为进一步增强之江青年社科学者的现代经济学前沿理论功底，提高对现实经济问题的研究能力，浙江省之江青年社科学者协会与浙江财经大学经济学院联合开展“浙江省之江青年社科学者‘现代经济学前沿理论提升训练’系列学术活动”，第三场学术活动安排如下：
一、活动安排
会议时间：2021年4月24日下午13:30
会议地点：浙江财经大学经济学院（6号楼）210会议室
主讲人：谈非 助理教授
会议主题：A Primer on Bayesian DSGE Models
摘要：Presently there is growing interest in dynamic stochastic general equilibrium (DSGE) models that have more parameters, endogenous variables, exogenous shocks, and observables than the Smets and Wouters (2007) model, and substantial additional complexities from non-Gaussian distributions and the incorporation of time-varying volatility. The popular DYNARE software package, which has proved useful for small and medium-scale models is, however, not capable of handling such models, thus inhibiting the formulation and estimation of more realistic DSGE models. A primary goal of this paper is to introduce a user-friendly MATLAB software program designed to reliably estimate high-dimensional DSGE models. It simulates the posterior distribution by the tailored random block Metropolis-Hastings (TaRB-MH) algorithm of Chib and Ramamurthy (2010), calculates the marginal likelihood by the method of Chib (1995) and Chib and Jeliazkov (2001), and includes various post-estimation tools that are important for policy analysis, for example, functions for generating point and density forecasts. Another goal is to provide pointers on the prior, estimation, and comparison of these DSGE models. An extended version of the new Keynesian model of Leeper, Traum, and Walker (2017) that has 51 parameters, 21 endogenous variables, 8 exogenous shocks, 8 observables, and 1,494 non-Gaussian and nonlinear latent variables is considered in detail.
主讲人简介：谈非，男，美国圣路易斯大学商学院助理教授，浙江财经大学经济行为与决策研究中心特约研究员。2009年毕业于浙江大学经济学院获得经济学学士，2015年毕业于美国印第安纳大学获得经济学博士和数学硕士。主要研究领域包括宏观经济学、贝叶斯统计、行为经济学。研究成果发表在Journal of Economic Dynamics and Control，Macroeconomic Dynamics，Economics Letters，Economics Bulletin，Scientific Reports，Journal of Artificial Societies and Social Simulation。
二、参加对象
广大青年社科学者和研究生
三、会务
因疫情防控需要，外校老师需填写“参会回执”信息（见附件），并在4月23日（周五）12:00前将“参会回执”信息发送到69964325@QQ.com邮箱。
四、报名方式
联系人：宣老师
电话：0571-87557441 邮箱：69964325@QQ.com
浙江省之江青年社科学者协会
浙江财经大学经济学院
2021年4月20日
