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Details about Thomas Sargent

E-mail:
Homepage:https://files.nyu.edu/ts43/public/
Phone:650 723 0965
Postal address:Thomas Sargent Hoover Institution Stanford, California 94305
Workplace:Hoover Institution on War Revolution & Peace, Stanford University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)
Department of Economics, New York University (NYU), (more information at EDIRC)

Access statistics for papers by Thomas Sargent.

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Working Papers

2013

  1. Fiscal Discriminations in Three Wars
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Economics Working Papers, School of Business Administration, American University of Sharjah Downloads
    Working Papers, Brandeis University, Department of Economics and International Businesss School (2013) Downloads

    See also Journal Article in Journal of Monetary Economics (2014)
  2. Instability, Misallocation and Productivity
    2013 Meeting Papers, Society for Economic Dynamics
  3. Taxes, Debts, and Redistributions with Aggregate Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2012

  1. Bayesian Model Averaging, Learning and Model Selection
    CDMA Working Paper Series, Centre for Dynamic Macroeconomic Analysis Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads
  2. Three Types of Ambiguity
    Working Papers, Becker Friedman Institute for Research In Economics Downloads
    See also Journal Article in Journal of Monetary Economics (2012)
  3. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
    2012 Meeting Papers, Society for Economic Dynamics Downloads
  4. Welfare cost of business cycles in economies with individual consumption risk
    Research Discussion Papers, Bank of Finland Downloads View citations (1)

2011

  1. Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims
    Nobel Prize in Economics documents, Nobel Prize Committee Downloads
  2. United States Then, Europe Now
    Nobel Prize in Economics documents, Nobel Prize Committee Downloads View citations (2)

2010

  1. Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, and Social Security
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Convergence of Least Squares Learning in Environments With Private Information
    Levine's Working Paper Archive, David K. Levine Downloads
  3. Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (8)
    Working Papers, Brandeis University, Department of Economics and International Businesss School (2010) Downloads View citations (4)

    See also Journal Article in American Economic Journal: Macroeconomics (2011)

2009

  1. A Life Cycle Model of Trans-Atlantic Employment Experiences
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
  2. A defence of the FOMC
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2009) Downloads View citations (6)

    See also Journal Article in International Economic Review (2012)
  3. Managing expectations and fiscal policy
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (16)

2008

  1. Inflation-Gap Persistence in the U.S
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  2. Israel 1983: A Bout of Unpleasant Monetarist Arithmetic
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Review of Economic Dynamics (2011)
  3. Monetary policies and low-frequency manifestations of the quantity theory
    Discussion Papers, Monetary Policy Committee Unit, Bank of England Downloads View citations (7)
  4. Robustness and US Monetary
    2008 Meeting Papers, Society for Economic Dynamics View citations (51)

2007

  1. Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Chapter (2007)
  2. Evolution and Intelligent Design
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (6)
    See also Journal Article in American Economic Review (2008)
  3. Taxes, Benefits, and Careers: Complete Versus Incomplete Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Journal of Monetary Economics (2008)

2006

  1. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (11)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) Downloads View citations (21)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) Downloads View citations (17)
    Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (21)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (24)

    See also Journal Article in American Economic Review (2007)
  2. Economic and VAR Shocks: What Can Go Wrong?
    Levine's Bibliography, UCLA Department of Economics Downloads
  3. Indivisible Labor and Its Supply Elasticity: Do Taxes Explain European Employment?
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
  4. The Conquest of South American Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2006) Downloads View citations (12)

    See also Journal Article in Journal of Political Economy (2009)

2005

  1. Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (1)
    See also Journal Article in International Economic Review (2008)
  2. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson
    2005 Meeting Papers, Society for Economic Dynamics Downloads View citations (8)
  3. Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
  4. Politics and Efficiency of Separating Capital and Ordinary Government Budgets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (4)
    Working Paper Series, Federal Reserve Bank of Chicago (2005) Downloads View citations (11)

    See also Journal Article in The Quarterly Journal of Economics (2006)
  5. Recursive robust estimation and control without commitment
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (3)
    See also Journal Article in Journal of Economic Theory (2007)
  6. The European Unemployment Experience: Theoretical Robustness
    2005 Meeting Papers, Society for Economic Dynamics
  7. The Market Price of Risk and the Equity Premium
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (1)
  8. The conquest of U.S. inflation: learning and robustness to model uncertainty
    Working Paper Series, European Central Bank Downloads View citations (61)
    See also Journal Article in Review of Economic Dynamics (2005)

