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时间：2026年6月29日 上午9:30

地点：邵逸夫科学馆206会议室

题目：Functional Dynamics and Micro Heterogeneity in Economics

内容摘要：Micro heterogeneity and distributional information of many economic and financial time series variables helps policymakers understand the distributional consequences of their actions and can be used to design more equitable and effective policies.  For this reason, the Heterogeneous Agent New Keynesian (HANK) model has attracted a lot of research attention in recent years. Under the HANK framework, the early literature uses a representative measure of this property and the model eventually aggregates to total consumption, which does not fully capture the rich cross-sectional, heterogeneity across households. We consider an approach based on functional quantile regressions to study the distributional dependence relationship in time series data. The models can capture the joint dynamics of technology shocks, per capita GDP, employment rates, the earnings distribution, and allows systematic influences of the past distributional information on the conditional distribution of the response.  This framework enables us to capture richer information on household heterogeneity and the distributional dynamics underlying the interaction between micro-level behaviors and macroeconomic variables. Identification of the structural model (functional) parameters are investigated, and asymptotic properties of the functional model estimates are derived. The proposed model constitutes a significant extension of traditional time series models in which the effect of conditioning information is confined to only a few selected characteristics of the past distribution.

主讲人介绍：肖志杰，国际著名经济学家，经济学博士，博士生导师，现任美国波士顿a片无码 经济学系教授。1997年获耶鲁大学经济学博士学位，师从计量经济学权威Peter Phillips教授，本科及硕士毕业于中国人民大学数量经济学专业，毕业后曾长期任教于伊利诺伊大学厄巴纳-香槟分校。肖志杰主要研究方向为计量经济学理论、时间序列分析、金融计量经济学及半参数统计，在国际权威期刊发表论文30余篇，包括《Journal of Applied Econometrics》《Journal of American Statistical Association》等。担任《Econometric Theory》《Econometrics Journal》等期刊编委，开发跨度回归、偏度回归等统计方法。获计量经济理论Multa Scripsit奖、波士顿a片无码 杰出青年学者研究奖（2007年）及伊利诺伊大学厄巴纳-香槟分校杰出研究奖。