVEREIGN DEBT AND EQUITY MARKETS TO MONETARY THEORY AND POLICY
A FEW EMPIRICAL OBSERVATIONS ABOUT BUSINESS CYCLE FLUCTUATIONS
THE EMPIRICAL APPLICATION OF THE HP FILTER TO THE CASES OF THE U.S.A. AND CHINA
THE IMPORTANCE OF SOVEREIGN DEBT MARKETS TO MONETARY THEORY AND POLICY
THE TERM STRUCTURE OF INTEREST RATES AND THE YIELD CURVE
THE IMPORTANCE OF EQUITY MARKETS TO MONETARY THEORY AND POLICY
THE GORDON MODEL
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10 Fevereiro 2022, 14:30 • Rita Sousa
BUSINESS CYCLES AND MONETARY POLICY
BUSINESS CYCLES: A MORE FORMAL DEFINITION
BUSINESS CYCLE ANALYSIS: THE CASE OF THE U.S. 'SUBPRIME' CRISIS
BUSINESS CYCLE MEASUREMENT: A FEW CONSIDERATIONS
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7 Fevereiro 2022, 16:00 • Rita Sousa
BUSINESS CYCLE MEASUREMENT: THE USE OF FILTERS
THE HP FILTER: DESCRIPTION AND ADVANTAGES/DISADVANTAGES
THE BAXTER-KING FILTER: DESCRIPTION AND ADVANTAGES/DISADVANTAGES
THE CHRISTIANO-FITZGERALD (CF) FILTER: DESCRIPTION AND ADVANTAGES/DISADVANTAGES
SOME OPERATIONAL FACTS ABOUT THE DYNAMICS OF BUSINESS CYCLES: THE CASE IF THE U.S.A.