{"id":1972,"date":"2023-04-05T12:59:08","date_gmt":"2023-04-05T12:59:08","guid":{"rendered":"http:\/\/101.33.212.232\/?page_id=1972"},"modified":"2025-12-02T09:37:52","modified_gmt":"2025-12-02T09:37:52","slug":"zgjr","status":"publish","type":"page","link":"http:\/\/101.33.212.232\/?page_id=1972","title":{"rendered":"\u6559\u5b66\u5de5\u4f5c"},"content":{"rendered":"\n

<\/p>\n\n\n\n

1. Financial Risk Management\u300a\u91d1\u878d\u98ce\u9669\u7ba1\u7406\u300b<\/strong>\uff08\u56fd\u5bb6\u7ea7\u4e00\u6d41\u672c\u79d1\u8bfe\u7a0b\uff09<\/p>\n\n\n\n

\u8bb2\u89e3\u5728\u8bc1\u5238\u6295\u8d44\u8fc7\u7a0b\u4e2d\u7684\u6709\u5173\u91d1\u878d\u98ce\u9669\u7ba1\u7406\u7684\u7406\u8bba\u4e0e\u6280\u672f\uff0c\u7ed3\u5408\u73b0\u4ee3\u8f6f\u4ef6\u7f16\u7a0b\u6280\u672f\uff0c\u91c7\u7528\u201c\u4e09\u4f4d\u4e00\u4f53\u201d\u7684\u77e5\u8bc6\u7ed3\u6784\u4e0e\u6559\u5b66\u7406\u5ff5\u5411\u540c\u5b66\u4eec\u8be6\u5c3d\u4ecb\u7ecd\u201c\u91d1\u878d\u7406\u8bba\u77e5\u8bc6\u2014\u2014\u8f6f\u4ef6\u7f16\u7a0b\u5b9e\u73b0\u2014\u2014\u6295\u8d44\u98ce\u9669\u63a7\u5236\u201d\u7684\u6709\u5173\u5185\u5bb9\u3002\u5411\u540c\u5b66\u4eec\u4ecb\u7ecd\u98ce\u9669\u7ba1\u7406\u7684\u6709\u5173\u77e5\u8bc6\u4e0e\u6d4b\u5ea6\u6280\u672f\u65b9\u6cd5\uff0c\u91cd\u70b9\u9610\u8ff0\u5728\u8bc1\u5238\u6295\u8d44\u8fc7\u7a0b\u4e2d\u7684\u6709\u5173\u98ce\u9669\u6d4b\u5ea6\u3001\u98ce\u9669\u5bf9\u51b2\u4e0e\u98ce\u9669\u7ba1\u7406\uff0c\u5e76\u8bb2\u89e3\u5e02\u573a\u98ce\u9669<\/strong>\u3001\u4fe1\u7528\u98ce\u9669\u3001\u64cd\u4f5c\u98ce\u9669\u3001\u6d41\u52a8\u6027\u98ce\u9669\uff08\u8d2d\u4e66<\/a>\uff09<\/strong>\u3001\u6a21\u578b\u98ce\u9669\u7b49\u6709\u5173\u91d1\u878d\u98ce\u9669\u7ba1\u7406\u7684\u7406\u8bba\u3001\u6280\u672f\u4e0e\u65b9\u6cd5\u3002\u4e0a\u8ff0\u6709\u5173\u5185\u5bb9\u5747\u91c7\u7528Python<\/strong>\u8f6f\u4ef6\u5b9e\u73b0\u98ce\u9669\u4f30\u8ba1\u3001\u98ce\u9669\u5bf9\u51b2\u548c\u4ea4\u6613\u5957\u5229\uff0c\u8ba9\u5b66\u751f\u638c\u63e1\u91d1\u878d\u5e02\u573a\u8bc1\u5238\u6295\u8d44\u8fc7\u7a0b\u4e2d\u7684\u6709\u5173\u98ce\u9669\u7ba1\u7406\u77e5\u8bc6\u4e0e\u6280\u672f\u3002 \u4e2d\u56fd\u5927\u5b66MOOC<\/a><\/strong> \u5b66\u5802\u5728\u7ebf<\/a> \u65b0\u534e\u601d\u653f<\/a><\/strong> \u8bc1\u660e<\/a><\/strong><\/p>\n\n\n\n

\u6559\u5b66\u8ba1\u5212<\/strong> Schedule2025<\/strong><\/a> answers<\/a><\/strong><\/p>\n\n\n\n

Chapter 1 <\/strong>\u91d1\u878d\u98ce\u9669\u7ba1\u7406\u6982\u8bba<\/strong><\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 2 \u98ce\u9669\u7ba1\u7406\u4e4b\u5e02\u573a\u6ce2\u52a8\u7387<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 3 \u98ce\u9669\u7ba1\u7406\u4e4b\u5e02\u573a\u98ce\u9669\u5ea6\u91cf<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 4 \u503a\u5238\u6295\u8d44\u7684\u98ce\u9669\u7ba1\u7406<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 5 \u8bc1\u5238\u6295\u8d44\u7ec4\u5408\u7406\u8bba\u4e0e\u7b56\u7565<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 6 \u8bc1\u5238\u6295\u8d44\u7ec4\u5408\u7406\u8bba\u7684\u6269\u5c55\u4e0e\u5e94\u7528<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e31<\/a> \u89c6\u9891\u8bb2\u89e32<\/a><\/strong><\/p>\n\n\n\n

