Business For Intermediate Students - Finance and Bernanke Macroeconomics

Macroeconomics, 8th Edition

He received his A. Croushore began his career at Pennsylvania State University in After teaching for five years, he moved to the Federal Reserve Bank of Philadelphia, where he was vice president and economist. Croushore returned to academia at the University of Richmond in The focus of his research in recent years has been on forecasting and how data revisions affect monetary policy, forecasting, and macroeconomic research.

He is associate editor of several journals and visiting scholar at the Federal Reserve Bank of Philadelphia. Would you like to tell us about a lower price? If you are a seller for this product, would you like to suggest updates through seller support? Read more Read less. Customers who bought this item also bought. Page 1 of 1 Start over Page 1 of 1.

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Abel, Bernanke & Croushore, Macroeconomics | Pearson

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We relate OLG models back to the Solow model but can use them to address a number of other issues, including integenerational inefficiencies. Because it is based on optimization rather than a constant saving rate as in the Solow model, the OLG model provides a nice bridge to the rest of the text.



In our baseline treatment, we implicitly assume GHH preferences so that there is no intertemporal dimension to labor supply and the Y s curve is vertical. This simplifies the analysis and allows us to get to more interesting questions quicker. But the version with the upward-sloping Y s curve is nevertheless interesting and is close to what Williamson calls the real intertemporal model.

This is now covered in Appendix C. This includes five chapters: Talks about asymmetric information and the role of financial intermediation, assets, liabilities, credit risk, liquidity risk, and summarizes developments in the banking sector in the last decades, including the rise of the so-called "shadow banking" sector. This is fairly boilerplate but talks about the relationship between the monetary base, the money supply, and the money multiplier in depth.

This chapter considers a simple version of a Diamond-Dybvig model to talk about the beneficial aspect of liquidity transformation and the susceptibility of financial intermediaries to runs. Chapters 33 and 34 stock pricing use a Lucas tree framework in which assets are in fixed supply and endowments are exogenous to explore asset pricing and related issues. Chapter 33 focuses on bond pricing, including the risk and term structure of interest rates. Topics like yield curves, the expectations hypothesis, and the liquidity premium are discussed. We also use the model to compare and contrast conventional vs.