列卡度卡巴尼路(粵拼:lit6 kaa1 dou6 kaa1 baa1 nei4 lou6;西班牙文Ricardo Jorge Caballero1959年10月20號—)係智利宏觀經濟學,亦都係麻省理工學院(MIT)福特國際經濟學教授、麻省理工學院(MIT)世界經濟研究所所長、美國國家經濟研究局 (NBER) 嘅研究員[3]

Ricardo J. Caballero
出世 (1959-10-20) 1959年10月20號(65歲)
Santiago, Chile
研究機構Massachusetts Institute of Technology
Columbia University
研究領域Macroeconomics
母校Pontificia Universidad Católica de Chile (B.S.)

Pontificia Universidad Católica de Chile (M.A.)

Massachusetts Institute of Technology (Ph.D.)
博士導師Olivier Blanchard[1]
Stanley Fischer[1]
博士生Emmanuel Farhi[2]
獎項Fellow of the Econometric Society (1998)
Frisch Medal (2002)
Smith Breeden Prize (2008)
Brattle Group Prize (2014)

1988年,卡巴尼路以論文「消費同儲蓄嘅隨機行為」攞到麻省理工學院嘅博士學位,畢業之後佢即刻去咗哥倫比亞大學做助理教授,兩年後(1990年)升咗做副教授。之後返番麻省理工學院做副教授,然後喺1995 年升咗做教授,佢喺 2008 年至 2011 年間仲做過麻省理工學院嘅經濟系系主任(Chairman of MIT's Economic Department)。

近年,卡巴尼路嘅研究重點係以風險為中心嘅宏觀經濟學同埋安全資產(Risk-Centric Macroeconomics and Safe Assets)[3]。佢亦都研究具有異質主體的經濟體嘅整體行為(the aggregate behavior of economies with heterogeneous agents[4],註:heterogeneous agents,粵語叫「異質主體」,係一種宏觀經濟模型,呢種模型假設消費者彼此係不同嘅。佢亦都研究公司特定資產嘅不可逆投資嘅宏觀經濟影響(the macroeconomic effects of irreversible investment in firm-specific assets)[5],同埋透過創造性破壞實現技術進步嘅熊彼特理論(Schumpeterian theories of technological progress through creative destruction)[3][6]

榮耀

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喺2002 年,卡巴尼路嘅論文《解釋美國製造業的投資動態:通用 (S, s) 方法》(Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach),同另一個經濟學家恩格(Eduardo Engel)一齊攞到計量經濟學會(Econometric Society)嘅 Frisch Medal[7] 。 佢喺《金融期刊》(Journal of Finance)發表嘅論文分別喺2008年[8]同2014年[9]攞到美國金融協會(American Finance Association)嘅 Smith Breeden 獎[3]

喺1998 年 4 月,卡巴尼路當選成為計量經濟學會the Econometric Society)嘅院士,之後喺 2010 年 4 月佢又當選成為美國藝術暨科學學院American Academy of Arts and Sciences)嘅院士。

部分著作(只有英文版)

