《数量经济学》课程补充资料

樊潇彦 复旦大学经济学院 数量经济学

I. R 语言程序附录

一、静态最优数学基础

二、动态最优数学基础

三、动态最优（I）拉格朗日方法

四、动态最优（II）最优控制方法

五、动态最优（III）动态规划方法

II. 数据与软件

1. 数据来源

• 学校电子图书馆：搜数网、CSMAR，原“国泰安”
• 公开数据：联合国、世界银行、IMF
• 应用数据接口(API)：同花顺 iFinD（学院已购买，帐号可申请）、万德 Wind（部分金融数据可直接下载）

2. 分析软件

• R 和 Rstudio
• Python 和 Anaconda
• Latex 转换：https://snip.mathpix.com/home
• AI 阅读、写代码：https://kimi.moonshot.cn/

III. 文献阅读

2024年个人阅读

从以下3篇文章或本网页上往年已报告文章中任选一篇，描述文章所分析的经济问题，写出核心数学模型，完成推导过程，并解释经济含义。

1. Krugman, P. 1991: Increasing returns and economic geography, Journal of Political Economy, Vol.99, No.3, P483--499
2. Herrendorf, B., R. Rogerson and A. Valentinyi, 2013: Two Perspectives on Preferences and Structural Transformation, American Economic Review, Vol.103(7), P2752-89
3. Acemoglu, D., V.M. Carvalho, A. Ozdaglar, and A. Tahbaz‐Salehi, 2012: The Network Origins of Aggregate Fluctuations, Econometrica, Vol.80(5), P1977-2016

2024年

1. Melitz, M.J. 2003: The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity, Econometrica, 71(6): 1695-1725
   蔡宽泓、王博思、叶鲁明、张涵、徐竟哲

2. Duranton, G., and D. Puga 2023: Urban growth and its aggregate implications, Econometrica, 91(6): 2219-2259
   何凌艺、欧晟华、屠荣亮、张泰宁、吴奕格

3. Eaton, J., and S. Kortum 2002: Technology, Geography, and Trade, Econometrica, 70(5): 1741-1779
   曹与时、梁滨诚、丁子珂、叶睿妍、尚旭康

4. Herrendorf, B., R. Rogerson, Á. Valentinyi 2021: Structural Change in Investment and Consumption — A Unified Analysis, Review of Economic Studies, 8(3): 1311–1346
   王涵屹、武诗悦、姜景凯、高钰凯、王彬

5. Comin, D., D. Lashkari, M. Mestieri 2021: Structural Change With Long‐Run Income and Price Effects, Econometrica, 89(1): 311-374
   张桐赫、郑周怿、赵孟祺、伍芹、秦乐阳

6. Cheremukhin, A., M. Golosov, S. Guriev, and A. Tsyvinski 2024: The Political Development Cycle: The Right and the Left in People's Republic of China from 1953, American Economic Review, 114(4): 1107-1139
   马戈穹、韩壹茗、陈清清、顾思忆

2023年

1. Ballester, C., A. Calvó-Armengol, Y. Zenou 2006: Who's Who in Networks. Wanted: The Key Player, Econometrica, Vol.74(5), P1403-1417
   张怡然、吴思琦、张瑞珏、杨培兴：PPT + Python

2. Acemoglu, D., C. García-Jimeno, and J. A. Robinson 2015: State Capacity and Economic Development: A Network Approach, American Economic Review, Vol.105(8), P2364-2409.
   于皓南、裴欣昊、李智贤、范昊楠、舒采奕：PPT

3. Blanchard, O. 2019: Public Debt and Low Interest Rates, American Economic Review, Vol.109(4), P1197-1229.
   蒋心俞、黄静、文清源：PPT
   马扬、袁睿、华梓辰、张末：PPT

4. Acemoglu, D., V.M. Carvalho, A. Ozdaglar, and A. Tahbaz‐Salehi, 2012: The Network Origins of Aggregate Fluctuations, Econometrica, Vol.80(5), P1977-2016
   陈烨、赵怡琳、黄佳敏、兰宇舟、陈劲宇
   宋思瑶、单诗宇、孙清婉、罗正宇、房柳成
   合并 PPT

5. Elliott, M., B. Golub, and M. O. Jackson 2014: Financial Networks and Contagion, American Economic Review, Vol.104(10), P3115-53
   王建淞、王哲鉴、姚航：PPT
   李心喆、陈凌峰、贺天行：PPT

