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金融工程研究中心学术报告:COVID-19 Puzzles: a Resolution

报 告 人:Jerome Detemple, Boston University

   间:2022.05.13(周五晚上) 20:30-21:45 (Beijing time)

Zoom ID:  Meeting ID: 920 3418 2563    Passcode: 027931

报告摘要: This paper examines the economic impact of COVID-19 in an equilibrium framework. Our model combines two ingredients: (i) beliefs-dependent preferences for economic dynamics and (ii) stochastic SEIRD model with unpredictable birth and vaccine discovery events for disease propagation. We estimate the model based on economic time series and COVID-19 data. We show it explains the behaviors and levels of the S&P 500, the index volatility, and the number of new cases during the recent outbreak, while providing a good match for 25 unconditional moments of economic time series. Beliefs-dependency emerges as a critical ingredient for this comprehensive explanation of short-term dynamics during the COVID-19 outbreak and of long run statistical properties.

报告人简介

https://www.bu.edu/questrom/profile/jerome-detemple/

 


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