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57 Curso de Extensin Universitaria 2010 materiales de consulta

CURSO: PANEL DATA. PROFESOR: MENDOZA, JUAN. Libros: HB/139/W66i Econometric analysis of cross section and panel data. Wooldridge, Jeffrey M. 2002. Contenido: Chapter 1. Introduction Chapter 2. Conditional expectations and related concepts in econometrics Chapter 5. Instrumental variables estimation of single-equation linear models Chapter 7. Estimating systems of equations by OLS and GLS Chapter 8. System estimation by instrumental variables Chapter 10. Basic linear unobserved effects panel data models Chapter 11. More topics in linear unobserved effects models Chapter 12. M-estimation Chapter 13. Maximum likelihood methods Chapter 14. Generalized method of moments and minimum distance estimation. HB/139/B3/2008 (4th ed.) Econometric analysis of panel data. Baltagi, Badi H. 3rd ed. 2005. Contenido: Chapter 1. Introduction Chapter 2. The one-way error component regression model Chapter 4. Test of hypotheses with panel data Chapter 5. Heteroskedasticity and serial correlation in the error component model Chapter 7. Simultaneous equations with error components Chapter 8. Dynamic panel data models Chapter 9. Unbalanced panel data models Chapter 10. Special topics Chapter 12. Nonstationary panels. Modelos de datos de panel y variables dependientes limitadas: un enfoque emprico. Beltrn, Arlette; Castro, Juan F. 2010?. Contenido: Captulo 1. Introduccin Captulo 2. Modelos de datos de panel: el modelo esttico lineal.

57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: MICROECONOMA APLICADA. PROFESOR: CALVO, CSAR. Libros: HB/172/J4i Advanced microeconomic theory. Jehle, Geoffrey A.; Reny, Philip J. 2nd ed. 2001. Contenido: Chapter 5. General equilibrium Chapter 6. Social choice and welfare. Chapter 7. Game theory. HB/172/B3i Development microeconomics. Bardhan, Pranab; Udry, Christopher. 1999. Contenido: Chapter 1. Introduction Chapter 4. Fragmented markets: labour Chapter 7. Fragmented credit markets Chapter 16. Intersectoral complementarities and coordination failures. HT/388/F8i Economics of agglomeration : cities, industrial location, and regional growth. Fujita, Masahisa; Thisse, Jaques-Francois. 2002. Contenido: Chapter 3. The Thnen model and land rent formation Chapter 4. Increasing returns and transport costs: the fundamental trade-off of a spatial economy Chapter 8. Industrial agglomeration under marshallian externalities Chapter 9. Industrial agglomeration under monopolistic competition. HB/172/M38i Microeconomic theory. Mas-Colell, Andreu; Whinston, Michael D; Green, Jerry R. 1995. Contenido: Chapter 7. Basic elements of noncooperative games Chapter 8. Simultaneous-move games Chapter 9. Dynamic games Chapter 12. Market power Chapter 17. The positive theory of equilibrium Chapter 21. Social choice theory Chapter 22. Elements of welfare economics and axiomatic bargaining.

57 Curso de Extensin Universitaria 2010 materiales de consulta


HD/75/R4i Readings in the theory of economic development. Mookherjee, Dilip, ed.; Ray, Debraj, ed. 2001. Contenido: Chapter 1. Industrialization and the big push Chapter 3. History and coordination failure Chapter 8. Access to capital and agrarian production organisation Chapter 10. A theory of two-tier labor markets in agrarian economies. HD/2326/T5 The theory of industrial organization. Tirole, Jean. 1988. Contenido: Chapter 6. Dynamic price competition and tacit collusion Chapter 7. Product differentiation: price competition and non-price competition Chapter 8. Entry, accommodation, and exit.

57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: MICROECONOMIA AVANZADA (MICROECONOMA). PROFESOR: GALLARDO K., JOS. Libros: HB/615/H5 Analytics of uncertainty and information. Hirshleifer, Jack; Riley, John G. 1992. Contenido: Chapter 1. Elements of decision under uncertainty Chapter 2. Risk-bearing: the optimum of the individual Chapter 3. Comparative statics of the riskbearing optimum. HF/5415.32/D4 Economics and consumer behavior. Deaton, Angus; Muellbauer, John. 1980. Contenido: Chapter 2. Preferences and demand Chapter 3. The theory at work. HD/3887.5/H3 Firms contracts and financial structure. Hart, Oliver. 1995. Contenido: Chapter 1. Established theories of the firm. HB/144/G5I Game theory for applied economists. Gibbons, Robert. 1992. Contenido: Chapter 1. Static games of complete information Chapter 2. Dynamic games of complete information. HB/172/V3i Microeconomic analysis. Varian, Hal R. 3rd ed. 1992. Contenido: Chapter 1. Technology Chapter 2. Profit maximization Chapter 3. Profit function Chapter 4. Cost minimization Chapter 5. Cost function. Chapter 6. Duality Chapter 11. Uncertainty. HB/172/M38i Microeconomic theory. Mas-Colell, Andreu; Whinston, Michael D; Green, Jerry R. 1995. Contenido: Chapter 1. Preference and choice Chapter 2. Consumer choice Chapter 3. Classical demand theory Chapter 4. Aggregate demand Chapter 5. Production Chapter 6. Choice under uncertainty.