6. Kleinman, B., E. Liu, S. J. Redding 2023: Dynamic Spatial General Equilibrium, Econometrica, Vol.91(2), P385-424
   黄靖翔、黄山、尹鸿昊、张子阳：PPT
   龚力川、王力、苏嘉畅：PPT

7. Song, Z., K. Storesletten, and F. Zilibotti 2011: Growing Like China, American Economic Review, Vol.101(1), P196-233
   周云龙、鲁佳荷、张艺、刘可馨、吴彰森：PPT

2021年

• 小组选读文章：
  1. Allen, T., C. Arkolakis, and Y. Takahashi 2020: Universal Gravity, Journal of Political Economy, Vol.128(2), P393-433
  许力夕、胡杰、王婧、何昂、徐恺哲

  2. Arkolakis, C., A. Costinot, and A. Rodríguez-Clare 2012: New Trade Models, Same Old Gains? American Economic Review, Vol.102(1), P94-130
  魏佳睿、张泽慧、李琼玖、周晓艺、岳帅

  3. Autor, D.H. and D. Dorn 2013: The growth of low-skill service jobs and the polarization of the US labor market, American Economic Review, Vol.103(5), P1553-1597
  陈佳怡、何润忻、郇凌雨、王张浩宇、张浩冉

  4. Fajgelbaum, P.D., P.K. Goldberg, P.J. Kennedy, and A.K. Khandelwal, 2020: The Return to Protectionism, Quarterly Journal of Economics, Vol.135(1), P1–55 (VOX介绍)
  陈文曦、罗诗韵、徐佳蕾、杨芷懿、张婧彧

  5. Herrendorf, B., R. Rogerson and A. Valentinyi, 2013: Two Perspectives on Preferences and Structural Transformation, American Economic Review, Vol.103(7), P2752-89
  陈序章、李子媛、刘礼嘉、徐心怡、应启翔

  6. Tombe, T. and X.D. Zhu, 2019: Trade, Migration, and Productivity: A Quantitative Analysis of China, American Economic Review, Vol.109(5), P1843-1872 (VOXChina介绍)
  何雨轩、徐温泽、罗卿、傅上豪、钟乐扬

  7. Barnichon, R., D. Debortoli, and C. Matthes 2022: Understanding the Size of the Government Spending Multiplier It's in the Sign, Review of Economic Studies, Vol.89, No.1, P87–117
  杜佳怡、王小天、张雨莛、杨语薇

  8. Gabaix, X. 2020: A Behavioral New Keynesian Model, American Economic Review, Vol.110(8), P2271-2327
  尚婧、刘嘉晨、陈研、杜明洁、顾培梓

  9. Karabarbounis, K. and B. Neiman, 2013: The Global Decline of the Labor Share, Quarterly Journal of Economics, Vol.129(1), P61-103
  刘源埔、王曹逸、仲飞宇、谢琪琰、翁远洋

  10. Oberfield, E. and D. Raval, 2021: Micro Data and Macro Technology, Econometrica, Vol.89(2), P703-732
  易诗凯、洪伟励、邹洺昊、曾子昂、孙菁桐

• 个人选读文章：

  • Arrow and lntriligator(1981)：《数理经济学手册》（第一卷）关于数理经济学发展阶段的介绍。
  • Arrow, K. 2009: Some Developments in Economic Theory Since 1940: An Eyewitness Account, Annual Review of Economics, Vol.1, P1-16
  • Yellen, J.L. 2016: Macroeconomic Research After the Crisis, Keynote Address on the "The Elusive 'Great' Recovery: Causes and Implications for Future Business Cycle Dynamics", 60th Annual Economic Conference

2020年

• 贸易与空间经济学
  1. Allen, T., C. Arkolakis, and Y. Takahashi 2020: Universal Gravity, Journal of Political Economy, Vol.128(2), P393-433
  小组1.zip：李亦泽、周甲豪、王舜尧、梁恩东
  2. Fajgelbaum, P.D., P.K. Goldberg, P.J. Kennedy, and A.K. Khandelwal, 2020: The Return to Protectionism, Quarterly Journal of Economics, Vol.135(1), P1–55 (VOX介绍)
  小组2.zip+Appendix (revised).pdf：陈沛迪、雷嘉欣、刘一恒、沈彬朝、张婧妍
  3. Davis, D.R., J.I. Dingel, J. Monras, and E. Morales, 2019: How Segregated Is Urban Consumption?, Journal of Political Economy, Vol.127(4), P1684-1738 (VOX介绍)
  小组3.zip：许多、郝烁、张郁文、陈匡淇、董婉琪
  4. Tombe, T. and X.D. Zhu, 2019: Trade, Migration, and Productivity: A Quantitative Analysis of China, American Economic Review, Vol.109(5), P1843-1872 (VOXChina介绍)
  小组4.zip：孔曲阳、卢曼、黄昱、周楚琰、李昊明

