学术沙龙|宏观金融讨论班（131期）：基于研发的增长模型：二次回顾 1、研讨主题A Review of R&D-Based Growth Models2、主讲人明洋（中经管助理教授）3、上期回顾We studied a baseline Schumpeterian model featuring creative destruction, where entrants replace incumbents with stochastic innovation, obtaining a profit flow for a random duration. This business stealing effect may lead to overinvestment in R&D in the decentralized equilibrium.4、本期预告We will study a st...

02 2025-01

学术沙龙|宏观金融讨论班（第130期）：基于研发的增长模型：二次回顾 研讨主题A Review of R&D-Based Growth Models主讲人明洋（中经管助理教授）上期回顾We studied two expanding variety models. In the first one, R&D is done with labor as input,and innovation has a positive externality. The spillover effect of innovation leads to insufficient R&D and a lower growth rate in the decentralized equilibrium than in the social planner's solution.We also analyzed a second mo...

25 2024-12

学术沙龙|微观理论讨论班（第18期）： 双边平台的信息设计 研讨论文Information Provision in Two-Sided Platforms: Optimizing for Supply(Management Science.Kostas Bimpikis,Yiangos Papanastasiou, Wenchang Zhang. 2023)主讲人龚雅娴（中央财经大学经济学院副教授）内容简介Although information design has recently received significant attention as a tool for shaping consumers’purchase behavior,little is known about it's use and implications in two-sided marketpl...

23 2024-12

讲座预告 | 段廷桦：碳定价对企业绩效的影响：来自全球的证据 时间2024年12月24日（周二）14:00-15:30地点学术会堂 603讲座题目The Effect of Carbon Pricing on Firm Performance: Worldwide Evidence碳定价对企业绩效的影响：来自全球的证据摘要Despite the theoretical benefits of carbon pricing in combating climate change, many countries seem reluctant to adopt such policies. To address these concerns, we utilize the staggered enactment of carbon pricing initiatives ...

23 2024-12

学术沙龙|宏观金融讨论班（第129期）：基于研发的增长模型：一次回顾 研讨论文A Review of R&D-Based Growth Models主讲人明洋（一竞技中国经济与管理研究助理教授）上期回顾We reviewed the features and limitations of the first-generation endogenous growth models.We went through an expanding variety model in which the final good is produced with labor and a continuum of differentiated intermediate goods(machines).The R&D is done with the final good;successful inno...

18 2024-12

讲座预告|理悦CEMA•知与行系列研讨会2024 年第十二讲 理悦CEMA•知与行系列研讨会2024年第十二讲将于12月19日（周四）中午12:00-13:30在学术会堂712会议室举行，由新西兰奥塔哥大学教授张近报告“The Edgeworth and Gram-Charlier Densities”，欢迎感兴趣的师生参加。题目The Edgeworth and Gram-Charlier Densities摘要This paper is the first to define the Edgeworth density and comprehensively compare it to the Gram–Charlier density in the context of option pricing...

17 2024-12

勇立时代潮头，勇攀科研高峰 ——一竞技举办全面深化改革决定与科研选题讲座 勇立时代潮头，勇攀科研高峰 ——一竞技举办全面深化改革决定与科研选题讲座为深入学习贯彻党的二十届三中全会精神，加快建设中国特色、世界一流的大学和优势学科，推动学院科研工作高质量发展，2024年12月11日，一竞技在学术会堂604开展学院党委理论学习中心组（扩大）学习暨教师集中学习，李涛副校长出席。学院常务副院长袁淳以《进一步全面深化改革，推进中国式现代化——财经研究选题分析》为题作专题报告。集...

15 2024-12

科研动态|我院赵阳副教授在金融学国际权威期刊Journal of Banking and Finance发表论文 近日，我院赵阳副教授的研究论文“Multivariate crash risk in China”于金融学国际权威期刊Journal of Banking and Finance（ABS 3，中财AA类）上获正式发表。该论文的合作者为北京科技大学乔统帅博士、北京航空航天大学韩立岩教授和深圳大学李东辉教授。论文摘要本研究考察了中国股票市场中多元崩盘风险（MCRASH）的定价问题。研究结果表明，MCRASH对未来股票收益的横截面具有显著的正向影响，并且中国市场的MCRASH溢价显著高...

12 2024-12

学术沙龙|宏观金融讨论班（第128期）：基于研发的增长模型：一次回顾 研讨主题A Review of R&D-Based Growth Models主讲人明洋（一竞技中国经济与管理研究院 助理教授）内容简介In this two-week session, we will briefly review two major classes of economic growth theories with endogenous technological change: the expanding variety modelsand the Schumpeterian growth models. In both frameworks, long- term economic growth is endogenously driven by profit-seekingR&D (r...

12 2024-12