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  • Global Imbalances and Policy Wars at the Zero Lower Bound (with Emmanuel Farhi and Pierre-Olivier Gourinchas) Review of Economic Studies 88.6 (November 2021): 2570–2621[10]
  • A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock (with Alp Simsek) The Review of Financial Studies 34.11 (November 2021)[11]
  • A Risk-centric Model of Demand Recessions and Speculation (with Alp Simsek) Quarterly Journal of Economics 135.3 (August 2020)[12]
  • A Model of Fickle Capital Flows and Retrenchment (with Alp Simsek) Journal of Political Economy 128.6 (April 2020)[13]
  • Missing Aggregate Dynamics and VAR Approximations of Lumpy Adjustment Models (with David Berger and Eduardo M.R.A. Engel) SSRN (November 2018)[14]
  • Reach for Yield and Fickle Capital Flows (with Alp Simsek) AEA Papers and Proceedings (2018): 493-498
  • Fire Sales in a Model of Complexity (with Alp Simsek) The Journal of Finance 68.6 (December 2013): 2549-2587
  • Collective Risk Management in a Flight to Quality Episode (with Arvind Krisnamurthy) Journal of Finance 63.5 (October 2008): 2195-2230
  • Explaining Investment Dynamics in U.S. Manufacturing: A Generalized(S,s) Approach (with Eduardo M. R. A. Engel) July 1999, Econometrica 67(4), 783-826.
  • External Vulnerability and Preventive Policies. editor (with C. Calderon and L.F. Cespedes).
  • Macroeconomic Volatility in Reformed Latin America: Diagnosis and Policy Proposals. Washington, D.C.: Inter-American Development Bank. 2001.
  • Specificity and the Macroeconomics of Restructuring. MIT Press, Spring 2007 .
  1. 1.0 1.1 Caballero, Ricardo J. (1988). The Stochastic Behavior of Consumption and Savings (PDF) (Ph.D.). MIT. 喺17 October 2016搵到.
  2. Farhi, Emmanuel (2006). Three essays in macroeconomics (PDF) (Ph.D.). MIT. 喺20 Jun 2017搵到.
  3. 3.0 3.1 3.2 3.3 "Ricardo Caballero | MIT Economics". economics.mit.edu. 喺2024-07-24搵到.
  4. Caballero, R.; Engel, E. (1999). "Explaining investment dynamics in US manufacturing: a generalized (S,s) approach" (PDF). Econometrica. 67 (4): 783–826. doi:10.1111/1468-0262.00053.
  5. Caballero, R.; Hammour, M. (1998). "The macroeconomics of specificity" (PDF). Journal of Political Economy. 106 (4): 724–767. doi:10.1086/250028.
  6. Caballero, R.; Hammour, M. (1996). "On the timing and efficiency of creative destruction" (PDF). Quarterly Journal of Economics. 111 (3): 805–852. doi:10.2307/2946673. JSTOR 2946673.
  7. "Awards | The Econometric Society". www.econometricsociety.org. 喺2019-01-19搵到.
  8. Caballero, Ricardo J.; Krishnamurthy, Arvind (2008–10). "Collective Risk Management in a Flight to Quality Episode". The Journal of Finance (英文). 63 (5): 2195–2230. doi:10.1111/j.1540-6261.2008.01394.x. ISSN 0022-1082.{{cite journal}}: CS1 maint: date format (link)
  9. Caballero, Ricardo J.; Simsek, Alp (2013–12). "Fire Sales in a Model of Complexity". The Journal of Finance (英文). 68 (6): 2549–2587. doi:10.1111/jofi.12087. ISSN 0022-1082.{{cite journal}}: CS1 maint: date format (link)
  10. Caballero, Ricardo J; Farhi, Emmanuel; Gourinchas, Pierre-Olivier (15 November 2021). "Global Imbalances and Policy Wars at the Zero Lower Bound". The Review of Economic Studies. 88 (6): 2570–2621. doi:10.1093/restud/rdab015. {{cite journal}}: |hdl-access= requires |hdl= (help)
  11. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock".{{cite web}}: CS1 maint: url-status (link)
  12. Simsek, Alp; Caballero, Ricardo J. (2020). "A Risk-centric Model of Demand Recessions and Speculation". The Quarterly Journal of Economics. 135 (3): 1493–1566. doi:10.1093/qje/qjaa008. {{cite journal}}: |hdl-access= requires |hdl= (help)
  13. Caballero, Ricardo J.; Simsek, Alp (2020). "A Model of Fickle Capital Flows and Retrenchment". Journal of Political Economy. 128 (6): 2288–2328. doi:10.1086/705719.
  14. "Missing Aggregate Dynamics and VAR Approximations of Lumpy Adjustment Models". 原著喺2020年7月15號歸檔. 喺2024年7月24號搵到.

出面網頁

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