Essays on agent heterogeneity in macroeconomics

In my Ph.D. thesis, I study the subjects of monetary economics, heterogeneity of households and firms, and optimal policy. I solve models with rich heterogeneity and use statistical models to work with time series macro and panel micro data. In Chapter 1, I examine optimal monetary policy in a heter...

Descripción completa

Detalles Bibliográficos
Autor: Smirnov, Danila
Tipo de recurso: tesis doctoral
Estado:Versión publicada
Fecha de publicación:2023
País:España
Institución:CBUC, CESCA
Repositorio:TDR. Tesis Doctorales en Red
OAI Identifier:oai:www.tdx.cat:10803/688870
Acceso en línea:http://hdl.handle.net/10803/688870
Access Level:acceso abierto
Palabra clave:Macroeconomics
Heterogeneity
Heterogeneidad
Macroeconomia
33
Descripción
Sumario:In my Ph.D. thesis, I study the subjects of monetary economics, heterogeneity of households and firms, and optimal policy. I solve models with rich heterogeneity and use statistical models to work with time series macro and panel micro data. In Chapter 1, I examine optimal monetary policy in a heterogeneous agent model with sticky prices and borrowing constraints. I show that the optimal policy differs significantly from the other cases. In Chapter 2, I study the heterogeneity in firms’ markups response to a monetary policy, showing its implication for the propagation of aggregate shocks in the economy. Finally, Chapter 3 identifies drivers of the differential behavior of single and married individuals in the labor market. The model is used to study the implications for the optimal targeting of unemployment benefits.