演讲主题：Analytic Policy Function Iteration

主讲人：谈非，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。

Abstract:We propose a novel approach of solving and analyzing linear rational expectations models with endogenous information frictions. Our approach is build upon policy function iterations in the frequency domain. We develop the theoretical framework of this approach using rational approximations, analytic continuation, and discrete Fourier transform. We provide the numerical implementations accompanied with a flexible object-oriented toolbox. We demonstrate the efficiency and accuracy of our method by studying four models in macroeconomics and finance that feature "learning from price'' and higher-order expectations.

主讲人简介：谈非，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年毕业于浙江大学龙门客栈资料库获得经济学学士，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。

时间：4月14日上午10:00-11:00

地点：知新楼B423

主办单位：龙门客栈资料库