查涛 :埃默里大学经济系教授

更新时间:2024-09-20 22:01

查涛,男,著名华人经济学家,世界计量经济学会(Econometric Society)院士。

查涛教授1982年毕业于成都理工大学数学系,1985年毕业于西南财经大学统计系,1992年毕业于美国明尼苏达大学,获经济学博士学位。现任清华大学经济管理学院杰出访问教授、上海交通大学上海高级金融学院特聘教授,美国联邦储备银行亚特兰大分行数量研究中心主任,埃默里大学经济系教授,美国国民经济研究局(NBER)研究员,经济学期刊全球排名第一的杂志Econometrica、AEJ: Macroeconomics 、Journal of Econometrics杂志副主编,以及Quantitative Economics 杂志主编。查涛教授在结构宏观经济模型、宏观实证计量分析和时间序列分析领域都有很高的造诣和声望,被全球经济学界誉为华人经济学家的杰出代表。

人物简介

查涛教授先后在国际顶级学术期刊Econometrica、American Economic Review、Journal of Political Economy、Journal of Monetary Economics、Review of Economic Studies发表了40多篇   高质量的学术论文,被著名的经济学学术机构Ideas/RePec排名中为全球华裔经济学家第5位。他在结构宏观经济模型、宏观实证计量分析和时间序列分析领域都有很高的造诣和声望,在2011年诺贝尔经济学奖委员会对诺贝尔奖获得者Sims教授的授奖词中3次列举了查涛以及他与Sims教授的合作成果,Sims教授也在授奖典礼的演讲词中2次提到与查涛的合作成果。

2017年,查涛教授当选世界计量经济学会院士。2017年新当选院士共有20名,查涛教授是其中唯一的华人经济学家。

教育经历

1982年成都理工大学(现成都理工大学)数学系获学士

1985年西南财经大学统计系获硕士学位

1988年华盛顿州立大学经济学硕士学位

1992年美国明尼苏达大学获经济学博士学位

工作经历

1985-1986 在中国中国人民银行任职

1987 国际货币基金组织亚洲司实习经济学家

1989-1990 明尼阿波利斯美国联邦储备银行研究部实证宏观经济学研究所 助理研究员

1990-1992 耶鲁大学经济系客座研究员

1992-1995 萨斯喀彻温大学经济学助理教授

1995-1999 亚特兰大联邦储备银行 研究部经济师

1999-2000 亚特兰大联邦储备银行 研究部高级经济师

2000-2002 亚特兰大联邦储备银行 研究部助理副总裁

2002-2006 亚特兰大联邦储备银行 研究部政策顾问

2006-2008 亚特兰大联邦储备银行 研究部高级政策顾问

2007-2008 埃默里大学经济系兼职教授

2008-2009 埃默里大学经济系 杰出访问教授(Visiting DIstinguished professor)

现任职务

亚特兰大联邦储备银行数量经济研究中心主任;美国国家经济研究局副研究员;埃默里大学经济系教授,美国《经济计量学(Journal of Econometrics)》副主编;《宏观经济学动态(Macroeconomic Dynamics)》副总编;《应用经济计量学(Journal of Applied Econometrics)》副主编;《Econometrica》杂志副主编;《American Economic Journal: Macroeconomics》副主编;《Quantitative Economics》主编。

学术研究

主要研究方向是货币经济学和经济计量学。从1996年至今在全球顶级经济学期刊《美国经济评论》(American Economic Review)、《政治经济学期刊》(Journal of Political Economy)、《经济研究评论》(Review of Economic Studies)、《经济计量学》(Econometrica)等期刊上发表40多篇论文。

4.1.学术论文

1.“The Nexus of Monetary Policy and Shadow Banking in China”, (Forthcoming atAmerican EconomicReview. For a working paper version, see alsoNBERWorking Paper23377, May 2017). With Kaiji Chen and Jue Ren.

