Esta asignatura forma parte del Módulo II, que contiene asignaturas que proporcionan conocimientos avanzados en una gran variedad de áreas de la economía, que los alumnos eligen libremente. Algunos campos se cubren en una sola asignatura, mientras que otros se estructuran a través de varias asignaturas, en los trimestres tercero al quinto. Los alumnos pueden elegir entre todas las asignaturas optativas ofrecidas, con la única restricción de cursar al menos tres por cada trimestre.
Macroeconomía cuantitativa
101134
2017-18
MÁSTER UNIVERSITARIO EN ECONOMÍA Y FINANZAS
6
OPTATIVA
Cuatrimestral
Inglés
Modelo de crecimiento neoclásico con agentes heterogéneos.
Técnicas numéricas de resolución de modelos.
Evaluación de reformas impositivas.
Evaluación de reformas de la Seguridad Social.
La decisión de inversión en capital humano.
Economía política.
G1 - Demostrar unos sólidos conocimientos de teoría económica y de las
técnicas económicas, econométricas y computacionales relevantes.
G2 - Aplicar los conocimientos adquiridos y ser capaz de resolver problemas en
entornos nuevos o poco conocidos dentro de contextos más amplios o
multidisciplinares relacionados con el estudio de la economía y las finanzas.
G3 - Integrar sus conocimientos y estar capacitado para formular juicios a
partir de una información incompleta o limitada, que incluya reflexiones sobre
las responsabilidades sociales y éticas vinculadas a la aplicación de sus
conocimientos y juicios económicos.
G4 - Analizar de forma crítica, evaluar y sintetizar ideas nuevas y complejas
en relación con teorías y metodologías empíricas en el ámbito de la economía.
G5 - Diseñar y llevar a cabo un proyecto de investigación con un alto nivel
académico, formulando hipótesis razonables, en el área de la economía.
G6 - Presentar oralmente trabajos científicos y técnicos en economía, a
públicos especializados y no especializados, de un modo claro y sin
ambigüedades.
G7 - Elaborar adecuadamente composiciones escritas y redactar proyectos de
trabajo o artículos científicos.
G8 - Organizar y planificar su propio trabajo, fomentando la iniciativa y el
espíritu emprendedor.
G9 - Integrarse en grupos de trabajo dedicados a proyectos de investigación
económica.
G10 - Demostrar capacidad de estudio, síntesis y autonomía suficientes para,
una vez finalizado el Máster, llevar a cabo una tesis doctoral en el área de
la economía.
EO10 - Evaluar, mediante las modernas técnicas cuantitativas de la macroeconomía, el impacto de distintas políticas económicas sobre los principales agregados macroeconómicos y sobre las distribuciones de la renta y la riqueza.
AF1.- Clases teóricas (30 horas)
AF2.- Clases prácticas (15 horas)
AF5.- Estudio del contenido teórico del curso (60 horas)
AF6.- Resolución de ejercicios prácticos (30 horas)
AF7.- Preparación de presentaciones en clase (15 horas)
Clases teóricas en las que se desarrollan los temas del programa de la
asignatura.
Clases prácticas en las que los alumnos resuelven ejercicios previamente
destribuidos por el profesor.
Evaluar, mediante las modernas técnicas cuantitativas de la macroeconomía, el
impacto de distintas políticas económicas sobre los principales agregados
macroeconómicos y sobre las distribuciones de la renta y la riqueza.
SE1.- Ejercicios (ponderación mínima 0.05 y ponderación máxima 0.3)
SE2.- Presentaciones (ponderación mínima 0.05 y ponderación máxima 0.15)
SE4.- Examenes (ponderación mínima 0.7 y ponderación máxima 0.95)
Profesor Responsable de la asignatura
Esta asignatura de carácter optativo forma parte del Módulo II, y se imparte
en los trimestres cuarto y quinto.
Abbott, Brant, Giovanni Gallipoli, Costas Meghir, Giovanni L. Violante. 2017.
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Paper.
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Cambridge, Massachusetts, 2003.
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Limits to Delegation: Firm Dynamics in Developing Countries." NBER Working
Paper No. 21905.
Arellano, M., R. Blundell and S. Bonhomme. 2017. "Household Earnings and
Consumption: A Nonlinear Framework", forthcoming Econometrica.
Asker, John Allan Collard-Wexler, and Jan De Loecker. 2014. "Dynamic Inputs
and Resource (Mis)Allocation," Journal of Political Economy 122 (5), 1013-63.
