This is the homepage for my academic work.  I am most interested in dynamic stochastic general equilibrium models of the business cycle.  These models have been developed to provide a micro-founded answer to the Lucas critique of large-scale econometric models.  My recent also work concentrates on the nexus between macroeconomics and finance, as I have considered in detail term structure models and the role of money and banking in DGSE models. 

 

As a result of my time at the Bank of England and also BNP Paribas I also have strong interests in the operation and function of financial markets and have an interest in understanding the informational herding behaviour of market participants. 

 

An occasional blog can be found at: http://calibrecon.blogspot.com/ , which discusses current issues in macroeconomics and finance in a reasonably intuitive manner.  I should write this more often...

 

My Econpapers webpage is at: http://econpapers.repec.org/RAS/pch64.htm , from which most of my current working papers can be downloaded.  Please do not hesitate to contact me if you want to discuss aspects of my work or yours.

 

 

 

Contact Details:

 

Professor Jagjit S. Chadha

Chair in Banking and Finance

Keynes College

University of Kent

Canterbury

CT2 7NP

 

E:mail: jsc at kent.ac.uk