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Macroeconomics And Financial Markets

Sapienza Università di Roma · Economia · tutti i canali con docenti, libri e orari, a.a. 2026/2027

Prof. Valeria Patella Canale unico

Economia · esame facoltativo · 6 CFU · apri nel catalogo

Recursive Macroeconomic Theory, MIT Press, by T. SargentVai su Amazon ›
Judd – Numerical Methods in EconomicsVai su Amazon ›
Huggett – The risk-free rate in heterogeneous-agent incomplete-insurance economiesVai su Amazon ›Da studiare: Pp.953-969
Krussel and SmithVai su Amazon ›Da studiare: Pp. 867-896
Kiyotaki and MooreVai su Amazon ›Da studiare: Pp. 211-248
Agency Costs – And Business FluctuationsVai su Amazon ›Da studiare: Pp. 14- 31
Cosa indica di studiare il docente

Argomenti del programma: The primary objective of the course is to provide methodological tools for advanced research in macroeconomics. A first part of the course introduces students to the rigorous solution methods for business cycle models. A second part of the course advances in the building of stochastic general equilibrium models with incomplete markets, financial frictions, and heterogeneous agents.