金融研究生必讀書目和經(jīng)典文獻-貨幣經(jīng)濟學(xué)

參加考試最少不了的就是書籍，看透一本正確的書籍比多套真題都有用。小編整理金融研究生必讀的參考書目及經(jīng)典文獻，供大家選擇、了解、閱讀。

1、 劍橋方程式 馬歇爾、庇古 Pigou,A.C. , “The value of money” Quarterly Journal of Economics 32,Nov.38-56,1917
2、 模仿傳染模型 Lux. T Lux.T, “Herd behavior, bubbles and crashes”, The Economic Journal, Vol. 105, pp 881-896, 1995
3、 托賓q效應(yīng) 托賓 Tobin, “A general equilibrium approach to monetary theory”, Journal of Money, Credit and Banking, pp15-29, Feb. 1969
4、 消費的財富效應(yīng) 莫迪利亞尼 Franco Modigliani, “Monetary Policy and Consumption”, in Consumer Spending and Money Policy: The Linkages (Federal Reserve Bank of Boston. 1971), pp9-84
5、 流動性偏好 凱恩斯 Kenyes,J.M.,1936,“The general theory of employment, interest rate and money” in the collected writings of John Maynard Keeynes,Vol.6 London :Macmillan,1971
6、 真實經(jīng)濟周期模型 基德蘭德、普雷斯科特 Kydland,F.E.and Prescott,E.C.. “Time to build and aggregate fluctuations”, Econometrica 50(6),November:1345-70, 1982
7、 泰勒規(guī)則 泰勒 Taylor J., “Discretion versus policy rules in practice”, Carnegie-Rochester Conference Series on Public Policy, Vol.39, 1993
8、 動態(tài)非一致性博弈模型 Kydland,F,E and Prescott,E.C. Kydland,F,E and Prescott,E.C. ,“Rules rather than discretion: the inconsistency of optimal plans”, Journal of Political Economy, Vol.85, PP473, June 1977
9、 MCI Freedman, C Freedman, C ,“The use of indicators and the monetary conditions index in Canada” in Balino, T.J.T and Cottarelli,C eds. “Frameworks of monetary stability-policy issues and country experiments”, IMF, PP470, 1994
10、 跨期生活費用指數(shù) Alchian和Klein Alchian, Klein “On a correct measure inflation”, Journal of Money, Credit and Banking, Feb. 1973
11、 動態(tài)均衡物價指數(shù) Shibuya Shibuya ,“Dynamic equilibrium price index: asset price and inflation”, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, 10(1), 1992
12、 有彈性的通貨膨脹目標(biāo) Ben Bernanke and Mark Gertler Ben Bernanke and Mark Gertler,“Monetary policy and asset price volatility”, in “New Challenge for Monetary Policy”, Jackson Hole, August 26-28,1999
13、 金融體系內(nèi)在脆弱性假說 米什金 Minsky,H.“the financial instability hypothesis： a restatement ”帕77
14、 生命周期假說 (Life cycle hypothesis) 莫迪利亞尼、布倫伯格 Modigliani,F and brumberg, F ,1954, “ Utility analysis and the consumption function :an interpretation of cross-section data.in post-keynesian economics”, ed.K.K. Kurihara, New Brunswick: Rutgers university pressModigliani,F and brumberg, F 1954. “Utility analysis and aggregate consumption functions :an attempt at integration” in the collected papers of franco modigliani ,vol.2,the life cycle hypothesis of saving,ed.A.Abel, Cambridge, Mass: MIT Press,1980:79-127
15、 流動性偏好 (Liquidity preference) 凱恩斯 Keynes，J.M. , 1937 ,“Alternative theories of the rate of interest”, Economic Journal 47, June : 241-52, in the general theory and after ;part 2 defence and development, collected writing of J.M. Keynes Vol.XIV, ed.D.E. Moggride, London: MacmllanKeynes，J.M. 1936, “The general theory of employment, interest and money”,.In collected writing of J.M. Keynes Vol.XII, ed. D.E. Moggride, London: Macmllan
16、 通貨膨脹缺口 (Inflation Gap) 凱恩斯 Keynes, J.M 1940,”How to pay for the war”, Lodon” Macmillan. Reprinted in essays in persuadsion: The collected Writing of Jonh Mayynard Keynes Vol.IX, London Macmillan,1972
17、 IS-LM模型 ?？怂?，漢森 J.R.Hicks,1937,《凱恩斯先生與古典經(jīng)濟學(xué)：一個嘗試性解釋》，計量經(jīng)濟學(xué)年會
18、 銀行的衍生存款理論(derivative deposit theory of banking) 詹姆斯.彭寧頓 “Observations on the private banking establishments of the metropolis: first memorandum to huskisson”, In Economic writings of James pennington, ed. R.S. sayers, London The London School of Economics and political Science, 1963
19、 金融加速因子 伯南克，哥特勒等 Ben Bernanke, Mark Gertler and Simon Gilchrist, “The financial accelerator in a quantitative business cycle framework”, NBER Working Paper 6455
20、 費雪效應(yīng) 費雪 Fisher, I. 1930 “The theory of Interest” New York: Macmillan Company
21、 乘數(shù)理論 漢森 Hansen,A.H.1941 “business cycles and national income” New York: Norton
22、 “穩(wěn)定黃金”法則
23 最優(yōu)貨幣量學(xué)說 米爾頓.弗里德曼 Friedman,M.,1969, “The optimal quantity of money” in The optimum quantity of money and other essays, Chicag Aldine
24、 恒久性收入 弗里德曼 Friedman,M. 1957, “A theory of consumption function”, Princeton university Press
25、 鮑莫爾-托賓的存貨理論 鮑莫爾、托賓 Baumol, W.J. 1952 “The transactions demand for cash: an inventory theoretic approach” , Quarterly Journal of Economics 66,Nov. 545-56Tobin, J. 1956 “The interest –elasticity of transactions demand for cash”, Review of economics and statistics 29, May :124-31
26、 理性預(yù)期模型 漢森、薩金特 Hansen, L. and Sargent ,T. 1981 “Linear rational expectations models for dynamically interrelated variables. In Rational Expectations and Econometric practice, ed. R.Lucas, Jr. and T. Sargent, Minneapolis: University of Minnesota Press
27、 通貨膨脹稅
28、 金融結(jié)構(gòu) 雷蒙德.W.戈德史密斯 《發(fā)達(dá)國家的金融結(jié)構(gòu)與經(jīng)濟增長－關(guān)于金融形態(tài)的比較試驗》,1955
29、 金融抑制金融深化 羅納德·I·麥金農(nóng)和愛德華·S·肖 《經(jīng)濟發(fā)展中的貨幣和資本》與《經(jīng)濟發(fā)展中的金融深化》The American Economic Review，1970s
30、 利率的期限結(jié)構(gòu)模型 薩金特 Sargent, T. 1979, “A note on maximum likelihood estimation of the rational expectations model of the term structure”, Journal of Monetary Economics 5:133-43
31、 永久收入假設(shè) 克里斯蒂諾、艾肯鮑姆、馬歇爾 Christensen,L., Eichenbaum ,M. and Marshall, D. 1911. “The permanent income hypothesis revisited”, Econometrica 59;397-424
32、 貨幣中性 (Neutrality of money) 哈耶克 Hayek,F.A. von. 1931 “Prices and production”, London: George Routledge
33、 貨幣交易方程式 費雪 Fisher,I.1911, “The purchasing power of money” ,2nd revised edn.1926; reprinted New York:Kelley,1963
34、 可貸資金理論
35、 流動性升水理論
36、 貨幣的替代效應(yīng)
37、 哈恩難題