• 网络经济学
  5. Calvó‐Armengol, A., E. Patacchini, and Y. Zenou 2009: Peer Effects and Social Networks in Education, Review of Economic Studies, Vol.76(4), P1239–1267
  小组5.zip：卢泓伶、林凌、蒋嘉乐、黄梓健、李铮
  6. Fogli, A. and L. Veldkamp, 2020: Germs, Social Networks and Growth, Review of Economic Studies, Forthcoming
  小组6.zip：姜佳怡、张辰悦、陈朵泱、王若霖、张思佳
  7. Acemoglu, D., V.M. Carvalho, A. Ozdaglar, and A. Tahbaz‐Salehi, 2012: The Network Origins of Aggregate Fluctuations, Econometrica, Vol.80(5), P1977-2016
  小组7.zip：陈家铭、冷科慧、涂孟泽、吴程远、张昱辰
  8. Elliott, M. and B. Golub, 2019: A Network Approach to Public Goods, Journal of Political Economy, Vol.127(2), P730-776
  小组8.zip：屠鸿捷、陈辉煌、程逸敖、余一明、徐尔瀚

• 宏观经济学
  9. Cheremukhin, A., M. Golosov, S. Guriev, and A. Tsyvinski 2017: The Industrialization and Economic Development of Russia through the Lens of a Neoclassical Growth Model, Review of Economic Studies, Vol.84(2), P613–649
  小组9.zip：沈宇秀、王雅凡、马艺萌、徐海晨、张悦
  10. Del Negro, M., G. Eggertsson, A. Ferrero and N. Kiyotaki, 2017: The Great Escape? A Quantitative Evaluation of the Fed's Liquidity Facilities, American Economic Review, Vol.107(3), P824-857
  小组10.rar：尹岚、余敬哲、盛情、谭可欣、潘思颐
  11. Kaplan, G., B. Moll, and G.L. Violante, 2018: Monetary Policy According to HANK, American Economic Review, Vol.108(3), P697-743
  小组11.rar：陶一凡、吴文涵、童星海、李玮、徐明扬
  12. Wieland, J.F. 2019: Are Negative Supply Shocks Expansionary at the Zero Lower Bound?, Journal of Political Economy, Vol. 127(3), P973-1007
  小组12.zip：崔靖文、姚想、方佳文、吴涵嫣、徐祎丹
  13. Gabaix, X. 2020: A Behavioral New Keynesian Model, American Economic Review (Forthcoming)
  小组13.zip：赵子奕、王林琛、赵永晗、周子恺、林菁扬

• 个人阅读备选文章

  1. Christiano, L.J., M.S. Eichenbaum, and M. Trabandt 2018: On DSGE models, Journal of Economic Perspectives, Vol.32(3), P113-140
  2. Eggertsson, G.B., M. Lancastre, and L.H. Summers 2019: Aging, Output Per Capita, and Secular Stagnation, American Economic Review: Insights, Vol.1, No.3, P325-342
  3. Gabaix, X. 2016: Power laws in economics: an introduction, Journal of Economic Perspectives, Vol.30(1), P185-206
  4. Jones, C.I. 2015: Pareto and Piketty: the macroeconomics of top income and wealth inequality, Journal of Economic Perspectives, Vol.29(1), P29-46
  5. Kaplan, G. and G.L. Violante 2018: Microeconomic Heterogeneity and Macroeconomic Shocks, Journal of Economic Perspectives, Vol.32(3), P167-94
  6. Yellen, J.L. 2016: Macroeconomic Research After the Crisis, Keynote Address on the "The Elusive 'Great' Recovery: Causes and Implications for Future Business Cycle Dynamics", 60th Annual Economic Conference

2019年

• CES函数

  • Dixit, A.K., and J.E. Stiglitz 1977: Monopolistic Competition and Optimum Product Diversity, American Economic Review, Vol.67(3), P297-308
    陈煜婷、何巧航、刘海勤、戴毓焓、孙沁竹：PPT及附录