2.“Striated Metropolis-Hastings sampler for high-dimensional models”,Journal of Econometrics, 2016, Elsevier, vol. 192(2), pages 406-420. With Waggoner, Daniel F., and Wu, Hongwei.

3.“What We Learn from China’s Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks’ Role in Entrusted Lending”,NBER Working Paper21890, January 2016. With Kaiji Chen and Jue Ren.

4.“Land Prices and Unemployment”,Journal of Monetary Economics, 2016, volume 80, pages 86-105. With Zheng Liu and Jianjun Miao.

5.“Perturbation Methods for Markov-Switching DSGE Models”,Quantitative Economics, 2016, volume 7, pages 637-669. With Andrew Foerster, Juan Rubio-Ramirez, and Daniel Waggoner.

6.“Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models”,Journal of Econometrics, 2016 (June), volume 192, issue 2, pages 406-420. With Daniel F. Waggoner and Hongwei 吴语

7.“Trends and Cycles in China’s Macroeconomy”,NBER Macroeconomics Annual, 2016, volume 30, pages 1-84. WIth Chun Chang, Kaiji Chen, and Daniel F. WaggONER

8.“Land-Price 动力学 and Macroeconomic Fluctuations”,Econometrica, 2013(May), volume 81, issue 3, pages 1147-1184. With Zheng Liu and pengfei Wang.

9.“Forecasting Chinas Economic Growth and Inflation”,China Economic Review, 2016, volume 41, pages 46-61. With Patrick Higgins andWennaZhong.

10.“Confronting Model Misspecification in Macroeconomics”,Journal of Econometrics, 2012 (December), volume 171, issue 2, pages 167-184. With Daniel F. Waggoner.

11.“Minimal State Variable Solutions to Markov-Switching Rational Expectations Models”,Journal of Economic 动力学 and Control, 2011, volume 35, number12, pages 2150-2166. With Roger E.A. Farmer and Daniel F. Waggoner.

12.“Sources of Macroeconomic Fluctuations: A Regime-Switching DSGE Approach”,Quantitative Economics, 2011, volume 2, pages 251-301. With Zheng Liu and Daniel F. Waggoner.

13.“Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference”,Review of Economic Studies, 2010, volume 77, pages 665-696. with Juan Rubio-Ramirez and Daniel F. Waggoner.

14.“Generalizing the Taylor Principle: Comment”,American Economic Review, 2010 (March), volume 100, issue 1, pages 608-617. With Roger E.A. Farmer and Daniel F. Waggoner.

15.“Understanding Markov-Switching Rational Expectations Models”,Journal of Economic Theory, 2009 (November), volume 144, issue 6, pages 1849-1867. With Roger E.A. Farmer and Daniel F. Waggoner.

16.“The Conquest of South American Inflation”,Journal of Political Economy, 2009 (April), volume 117, number 2, pages 211-256. With Thomas J. Sargent and Noah Williams.

17.“Asymmetric Expectation Effects of Regime Switches in Monetary Policy”,Review of Economic 动力学, 2009 (April), volume 12, number 2, pages 284-303. With Zheng Liu and Daniel F. Waggoner.

18.“Learning, Adaptive Expectations, and Technology Shocks”,Economic Journal, 2009 (March), volume 119, issue 536, pages 377-405. With Kevin X.D. Huang and Zheng Liu.

19.“Indeterminacy in a 前锋 Looking Regime Switching Model”,International Journal of Economic Theory, 2009 (March), volume 5, pages 69-84. With Roger E.A. Farmer and Daniel F. Waggoner.

20.“Methods for Inference in Large Multiple-Equation Markov-Switching Models”,Journal of Econometrics, 2008, volume 146, issue 2, pages 255-274. With Christopher A. Sims and Daniel F. Waggoner.

21.“Normalization in Econometrics”,Econometric Reviews, 2007, volume 26, numbers 2-4, pages 221-252. Special issue on“Bayesian Dynamic Econometrics.” With James D. Hamilton and Daniel F. Waggoner.

