By Π’Π΅ΠΉΠ»ΠΎΡ ΠΠΆ.Π., Π£Π»ΠΈΠ³ Π₯Π°ΡΠ°Π»ΡΠ΄
Π’Π΅ΠΉΠ»ΠΎΡ ΠΠΆ.Π., Π£Π»ΠΈΠ³ Π₯Π°ΡΠ°Π»ΡΠ΄, 2020, ΡΠ΅ΡΠΈΡ Β«ΠΠΊΠ°Π΄Π΅ΠΌΠΈΡΠ΅ΡΠΊΠΈΠΉ ΡΡΠ΅Π±Π½ΠΈΠΊΒ»
ΠΠ½ΠΈΠ³Π° ΠΏΠΎΡΠ²ΡΡΠ΅Π½Π° Π°Π½Π°Π»ΠΈΠ·Ρ Π²Π·Π°ΠΈΠΌΠΎΡΠ²ΡΠ·Π΅ΠΉ ΠΌΠ΅ΠΆΠ΄Ρ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΠΌ ΠΈ ΡΠ΅Π°Π»ΡΠ½ΡΠΌ ΡΠ΅ΠΊΡΠΎΡΠ°ΠΌΠΈ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΠΊΠΈ. Π Π°ΡΡΠΌΠ°ΡΡΠΈΠ²Π°ΡΡΡΡ ΠΏΠΎΡΠ»Π΅Π΄ΡΡΠ²ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ ΠΊΡΠΈΠ·ΠΈΡΠΎΠ², ΠΊΡΠ΅Π΄ΠΈΡΠ½ΡΠΉ ΡΡΠ½ΠΎΠΊ, ΡΠΊΡΠΏΠ°Π½ΡΠΈΠΈ ΠΈ ΡΠ΅ΡΠ΅ΡΡΠΈΠΈ. ΠΡΠΎΠ±ΠΎΠ΅ Π²Π½ΠΈΠΌΠ°Π½ΠΈΠ΅ ΡΠ΄Π΅Π»ΡΠ΅ΡΡΡ ΡΠΎΠ»ΠΈ ΡΡΠ½ΠΊΠ° ΠΆΠΈΠ»ΠΎΠΉ Π½Π΅Π΄Π²ΠΈΠΆΠΈΠΌΠΎΡΡΠΈ ΠΈ ΠΌΠΎΠ΄Π΅Π»ΡΠΌ ΠΊΡΠΈΠ·ΠΈΡΠΎΠ² ΡΡΠ²Π΅ΡΠ΅Π½Π½ΠΎΠ³ΠΎ Π΄ΠΎΠ»Π³Π°.
Π ΠΊΠ½ΠΈΠ³Π΅ ΠΏΡΠ΅Π΄ΡΡΠ°Π²Π»Π΅Π½Ρ ΡΠΏΠΎΡΠΎΠ±Ρ ΠΎΠ±ΡΠ΅Π΄ΠΈΠ½Π΅Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΠΎΠ³ΠΎ ΠΈ ΡΠ΅Π°Π»ΡΠ½ΠΎΠ³ΠΎ ΡΠ΅ΠΊΡΠΎΡΠΎΠ², Π²ΠΊΠ»ΡΡΠ°Ρ ΠΌΠ΅ΡΠΎΠ΄Ρ ΠΎΠΏΡΠΈΠΌΠΈΠ·Π°ΡΠΈΠΈ Π² Π½Π΅ΠΏΡΠ΅ΡΡΠ²Π½ΠΎΠΌ Π²ΡΠ΅ΠΌΠ΅Π½ΠΈ ΠΈ ΠΌΠΎΠ΄Π΅Π»ΠΈ Π²ΡΠ΅ΠΌΠ΅Π½Π½ΠΎΠΉ ΡΡΡΡΠΊΡΡΡΡ ΠΏΡΠΎΡΠ΅Π½ΡΠ½ΡΡ ΡΡΠ°Π²ΠΎΠΊ Π² ΡΡΠ»ΠΎΠ²ΠΈΡΡ Π½Π΅ΠΎΠΏΡΠ΅Π΄Π΅Π»Π΅Π½Π½ΠΎΡΡΠΈ.
Taylor, J.B., Uhlig, H., 2020, Academic Textbook Series
This book analyzes the interconnections between the financial and real sectors of the economy. It examines the consequences of financial crises, the credit market, expansions, and recessions. Special attention is given to the role of the housing market and models of sovereign debt crises.
The book presents methods for integrating the financial and real sectors, including continuous-time optimization techniques and term structure models of interest rates under uncertainty.