Atkinson, Anthony B., Thomas Piketty, and Emmanuel Saez. 2011. "Top Incomes in
the Long Run of History." Journal of Economic Literature, 49(1): 3-71.
Attanasio, O., Low, H. and V. Sánchez Marcos (2008), "Explaining Changes in
Female Labor Supply in a Life-Cycle Model," American Economic Review, vol. 98,
no. 4, 1517-42.
Attanasio, O. and a.Weber (2010). "Consumption and Saving: Models of
Intertemporal Allocation and Their Implications for Public Policy", Journal of
Economic Literature 48 September: 693-751.
Attanasio, Orazio P., and Luigi Pistaferri. 2016. "Consumption Inequality."
Journal of Economic Perspectives, 30(2): 3-28.
Auten, Gerald and David Splinter. 2017. "Income Inequality in the United
States: Using Tax Data to Measure Long-term Trends." Working Paper.
Autor, David, David Dorn, Lawrence F. Katz, Christina Patterson, John van
Reenen. 2017. "The Fall of the Labor Share and the Rise of Superstar Firms".
Working Paper.
Badel, Alejandro and Mark Huggett. 2014. "Taxing top earners: A human capital
perspective." St Louis FE Working Paper 2014-017.
Bagger, Jesper, François Fontaine, Fabien Postel-Vinay, and Jean-Marc Robin.
2014. "Tenure, Experience, Human Capital, and Wages: A Tractable Equilibrium
Search Model of Wage Dynamics." American Economic Review, 104(6): 1551-96.
Bartelsman, Eric, John Haltiwanger and Stefano Scarpetta "Measuring and
Analyzing Cross Country Differences in Firm Dynamics," in Producer Dynamics:
New Evidence from Micro Data, (Dunne, Jensen and Roberts, eds.)
NBER/University of Chicago Press, 2009.
Brinca, Pedro, Hans A. Holter, Per Krusell, Laurence Malafry. 2017. "Fiscal
Multipliers in the 21st Century." Journal of Monetary Economic, 77, pages
53-69.
Buera, Francisco J., Joseph P. Kaboski, and Yongseok Shin. 2011. "Finance and
Development: A Tale of Two Sectors." American Economic Review 101 (5),
1964–2002.
Burdett, Kenneth and Dale Mortensen. 1998. "Wage differentials, employer size,
and unemployment." International Economic Review, 39, pp. 257-273.
Castaneda, Anna, Javier Diaz-Gimenez, and Jose Victor Rios-Rull. 2003.
"Accounting for u.s. earnigns and wealth inequaltiy." Journal of Political
Economy, 111(4):818-857.
Chang, Yougsung and with Sun-Bin Kim (2006). "From Individual to Aggregate
Labor Supply: A Quantitative Analysis based on a Heterogeneous-Agent
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Conesa, Juan Carlos, and Dirk Krueger. 2006. "On the Optimal Progressivity of
the Income Tax Code." Journal of Monetary Economics, 53(7): 1425–50.
Chodorow-Reich, Gabriel and Loukas Karabarbounis. 2017. "The Limited
Macroeconomic Effect of Unemployment Benefit Extensions." Working Paper.
Daly, Mary C., Bart Hobijn, Ayşegül Şahin, and Robert G. Valletta. 2012. "A
Search and Matching Approach to Labor Markets: Did the Natural Rate of
Unemployment Rise?" Journal of Economic Perspectives, 26(3): 3-26.
David, Joel M. and Venky Venkateswaran (2017), "Capital Misallocation:
Frictions or Distortions?" NBER Working Paper No. 23129.
Davis, Steven J., R. Jason Faberman and John Haltiwanger. 2006. "The Flow
Approach to Labor Markets: New Data Sources and Micro-Macro Links." The
Journal of Economic Perspectives Vol. 20, No. 3, pp. 3-26
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Díaz-Giménez, Javier, Andy Glover, and José-Víctor Ríos-Rull. 2011. “Facts on
the Distributions of Earnings, Income, and Wealth in the United States: 2007
Update.” Federal Reserve Bank of Minneapolis Quarterly Review 34(1): 2–31.
Domeij, David and M. Floden (2006) "The Labor-Supply Elasticity and Borrowing
Constraints: Why Estimates are Biased", Review of Economic Dynamics, vol. 9,
no. 2, April, 242-262.
Elsby, Mike, Bart Hobijn, and Aysegul Sahin. 2013. “The Decline of the U.S.
Labor Share." Brookings Papers on Economic Activity, 1-42.