Chapter 7 \u671f\u8d27\u5957\u671f\u4fdd\u503c\u7406\u8bba\u4e0e\u5e94\u7528<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 8 \u671f\u8d27\u98ce\u9669\u5bf9\u51b2\u5957\u5229\u7406\u8bba\u4e0e\u5e94\u7528<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 9 \u671f\u6743\u5e0c\u814a\u5b57\u6bcd\u98ce\u9669\u5bf9\u51b2\u7406\u8bba\u4e0e\u5e94\u7528<\/a> code<\/a> code<\/a><\/strong> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 10 \u671f\u6743\u98ce\u9669\u5bf9\u51b2\u5957\u5229\u7406\u8bba\u4e0e\u5e94\u7528<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

Chapter 11 \u4fe1\u7528\u98ce\u9669\u4e4b\u4fe1\u7528\u8bc4\u7ea7\u65b9\u6cd5<\/a><\/strong><\/p>\n\n\n\n

Chapter 12 \u4fe1\u7528\u98ce\u9669\u4e4b\u4ef7\u503c\u5ea6\u91cf<\/a> <\/strong><\/p>\n\n\n\n

Chapter 13 \u64cd\u4f5c\u98ce\u9669<\/a><\/strong><\/p>\n\n\n\n

Chapter 14 \u6d41\u52a8\u6027\u98ce\u9669<\/a> <\/strong><\/p>\n\n\n\n

Chapter 15 \u5168\u9762\u98ce\u9669\u7ba1\u7406<\/a><\/strong><\/p>\n\n\n\n

2. Risk Management of Financial Institutions\u300a\u91d1\u878d\u673a\u6784\u98ce\u9669\u7ba1\u7406\u300b<\/strong><\/p>\n\n\n\n

\u8bb2\u89e3\u91d1\u878d\u673a\u6784\u5728\u6295\u8d44\u8fc7\u7a0b\u4e2d\u7684\u5404\u79cd\u91d1\u878d\u98ce\u9669\u7ba1\u7406\u7b56\u7565\uff0c\u8bb2\u89e3\u5305\u62ec\u91d1\u878d\u673a\u6784\u5e02\u573a\u6ce2\u52a8\u7387\u6d4b\u5b9a\u3001 \u91d1\u878d\u673a\u6784\u5e02\u573a\u98ce\u9669\u6d4b\u5b9a\u3001 \u57fa\u4e8e\u98ce\u9669\u7ba1\u7406\u7684\u8bc1\u5238\u6295\u8d44\u7ec4\u5408\u7406\u8bba\u3001\u57fa\u4e8e\u98ce\u9669\u7ba1\u7406\u7684\u671f\u8d27\u5957\u671f\u4fdd\u503c\u7406\u8bba\u3001\u671f\u8d27\u98ce\u9669\u5bf9\u51b2\u7406\u8bba\u3001\u671f\u6743\u98ce\u9669\u5bf9\u51b2\u7406\u8bba\u7b49\uff08\u8d2d\u4e66<\/a>\uff09<\/strong>\uff0c\u4e0a\u8ff0\u6709\u5173\u5185\u5bb9\u5747\u91c7\u7528Python<\/strong>\u8f6f\u4ef6\u5b9e\u73b0\u98ce\u9669\u4f30\u8ba1\u3001\u98ce\u9669\u5bf9\u51b2\u548c\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u3002\u8bc1\u660e<\/a><\/strong><\/p>\n\n\n\n

\u6559\u5b66\u8ba1\u5212<\/strong> Schedule2025<\/strong><\/a> answers<\/a><\/strong><\/p>\n\n\n\n

\u7b2c\u4e00\u8bb2 \u91d1\u878d\u673a\u6784\u98ce\u9669\u7ba1\u7406\u6982\u8bba<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

\u7b2c\u4e8c\u8bb2 \u91d1\u878d\u673a\u6784\u5e02\u573a\u6ce2\u52a8\u7387\u6d4b\u5b9a<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

\u7b2c\u4e09\u8bb2 \u91d1\u878d\u673a\u6784\u5e02\u573a\u98ce\u9669\u6d4b\u5b9a<\/a><\/strong> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/strong><\/p>\n\n\n\n

\u7b2c\u56db\u8bb2 \u57fa\u4e8e\u98ce\u9669\u7ba1\u7406\u7684\u8bc1\u5238\u6295\u8d44\u7ec4\u5408\u7406\u8bba<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e31<\/a> \u89c6\u9891\u8bb2\u89e32<\/a><\/strong><\/p>\n\n\n\n

\u7b2c\u4e94\u8bb2 \u57fa\u4e8e\u98ce\u9669\u7ba1\u7406\u7684\u671f\u8d27\u5957\u671f\u4fdd\u503c\u7406\u8bba<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

