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 work concentrates on the nexus between macroeconomics and finance as I have considered term structure models of the yield curve, the importance of expectational errors in understanding macroeconomic dynamics and the role of money and banking in DGSE models. 

 

I also have strong interests in the operation and function of financial markets and have an interest in understanding 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.

 

My Econpapers webpage is cited at: http://econpapers.repec.org/RAS/pch64.htm , from which most of my current working papers can be downloaded.

 

Contact Details:

 

Professor Jagjit S. Chadha

Chair in Banking and Finance

Keynes College

University of Kent

Canterbury

CT2 7NP

 

E:mail; jsc@kent.ac.uk