Macrofinance: Models and Policy Decisions

Related lectures (32)

Page 3 of 4

Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.

Covers interest rates, inflation impact, real vs nominal rates, and investment decisions.

Explores interest rates, exchange rates, economic activity, and global economic events.

Analyzes monetary and fiscal policy responses to public debt accumulation and the impact of Covid-19 on global economies.

Explores expected utility theory, risk-aversion, utility functions, and decision-making under uncertainty.

Explores the impact of productivity shocks and government policies on key economic variables.

Discusses potential output, fiscal stance, and government spending shocks' impact on the economy.

Explores ARCH and GARCH models, volatility clustering, time series, estimation, and filtering steps in financial and macroeconomic contexts.

Discusses risk measure evaluation, confidence intervals, and multivariate distributions for portfolio risk assessment.

Covers a global model with two countries, consumption, prices, and market clearing.