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マクロ経済学・経済システム研究会

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2025/08/04 (月)
13:30〜15:00
Home Size, Residential Density, and Aggregate Demand【マクロ経済学セミナーと共催】
Daniel P. Murphy(University of Virginia)
経済研究所 北館2階 N202講義室
2025/06/05 (木)
13:15〜14:45
Computational Economics and AI【マクロ経済学セミナーと共催】
John Stachurski(Australian National University)
経済研究所 北館1階 N101/102講義室
2025/05/29 (木)
16:00〜17:30
Viktoria Hnatkovska(University of British Columbia)
京都大学法経済学部東館 8階 リフレッシュルーム

Abstract: Over the past three decades China and India have experienced rapid growth and structural transformation. Underneath this similarity however is one significant difference: rural-urban wage gaps during this period declined in India, but widened in China. We formalize a two-sector-two-location model in which structural transformation and urbanization respond endogenously to productivity shocks. While the structural transformation effect widens the rural-urban wage gap, the urbanization effect reduces it. We attribute the contrasting wage gap dynamics in the two countries to the higher costs of urban relocation for workers in China.

2025/05/22 (木)
15:00〜16:30
John Stachurski(Australian National University)
経済研究所 北館2階 N202講義室

Abstract: In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality from a single state imply optimality from every state? Working in a general setting, we provide sufficient conditions for this property that relate to reachability and irreducibility. Our results have significant implications for modern policy-based algorithms used to solve large-scale dynamic programs. We illustrate our findings by applying them to an optimal savings problem via an algorithm that implements gradient ascent in a policy space constructed from neural networks.

2025/05/01 (木)
10:00〜17:20
岩崎康平(京都大学)、瀧川拓史(神戸大学)、小松功拓(京都大学)、上野洋太郎(京都大学・院)、Mingyan Chen(京都大学・院)、池田晃彦(京都産業大学)、阿曽沼多聞(IMF)
経済研究所 北館2階 N202講義室

2025 Kyoto Spring Workshop on Macroeconomics

10:00 – 10:50 岩崎 康平(京都大学経済学研究科)
  ”E-Money and Liquidity”
10:50 – 11:40 瀧川 拓史(神戸大学経済学研究科)
  ”Optimal Redistribution with Reference Dependent Utility”

11:40 – 11:50 休憩

11:50 – 12:40 小松 功拓(京都大学経済研究所)
  ”Temporary Layoffs and Unemployment Insurance”

12:40 – 13:40 昼食

13:40 – 14:30 上野 洋太郎(京都大学大学院経済学研究科・D1)
  ”Intermediation and Microfinance”
14:30 – 15:20 Mingyan Chen(京都大学大学院経済学研究科・D3)
  ”Analyzing Japan’s Public Pension Reform in an Overlapping Generations Economy with Heterogeneous Households”

15:20 – 15:30 休憩

15:30 – 16:20 池田 晃彦(京都産業大学経済学部)
  ”Commodity Price Shocks, External Borrowing, and Business Cycles in Small Open Economies”
16:20 – 17:20 阿曽沼 多聞(IMF)
  ”Fiscal Policy Analysis of Sovereign Debt”

2025/04/17 (木)
15:00〜16:30
Optimal Retirement Policies with Private Annuities (with Stephane Verani)
Pei-Cheng Yu(University of New South Wales)
経済研究所 北館2階 N202講義室

要旨:This paper examines the optimal design of retirement policies that rely on private insurance markets while accounting for financial frictions within these markets. We analyze the impact of uninsurable aggregate interest rate shocks in a life-cycle model where the government screens productivity, longevity, and altruism. We show that observing retirees’ annuitization choices helps separate individual types. However, private annuity markets face supply-side inefficiencies due to interest rate risk. To improve market efficiency, the government can issue long-term bonds, supported by interest rate-contingent taxes. Therefore, full privatization can only be optimal without interest rate shocks; otherwise, Social Security remains necessary.

2025/03/28 (金)
15:00〜16:30
Explosive boom and bust with land price bubbles in a macro-finance model
保里俊介(一橋大学)
経済研究所 北館1階 N101・102講義室
2025/03/24 (月)
13:30〜15:00
Xiaodong Zhu(University of Hong Kong)
経済研究所 北館2階 N202講義室
2025/01/23 (木)
16:00〜17:30
Minki Kim(University of Mannheim)
経済研究所 北館2階 N202講義室
2024/12/20 (金)
15:00〜16:30
廣瀬康生(慶應義塾大学)
京都大学法経済学部東館 8階 リフレッシュルーム

Abstract:This paper establishes the connection of exchange rates to macroeconomic fundamentals by estimating a small open-economy model for Canada. The model incorporates an endogenous interest rate spread on foreign bond holdings, so that the resulting modified uncovered interest rate parity condition can exhibit a negative relationship between expected exchange rate depreciation and interest rate differentials, as observed in the data. Because the model is susceptible to equilibrium indeterminacy, we estimate it using Bayesian methods that allow for both determinacy and indeterminacy of equilibrium. The results indicate that preference shocks to the household utility function are the primary source of exchange rate fluctuations, highlighting the connection between exchange rates and fundamentals. We demonstrate that both allowing for indeterminacy and selecting a specific equilibrium representation from the data are crucial for obtaining this result.

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