  • Zhelobodko, E., S. Kokovin, M. Parenti 2012: Monopolistic Competition: Beyond the Constant Elasticity of Substitution, Econometrica, Vol.80(6), P2765-2784
    陈真蔚、陈靛靛、陈楚棋、张嘉予、刘天宇：PPT

• 结构变迁

  • Cheremukhin, A., M. Golosov, S. Guriev, and A. Tsyvinski 2017: The Industrialization and Economic Development of Russia through the Lens of a Neoclassical Growth Model, Review of Economic Studies, Vol.84(2), P613–649
    李昕鸿、杨惠婷、宋意、林进、张致勋：PPT

  • Cheremukhin, A., M. Golosov, S. Guriev, and A. Tsyvinski 2017: The Economy of People's Republic of China from 1953, R&R Econometrica, VOX介绍
    菲罗娜、王铭羽、钟凯祺、史涵旭、吴琪贤：PPT

• 国际贸易

  • Costinot, A., D. Donaldson, J. Vogel, and I. Werning, 2015: Comparative Advantage and Optimal Trade Policy, Quarterly Journal of Economics, Vol.130(2), P659–702
    陈思畅、杨家昆、裴泽宇、郭春麟、陆锦溢：PPT

  • Allen, T., C. Arkolakis, and Y. Takahashi 2019: Universal Gravity, Journal of Political Economy, forthcoming
    曹鸣远、高慕榕、熊磊、侯昱晨、蒋昱东：PPT及附录

• 社会与经济网络

  • Calvó‐Armengol, A., E. Patacchini, and Y. Zenou 2009: Peer Effects and Social Networks in Education, Review of Economic Studies, Vol.76(4), P1239–1267
    赵梁、李佳珍、朱笑妍、陈睿恬、蔡明宏：PPT

  • Banerjee, A., A.G. Chandrasekhar, E. Duflo, and M.O. Jackson 2013: The Diffusion of Microfinance, Science, Vol.341, Issue 6144, 1236498
    李浩川、董博、李旭峰、王浩然、田允晴：PPT

2018年

• Deaton, A. and J. Muellbauer, 1980: An Almost Ideal Demand System, American Economic Review, Vol.70(3)， P312-326
  宋博文、严奕伟、陈锦叶、姜一迪、葛嘉兴、马千里：PPT

• Herrendorf, B., R. Rogerson and A. Valentinyi, 2013: Two Perspectives on Preferences and Structural Transformation, American Economic Review, Vol.103(7), P2752-89
  彭蕾，朱海云，吴欣霖，张庆：PPT

• Karabarbounis, K. and B. Neiman, 2013: The Global Decline of the Labor Share, Quarterly Journal of Economics, Vol.129(1), P61-103
  Shi Zhengyang, Huang Yiguo, Ma Chengchao, and Xie Yuchen：PPT

• Krugman, P. 1991: Increasing returns and economic geography, Journal of Political Economy, Vol.99, No.3, P483--499
  王翔、崔懿、王天民、马梓裕、张健一：PPT, Excel, Python code

• Krugman, P. 1980: Scale economies, product differentiation, and the pattern of trade, American Economic Review, Vol.70(5), P950-959
  Xi Dayou: PPT

• Krugman, P. and J. Venables 1995: Globalization and the Inequality of Nations, Quarterly Journal of Economics, Vol.110, No.4, P857-880
  Zhao Deming and Zheng Junyi: PPT

• Jones, C.I. 2016：The facts of economic growth, Chapter 1 in Handbook of Macroeconomics(Vol.2A), P3-69, Elsevier Publisher
  孙诗怡、王子月、王振鹏、唐雨帆：PPT

• Acemoglu, D. and P.R. Agrawal, 2018: Artificial Intelligence, Automation, and Work, in A.K., J. Gans, and A. Goldfarb(ed.), The Economics of Artificial Intelligence: An Agenda, Forthcoming from University of Chicago Press
  孙家林、张洪滨、徐睿、薛丰昀、薛文思：PPT

• Athey, S. 2018: The Impact of Machine Learning on Economics, in A.K., J. Gans, and A. Goldfarb(ed.), The Economics of Artificial Intelligence: An Agenda, Forthcoming from University of Chicago Press
  CHEN Chen, LI Jiayue, WANG Xuanyi, XU Hongyi and ZHENG Xing: PPT