57 Curso de Extensin Universitaria 2010 materiales de consulta


HB/172.5/N3/1992 NBER macroeconomics annual 1992. Blanchard, Oliver Jean, ed; Fischer, Stanley, ed. 1992. Contenido: A tale of two cities: factor accumulation and technical change in Hong Kong and Singapore. HD/2326/N43 New developments in the analysis of market structure. Stiglitz, Joseph E., ed.; Mathewson, G. Frank, ed. 1a ed., reimpr. 1986. Contenido: Chapter 12. On the theory of perfectly-contestable markets. HD/3616/A7 Regulatory reform : economic analysis and british experience. Armstrong, Mark; Cowan, Simon; Vickers, John. 1994. Contenido: Chapter 2. Monopoly regulation : static analysis Chapter 3. Monopoly regulation: multiproduct and dynamic issues. HD/2326/S9i Sunk costs and market structure : price competition, adversiting, and the evolution of concentration. Sutton, John. 1991. Contenido: Chapter 3. The analytical framework II: endogenous sunk costs. HB/171/L3i The theory of incentives : the principal-agent model. Laffont, Jean-Jacques; Martimort, David. 2002. Contenido: Chapter 1. Incentives in economic thought Chapter 2. The rent extractionefficiency trade-off. HD/2326/T5 The theory of industrial organization. Tirole, Jean. 1988. Contenido: Chapter 1. Monopoly Chapter 4. Vertical control Chapter 5. Short-run price competition Chapter 6. Dynamic price competition and tacit collusion Chapter 7. Product differentiation: price competition and non-price competition.

57 Curso de Extensin Universitaria 2010 materiales de consulta


Revistas: Consumers surplus, price instability, and consumer welfare. Turnovsky, Stephen J.; Shalit, Haim; Schmitz, Andrew. En: Economtrica, vol. 48, n 1, p. 135-152, 1980.

57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: TPICOS DE SERIES DE TIEMPO. PROFESOR: HUMALA, ALBERTO. Libros: PDF Early warning systems for currency crises: a regime-switching approach. Abiad, Abdul. 2003. http://www.imf.org/external/pubs/ft/wp/2003/wp0332.pdf PDF Expectativas de depreciacin y diferencial de tasas de inters: hay regmenes cambiantes? : el caso de Per. Humala, Alberto. 2006. http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2006/DocumentoTrabajo-02-2006.pdf PDF Markov-switching GARCH models of currency crises in Southeast Asia. Brunetti, Celso; Mariano, Roberto S.; Scotti, Chiara; Tan, Augustine H. H. 2003. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=392460 Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis. Krolzig, Hans M. 1997. Contenido: Chapter 7. Model selection and model checking. PDF Monetary policy, regime shifts, and inflation uncertainty in Peru (1949-2006). Castillo, Paul; Humala, Alberto; Tuesta, Vicente. 2007. http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2007/WorkingPaper-05-2007.pdf HG/106/F7I Nonlinear time series models in empirical finance. Franses, Philip Hans; Dijk, Dick van. 2006. Contenido: Chapter 3. Regime-switching models for returns Chapter 4. Regimeswitching models for volatility.

57 Curso de Extensin Universitaria 2010 materiales de consulta


Regime-switching models. Krolzig, Hans-Martin. 2002.

HB/135/K5i State-space models with regime switching : classical and Gibbs-sampling approaches with applications. Kim, Chang-Jin; Nelson, Charles R. 1999. Contenido: Chapter 4. Markov-switching models. QA/280/H3 Time series analysis. Hamilton, James D. 1994. Contenido: Chapter 22. Modeling time series with changes in regime. Revistas: On the dynamics of lending and deposit interest rates in emerging markets: a nonlinear approach. Juvenal, Luciana; Taylor, Mark P. En: Economa, n 17, noviembre 2001. http://www.urosario.edu.co/FASE1/economia/documentos/pdf/bi17.pdf Threshold adjustment of deviations from the law of one price. Juvenal, Luciana; Taylor, Mark P. En: Studies in nonlinear dynamics & econometrics, vol. 12, n 3, 2008. http://www.bepress.com/cgi/viewcontent.cgi?article=1520&context=snde

