[ECON20141216]
宏观经济学研讨会


【时间】2014年10月22日（周三）12：15－13：45
【地点】明商0302教室
【主讲】郭俊杰  bat365在线官网登录汉青经济与金融高级研究院
【点评】陈  朴  bat365在线官网登录助理教授、明尼苏达大学经济学博士
【主题】Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses (written by Anton Korinek, Working Paper, 2012)
【摘要】This paper analyzes the risk-taking behavior of agents in an economy that is prone to systemic risk, captured by financial amplification effects that involve a feedback loop of falling asset prices, tightening financial constraints and fire sales. It shows that decentralized agents who have access to a complete set of Arrow securities take on socially excessive exposure to such risk because of pecuniary externalities that are triggered during financial amplification. 
【主持】陈彦斌 教授


人大宏观经济学研讨会（Macro Workshop）旨在追踪宏观经济学国际最新进展，倡导构建符合国情的动态优化模型，并使用计算机模拟研究经济增长、收入分配和宏观政策等中国宏观经济重大问题。


联系人：郭豫媚    Email：Macro_Workshop@163.com
资料下载：www.docin.com/mydoc-88265459-1.html


更多讲座信息请访问：econ.ruc.edu.cn，www.yanjiuyuan.com.cn







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