Erosa, Andres, Luisa Fuster and Gueorgui Kambourov. 2017. "Towards a
Micro-Founded Theory of Aggregate Labor Supply". Working Paper.
Flinn, Christopher, Ahu Gemici and Steven Laufer. 2017. "Search, matching and
training" Review of Economic Dynamics. Volume 25, April 2017, Pages 260–297.
French, Erik (2005). "The effects of health, wealth, and wages on labor supply
and retirement behavior." Review of Economic Studies 72 (2), 395-427.
Garcia-Santana, Manuel, Enrique Moral-Benito, Josep Pijoan-Mas, and Roberto
Ramos. 2017. "Growing like Spain: 1995-2007" Working Paper.
Gopinath, Gita, Sebnem Kalemli-Ozcan, Loukas Karabarbounis, Carolina
Villegas-Sanchez. 2015. "Capital Allocation and Productivity in South Europe,"
NBER Working Paper No. 21453.
Greenwood, Jeremy, Nezih Guner, Georgi Kocharkov, and Cezar Santos. 2016.
"Technology and the Changing Family: A Unified Model of Marriage, Divorce,
Educational Attainment and Married Female Labor-Force Participation." American
Economic Journal: Macroeconomics, 8(1): 1-41.
Guner, Guner, Gustavo Ventura, and Xu Yi. 2008. "Macroeconomic implications of
size-dependent policies." Review of Economic Dynamics, 11(4):724-744.
Guner, Nezih, Kaygusuz, Remzi and Gustavo Ventura, "Taxation and Household
Labor Supply," Review of Economic Studies, vol. 79, no. 3 (July 2012),
1113—1149
Guner, Nezih, Kaygusuz, Remzi and Gustavo Ventura. 2014. "Income Taxation of
U.S. Households: Basic Facts," Review of Economic Dynamics, vol. 17, no. 4,
559-581.
Guner, Nezih, Remzi Kaygusuz and Gustavo Ventura. 2017. “Rethinking the
Welfare State.” Working Paper.
Guner, Nezih, Martin Lopez-Daneri, and Gustavo Ventura. "Heterogeneity and
government revenues: Higher taxes at the top?" Journal of Monetary Economics,
80:69-85, 2016.
Guner, Nezih, Andrii Parkhomenko, and Gustavo Ventura, 2017. “Managers and
Productivity,” CEMFI Working Paper 1710.
Guvenen, Fatih, Greg Kaplan, Jae Song, and Justin Weidner. 2017. "Lifetime
Incomes in the United States over Six Decades." NBER Working Paper No. 23371.
Guvenen, Fatih, Fatih Karahan, Serdar Ozkan, and Jae Song,. 2015. "What Do
Data on Millions of U.S. Workers Say About Labor Income Risk?," NBER Working
Paper 20913.
Guvenen, Fatih Burhanettin Kuruscu, and Serdar Ozkan. 2014. Taxation of human
capital and wage inequality: A cross-country analysis. Review of Economic
Studies, 81:818-850.
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Heathcote, Jonathan, Fabrizio Perri, and Gianluca Violante. 2010. Unequal we
stand: An empirical analysis of economic inequality in the united states,
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Heathcote, Jonathan, Fabrizio Perri, and Gianluca Violante. 2010. The
macroeconomic implications of rising wage inequality in the united states.
Journal of Political Economy, 118(4):681-722.
Jonathan Heathcote, Kjetil Storesletten, and Gianluca Violante. 2009
"Quantitative Macroeconomics with Heterogeneous Households," Annual Review of
Economics.
Jonathan Heathcote, Kjetil Storesletten, and Gianluca Violante. 2017. "Optimal
Tax Progressivity: An Analytical Framework." Quarterly Journal of Economics,
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B. Heer and A. Maussner. Dynamic General Equilibrium Modeling. Springer, 2009.
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savings and social insurance." Journal of Political Economy, 103(2):36-399.
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inequality." American Economic Review, 101(7):2923-2954.
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fiscal stimulus payments." Econometrica, 4(82):1199{1239, 2014.
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Agents." American Economic Journal: Macroeconomics, 8(2): 182-214.
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Este documento puede utilizarse como documentación de referencia de esta asignatura para la solicitud de reconocimiento de créditos en otros estudios. Para su plena validez debe estar sellado por la Secretaría de Estudiantes UIMP.
Descripción no definida
Cuatrimestral
Créditos ECTS: 6
Guner , Nezih
Doctor en Economía, University of Rochester
Profesor de Economía
Centro de Estudios Monetarios y Financieros (CEMFI)
Profesor Responsable de la asignatura