57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: TEORA MONETARIA. PROFESOR: QUISPE, ZENN. Libros: HG/230.3/W6i Interest and prices : foundations of a theory of monetary policy. Woodford, Michael. 2003. Contenido: Chapter 4. A neo-wicksellian framework for the analysis of monetary policy Chapter 5. Dynamics of the response to monetary policy Chapter 6. Inflation stabilization and welfare Chapter 7. Gains from commitment to a policy rule Chapter 8. Optimal monetary policy rules. HG/230.3/G3 Monetary policy, inflation, and the business cycle : an introduction to the new Keynesian framework. Gal, Jordi. 2008. Contenido: Chapter 2. A classical monetary model Chapter 3. The basic new keynesian model Chapter 4. Monetary policy design in the basic new keynesian model Chapter 5. Monetary policy tradeoffs: discretion versus commitment. PDF An optimizing IS-LM specification for monetary policy and business cycle analysis. McCallum, Bennett, T.; Nelson, Edward. 1997. http://www.nber.org/papers/w5875.pdf

Revistas: The science of monetary policy: a new keynesian perspective. Clarida, Richard; Gal, Jordi; Gertler, Mark. En: Journal of economic literature, vol. 37, 1661-1707, december 1999.

57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: MTODOS CUANTITATIVOS. PROFESOR: GARCA-COBIN JUREGUI, RAMN. Libros: HF/1359/O6i Foundations of international macroeconomics. Obstfeld, Maurice; Rogoff, Kenneth S. 1996. Contenido: Chapter 4. The real exchange rate and the terms of trade. PDF Manual de soluciones del libro Mtodos dinmicos en economa versin 0.4. Lomel Ortega, Hctor; Rumbos Pellicer, Beatriz; Zogaib, Achcar, Lorena. 2004. http://matematicas.itam.mx/docs/resp.pdf HB/135/L6 Mtodos dinmicos en economa : otra bsqueda del tiempo perdido. Lomel, Hctor; Rumbos, Beatriz. 2003. Contenido: Captulo 4. Sistemas de ecuaciones diferenciales lineales Captulo 5. Anlisis cualitativo Captulo 6. Conceptos bsicos de dinmica discreta Captulo 7. Sistemas de ecuaciones en diferencias lineales. QA/402.5/C4 Optimizacin dinmica. Cerd Tena, Emilio. 2001. Contenido: Captulo 2. El problema bsico Captulo 3. Varias funciones Captulo 4. El principio del mximo Captulo 5. Extensiones Captulo 6. Programacin dinmica Captulo 7. Otros mtodos en tiempo discreto.

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57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: ECONOMETRA. PROFESOR: RODRGUEZ, GABRIEL. Libros: HB/139/E53I/2004 Applied econometric time series. Enders, Walter. 2nd ed. 2004. Contenido: Chapter 2. Stationary time-series models. Econometric analysis. Greene, William H. 5th ed. 2002. Contenido: Chapter 2. The classical multiple linear regression model Chapter 3. Least squares Chapter 4. Finite-sample properties of the least squares estimator Chapter 5. Large-sample properties of the least squares and instrumental variables estimators Chapter 6. Inference and prediction Appendix A. Matrix algebra Appendix B. Probability and distribution theory Appendix C. Estimation and inference Appendix D. Large sample distribuition theory.

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57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: MACROECONOMA DINMICA. PROFESOR: VEGA, MARCO. Libros: PDF Emerging market business cycles: the cycle is the trend. Aguiar, Mark; Gopinath, Gita. 2004. http://www.nber.org/papers/w10734.pdf PDF Financial intermediation and credit policy in business cycle analysis. Gertler, Mark; Kiyotaki, Nobuhiro. 2009. http://www.federalreserve.gov/Events/conferences/kdme2009/pdfs/gertler%20kiyotaki106.pdf PDF Hechos estilizados de la economa peruana. Castillo, Paul; Montoro, Carlos; Tuesta, Vicente. 2006. http://www.bcrp.gob.pe/docs/Publicaciones/Documentos-de-Trabajo/2006/DocumentoTrabajo-05-2006.pdf HG/230.3/W6i Interest and prices : foundations of a theory of monetary policy. Woodford, Michael. 2003. Contenido: Chapter 2. Price-level determination under interest-rate rules Chapter 3. Optimizing models with nominal rigidities. PDF Liquidity, business cycles, and monetary policy. Kiyotaki, Nobuhiro; Moore, John. 2008. http://www.princeton.edu/~kiyotaki/papers/ChiKM6-1.pdf

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57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: MACROECONOMA ABIERTA (MACROECONOMA DE ECONOMAS ABIERTAS). PROFESOR: SOTO, CLAUDIO. Libros: HF/1359/O6i Foundations of international macroeconomics. Obstfeld, Maurice; Rogoff, Kenneth S. 1996. Contenido: Chapter 1. Intertemporal trade and the current account balance Chapter 2. Dynamics of small open economies Chapter 3. The life cycle, tax policy, and the current account Chapter 4. The real exchange rate and the terms of trade Chapter 8. Money and exchange rates under flexible prices Chapter 9. Nominal price rigidities: empirical facts and basic open-economy models Chapter 10. Sticky-price models of output, the exchange rate, and the current account.

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57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: FINANZAS INTERNACIONALES (INTERNATIONAL FINANCE). PROFESOR: MALONE, SAMUEL W. Libros: HB/172.5/G73 Macrofinancial risk analysis. Gray, Dale F.; Malone, Samuel W. 2008. Contenido: Chapter 4. Stochastic processes, asset pricing, and option pricing Chapter 5. Balance sheets, implicit options, and contingent claims analysis Chapter 7. The macrofinance modeling framework: interlinked sector balance sheets Chapter 8. The macrofinance modeling framework: a closer look at the sovereign CCA balance sheet Chapter 10. Macrofinance modeling framework: financial sector risk and stability analysis Chapter 20. Macro risk management: ways to mitigate, control, and transfer risk in the economy. HG/3881/S4i International finance : theory into practice. Sercu, Piet. 2009. Contenido: Chapter 3. Spot markets for foreign currency Chapter 4. Understanding forward exchange rates for currency Chapter 5. Using forwards for international financial management Chapter 6. The market for currency futures Chapter 8. Currency options (1): concepts and uses Chapter 10. Do we know what makes forex markets tick? Chapter 11. Do forex markets themselves see what is coming? Chapter 12. (When) should a firm hedge its exchange risk? Chapter 19. Setting the cost of international capital.

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57 Curso de Extensin Universitaria 2010 materiales de consulta


CURSO: TPICOS DE MACROECONOMA (POLTICA MONETARIA Y FRICCIONES FINANCIERAS). PROFESOR: CHANG, ROBERTO. Libros: PDF Financial factors in economic fluctuations (preliminary). Christiano, Lawrence; Motto, Roberto; Rostagno, Massimo. 2009. http://faculty.wcas.northwestern.edu/~lchrist/research/ECB/Christiano-MottoRostagno.pdf PDF Financial fragility and the exchange rate regime. Chang, Roberto; Velasco, Andrs. 1998. http://www.nber.org/papers/w6469.pdf HB/172.5/T3 Handbook of macroeconomics. Taylor, John B., ed; Woodford, Michael, ed. 1999. Contenido: Chapter 21. The financial accelerator in a quantitative business cycle framework. PDF Liquidity, business cycles, and monetary policy. Kiyotaki, Nobuhiro; Moore, John. 2008. http://www.princeton.edu/~kiyotaki/papers/ChiKM6-1.pdf HG/1601/F7i/2008 Microeconomics of banking. Freixas, Xavier; Rochet, Jean-Charles. 2nd ed. 2008. Contenido: Chapter 2. The role of financial intermediaries Chapter 3. The industrial organization approach to banking Chapter 4. The lender-borrower relationship Chapter 5. Equilibrium in the credit market and its macroeconomic implications Chapter 6. The macroeconomic consequences of financial imperfections Chapter 7. Individual bank runs and systemic risk. PDF A model of unconventional monetary policy. Gertler, Mark; Karadi, Peter. 2009. http://economics.stanford.edu/files/Gertler5_13.pdf

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Revistas: Agency costs, net worth, and business fluctuations. Bernanke, Ben; Gertler, Mark. En: The american economic review, vol. 79, n 1, p. 14-31, march 1989. Agency costs, net worth, and business fluctuations: a computable general equilibrium analysis. Carlstrom, Charles T.; Fuerst, Timothy S. En: The american economic review, vol. 87, n 5, p. 893-910, december 1997. Credit cycles. Kiyotaki, Nobuhiro; Moore, John. En: Journal of political economy, vol. 105, n 2, p. 211-248, april 1997. PDF IS-LM-BP in the pampas. Cspedes, Luis F.; Chang, Roberto; Velasco, Andrs. En: IMF staff papers, vol. 50, p. 143-156, 2003. http://www.imf.org/external/pubs/ft/staffp/2002/00-00/pdf/cesped.pdf

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