22.“Shocks and Government Beliefs: The Rise and Fall of American Inflation”,American Economic Review, 2006 (September), volume 96, number 4, pages 1193-1224. With Thomas J. Sargent and Noah Williams.

23.“Does Monetary Policy Generate Recessions?”,Macroeconomic 动力学, 2006(April), volume 10, number 2, pages 231-272. With Christopher A. Sims.

24.“Were There Regime Switches in US Monetary Policy?”,American Economic Review, 2006 (March), volume 96, number 1, pages 54-81. With Christopher A. Sims.

25.“Modest Policy Interventions”,Journal of Monetary Economics, 2003 (November), volume 50, issue 8, pages 1673-1700. With Eric M. Leeper.

26.“A Gibbs Sampler for Structural Vector Autoregressions”,Journal of Economic 动力学 and Control, 2003 (November), volume 28, issues 2, pages 349-366. With Daniel F. Waggoner.

27.“Likelihood Preserving Normalization in Multiple Equation Models”,Journal of Econometrics, 2003 (June), volume 114, issue 2, pages 329-347. With Daniel F. Waggoner.

28.“Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach”,Business Economics, 2002 (July), volume 37, issue 3, pages 11-21. With Robert A. Eisenbeis and Daniel F. Waggoner.

29.“Quantifying the Uncertainty about the Half-Life of Deviations from PPP”,Journal of Applied Econometrics, 2002 (March-April), volume 17, issue 2, pages 107-125. With Lutz Kilian.

30.“Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogeneous Agent Model with Incomplete Markets”,Annals of Economics and Finance, 2001 (November), volume 2, issue 2, pages 379-400.

31. “Assessing Simple Policy Rules: A View from a Complete Macroeconomic Model”,Federal Reserve Bank of St. Louis review(the symposium on monetary policy rules sponsored by Federal Reserve Bank of St. Louis and Stanford University), 2001 (July-August), volume 83, issue 4, pages 83-110. With Eric M.Leeper.

32.“Conditional Forecasts in Dynamic Multivariate Models”,Review of Economics and 统计学, 1999 (November), volume 81, issue 4, pages 639-651. With Daniel F. Waggoner.

33.“Error Bands for Impulse Responses”,Econometrica, 1999 (September), volume 67, issue 5, pages 1113-1155. With Christopher A. Sims.

34.“Block Recursion and Structural Vector Autoregressions”,Journal of Econometrics, 1999 (June), volume 90, issue 2, page 291-316.

35.“Trends in Velocity and Policy Expectations”,Carnegie-Rochester Conference Series on Public Policy, 1998 (December), volume 49, pages 265-304. With David B. Gordon and Eric M. Leeper.

36.“Bayesian Methods for Dynamic Multivariate Models”,International Economic Review, 1998 (November), volume 39, issue 4, pages 949-968. With Christopher A. Sims.

37.   “Identifying Monetary Policy in a Small Open Economy under Flexible Exchange Rates”,Journal of Monetary Economics, 1997 (August), volume 39, issue 3, pages 433-448. with David O. Cushman.

38.   “What Does Monetary Policy Do?”,Brookings Papers on Economic Activity, 1996, issue 2, pages 1-78. With Eric M. Leeper and Christopher A. Sims.

39.   “Monetary policy and racial unemployment rates”,Economic Review, Federal Reserve Bank of Atlanta,2000, issue Q4, pages 1-16.With Madeline Zavodny.

40.   “Evaluating the effects of monetary policy with economic models”,Economic Review, Federal Reserve Bank of Atlanta,1999, issue Q4, pages 4-15.

41.   “A dynamic multivariate model for use in formulating policy”,Economic Review, Federal Reserve Bank of Atlanta, 1998, issue Q1, pages 16-29.

42.   “Identifying monetary policy: a primer”,Economic Review, Federal Reserve Bank of Atlanta,1997, issue Q2, pages 26-43.

参考资料

免责声明
隐私政策
用户协议
目录 22
0{{catalogNumber[index]}}. {{item.title}}
{{item.title}}
友情链接: