北大经院工作坊第415场
韧性城市环境生态风险调控防控与管理
生态、环境与气候经济学工作坊
主讲人:
陈彬(北京师范大学生态环境治理研究中心主任)
主持老师:
(北大经院)季曦
参与老师:
(北大经院)章政、张博、李虹、张鹏飞、刘政文、梁远宁
(北大国发院)徐晋涛、王敏、邢剑炜、易媛媛
(北大现代农学院)刘承芳、侯玲玲、解伟、王悦
时间:
2022年2月23日(周三)
12:00-14:00
地点:
北京大学经济学院107会议室
主讲人简介:
陈彬,北京师范大学生态环境治理研究中心主任。国家杰出青年科学基金获得者,入选首届北京市卓越青年科学家计划、教育部新世纪优秀人才计划。长期从事环境生态系统工程方面的教学科研工作,主持了一系列科研课题,包括国家自然科学基金重大项目、国家重点研发计划课题、863计划重大项目子课题、国家科技支撑课题等。在Science子刊、Nature子刊等共发表1区期刊论文100余篇。SCI论文H指数为61,正面他引10000余次。2021年入选“气候变化领域全球最具影响力1000位科学家”、全球2%顶尖科学家、2020中国高被引学者。担任10余个英文期刊主编、副主编和编委。
北大经院工作坊第416场
Peer effects in pension expectations(养老金预期中的同群效应)
风险、保险与不确定性经济学工作坊
主讲人:
刘子宁(中央财经大学保险学院讲师)
主持人:
(北大经院)贾若
(人大财金)陈泽
(清华经管)刘晨源
参与老师:
(北大经院)郑伟
(清华经管)陈秉正
(人大财金)魏丽 等
时间:
2022年2月24日(周四)
10:00-11:30
地点:
北京大学经济学院305会议室
形式:
腾讯会议:739-224-889
会议密码:220224
主讲人简介:
刘子宁,现任中央财经大学保险学院讲师,于2020年在北京大学经济学院获得经济学博士学位。她的研究领域包括养老保险、长期护理保险、保险扶贫等,研究成果发表于China Economic Review、The Geneva Papers on Risk and Insurance-Issues and Practice、《金融研究》和《经济科学》等国内外期刊。她兼任亚太风险保险学会(APRIA)常务理事,目前主持一项国家自然科学基金青年项目(2022-2024)。
摘要:
Based on a nationally representative dataset from the China Health and Retirement Longitudinal Study (CHARLS) during the period 2011–2018, this paper quantifies peer effects in the context of pension expectations with the instrumental variable approach. This paper documents that individuals’ expected pension benefit is significantly influenced by the peer group in the community. Moreover, this paper provides empirical evidence about asymmetric peer effects: the male, the elderly, the high-education group, and those experiencing failed public pension programs were easier to be influenced by the behavior of the peer group; the male and those experiencing failed pension programs were more influential and act like the herd in the peer group. This paper also explores the channels through which the peer effect operates. We find that the knowledge spillover channel dominates the social norms channel: the peer effect operates through transmitting information about the public pension system. Lastly, we find that the estimated peer effect in pension expectations snowballs over time, as early participants interact with successors sequentially.
北大经院工作坊第417场
DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks(深度异质性代理人模型:一种全局解法)
宏观经济学工作坊
主讲人:
Jiequn Han 韩劼群(熨斗研究所计算数学中心研究员)
主持老师:
(北大经院)李博
参与老师:
(北大国发院)赵波、余昌华
(北大经院)陈仪、韩晗、李博、李伦
时间:
2022年2月25日(周五)
10:30-12:00
形式:
腾讯会议:416-296-021
主讲人简介:
Jiequn Han(韩劼群)是熨斗研究所计算数学中心的研究员。他的研究从科学的各个学科中汲取灵感,致力于解决科学计算产生的高维问题。他目前的研究兴趣主要集中在高维偏微分方程、宏观经济学中的计算方法和基于机器学习的多尺度建模。他拥有普林斯顿大学应用数学的博士学位、 普林斯顿大学计算数学的硕士学位和北京大学经济学的学士学位。
摘要:
We propose an efficient, reliable, and interpretable global solution method, the Deep learning-based algorithm for Heterogeneous Agent Models (DeepHAM), for solving high dimensional heterogeneous agent models with aggregate shocks. The state distribution is approximately represented by a set of optimal generalized moments. Deep neural networks are used to approximate the value and policy functions, and the objective is optimized over directly simulated paths. In addition to being an accurate global solver, this method has three additional features. First, it is computationally efficient in solving complex heterogeneous agent models, and it does not suffer from the curse of dimensionality. Second, it provides a general and interpretable representation of the distribution over individual states, which is crucial in addressing the classical question of whether and how heterogeneity matters in macroeconomics. Third, it solves the constrained efficiency problem as easily as it solves the competitive equilibrium, which opens up new possibilities for studying optimal monetary and fiscal policies in heterogeneous agent models with aggregate shocks.
供稿:科研与博士后办公室
美编:初夏
责编:量子、禾雨、予天