\u7b2c\u516d\u8bb2 \u671f\u8d27\u98ce\u9669\u5bf9\u51b2\u7406\u8bba<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/strong><\/p>\n\n\n\n

\u7b2c\u4e03\u8bb2 \u671f\u6743\u98ce\u9669\u5bf9\u51b2\u7406\u8bba<\/a> code<\/a> \u89c6\u9891\u8bb2\u89e3<\/a><\/strong><\/p>\n\n\n\n

3. Financial Analysis and Modeling\u300a\u56fd\u5bb6\u91d1\u878d\u5b66\u4e13\u9898\u300b<\/strong><\/p>\n\n\n\n

Financial Analysis and Modeling<\/strong> (National Finance) is a course that introduces how to use modern modeling and econometrics to predict, interpret, analysis and test relevant financial data, including DGE\uff08\u8d2d\u4e66\uff09<\/strong><\/strong><\/a>, DSGE, Volatility Modeling, Cointegration Modeling<\/strong>, VAR, TVP-VAR Models\uff08\u8d2d\u4e66<\/a>\uff09<\/strong>. These methods can be used to empirically test macro financial problems about fiscal policy and monetary policy. All the above modeling and estimated methods are implemented using Python, Matlab, Oxmetrics, Gauss, Rats,<\/strong> Stata, Eviews<\/strong>. \u6570\u636e\u548c\u4ee3\u7801<\/a><\/strong><\/p>\n\n\n\n

Schedule to<\/strong> National finance<\/strong><\/a> Introduction<\/a><\/strong> Content<\/a><\/strong><\/p>\n\n\n\n

Lecture 1<\/strong> Volatility Modeling<\/a><\/strong><\/p>\n\n\n\n

Lecture 2<\/strong> Cointegration Modeling<\/a><\/strong><\/p>\n\n\n\n

Lecture 3 Macro-finance modeling and application\uff1aEconometrics \u2160<\/a><\/strong><\/p>\n\n\n\n

Literature: Sims<\/a><\/strong> GIRF<\/strong><\/a> EJ<\/strong><\/a> IJF<\/a><\/strong> JOE<\/a><\/strong><\/em> \u4e2d\u56fd\u5de5\u4e1a\u7ecf\u6d4e2021<\/a><\/em><\/strong><\/p>\n\n\n\n

Lecture 4 Macro-finance modeling and application\uff1aEconometrics \u2161<\/a><\/strong><\/p>\n\n\n\n

Literature: BQ<\/a><\/strong> REStat<\/a><\/strong> MSVAR<\/strong><\/a> PVAR<\/a><\/strong> GVAR<\/a><\/strong> TVP-VAR<\/a><\/strong> errata <\/a>TVP-VAR2<\/a> <\/a><\/strong> LT-TVP-VAR<\/a> TVP-FAVAR<\/a><\/strong><\/em><\/p>\n\n\n\n

Lecture 5 Macro-finance modeling and application\uff1aDSGE<\/a><\/strong><\/p>\n\n\n\n

Literature: JPE<\/a> MD<\/a> Econometrica<\/a> AER<\/a><\/strong><\/em><\/p>\n\n\n\n

Lecture 6 Fiscal policy modeling \u2160<\/a><\/strong><\/strong><\/p>\n\n\n\n

Literature: \u7ecf\u6d4e\u7814\u7a762019<\/a><\/strong> \u7ecf\u6d4e\u7814\u7a762023<\/a><\/strong><\/em> LiquidityTrap2024<\/a><\/em><\/strong><\/p>\n\n\n\n

Lecture 7 Monetary policy modeling \u2160<\/strong><\/a> code<\/a><\/strong> Readme<\/a><\/strong><\/p>\n\n\n\n

Lecture 8 Fiscal policy modeling<\/strong> \u2161<\/strong><\/a> code<\/a><\/strong><\/strong><\/p>\n\n\n\n

Lecture 9 <\/strong>Monetary<\/strong> policy modeling <\/strong> \u2161<\/strong><\/strong><\/strong> <\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

1. Financial Risk Management\u300a\u91d1\u878d\u98ce\u9669\u7ba1\u7406\u300b\uff08\u56fd\u5bb6\u7ea7\u4e00\u6d41\u672c\u79d1\u8bfe\u7a0b\uff09 \u8bb2\u89e3\u5728\u8bc1\u5238\u6295\u8d44 … \u9605\u8bfb\u66f4\u591a<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"http:\/\/101.33.212.232\/index.php?rest_route=\/wp\/v2\/pages\/1972"}],"collection":[{"href":"http:\/\/101.33.212.232\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/101.33.212.232\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/101.33.212.232\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/101.33.212.232\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1972"}],"version-history":[{"count":324,"href":"http:\/\/101.33.212.232\/index.php?rest_route=\/wp\/v2\/pages\/1972\/revisions"}],"predecessor-version":[{"id":3110,"href":"http:\/\/101.33.212.232\/index.php?rest_route=\/wp\/v2\/pages\/1972\/revisions\/3110"}],"wp:attachment":[{"href":"http:\/\/101.33.212.232\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1972"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}