2004

  1. European Unemployment and Turbulence Revisited in a Matching Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (33)
    See also Journal Article in Journal of the European Economic Association (2004)
  2. Shocks and Government Beliefs: The Rise and Fall of American Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2004) Downloads View citations (24)

    See also Journal Article in American Economic Review (2006)
  3. Sustaining a Time-Consistent Ramsey Plan with Options
    2004 Meeting Papers, Society for Economic Dynamics

2003

  1. Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)
  2. Drifts and volatilities: monetary policies and outcomes in the post WWII U.S
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (103)
    Also in Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University Downloads View citations (43)

    See also Journal Article in Review of Economic Dynamics (2005)
  3. Impacts of priors on convergence and escapes from Nash inflation
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (20)
    See also Journal Article in Review of Economic Dynamics (2005)

2002

  1. The European Employment Experience
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)

2001

  1. Optimal taxation without state-contingent debt
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (64)
    See also Journal Article in Journal of Political Economy (2002)

2000

  1. Escaping Nash inflation
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article in Review of Economic Studies (2002)

1998

  1. Projected U.S. demographics and social security
    Working Paper Series, Federal Reserve Bank of Chicago Downloads View citations (20)
    See also Journal Article in Review of Economic Dynamics (1999)

1997

  1. Robust Permanent Income and Pricing
    Levine's Working Paper Archive, David K. Levine Downloads View citations (16)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (21)

    See also Journal Article in Review of Economic Studies (1999)
  2. The European Unemployment Dilemma
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (14)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (3)
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) (1996) Downloads View citations (6)
    Working Paper Series, Research Institute of Industrial Economics (1997) Downloads View citations (2)

    See also Journal Article in Journal of Political Economy (1998)
  3. The big problem of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago Downloads View citations (18)
    See also Journal Article in Journal of Money, Credit and Banking (1999)
  4. The evolution of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago Downloads View citations (1)

1995

  1. On the mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (12)

1994

  1. Mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (45)
    See also Chapter (1996)

1993

  1. A Dynamic Index Model for Large Cross Sections
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (28)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) Downloads View citations (22)

    See also Chapter (1993)
  2. Flat rate taxes with adjustment costs and several capital stocks and household types
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco
    See also Journal Article in Proceedings (1993)

1992

  1. Speed of convergence of recursive least squares learning with ARMA perceptions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (2)

1991

  1. On the Preservation of Deterministic Cycles when some Agents Perceive them to be Random Fluctuations (Now published in Journal of Economic Dynamics and Control, vol.17 (1993), pp.705-721.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

1990

  1. Recursive Linear Models of Dynamic Economies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Proceedings (1993)

1987

  1. Straight Time and Overtime in Equilibrium
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (12)
    See also Journal Article in Journal of Monetary Economics (1988)

1986

  1. Government debt and taxes
    Working Papers, Federal Reserve Bank of Minneapolis Downloads

1985

  1. Identification and estimation of a model of hyperinflation with a continuum of "sunspot" equilibrium
    Working Papers, Federal Reserve Bank of Minneapolis Downloads

1983

  1. A model of commodity money
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (35)
    See also Journal Article in Journal of Monetary Economics (1983)
  2. Identification of continuous time rational expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)

1982

  1. Beyond demand and supply curves in macroeconomics
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (18)
    See also Journal Article in American Economic Review (1982)
  2. Formulating and estimating continuous time rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)

1981

  1. "Dollarization," seignorage, and the demand for money
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
  2. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (18)
    See also Journal Article in Economics Letters (1981)
  3. Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (5)
    See also Journal Article in International Economic Review (1983)
  4. Exact linear rational expectations models: specification and estimation
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (20)
  5. Instrumental variables procedures for estimating linear rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (7)
    See also Journal Article in Journal of Monetary Economics (1982)
  6. Stopping moderate inflations: the methods of Poincaré and Thatcher
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (16)
  7. The dimensionality of the aliasing problem in models with rational spectral densities
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (2)
    See also Journal Article in Econometrica (1983)
  8. The ends of four big inflations
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (47)
    See also Chapter (1982)
  9. The real bills doctrine vs. the quantity theory: a reconsideration
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (9)

1980

  1. Interpreting economic time series
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (4)
    See also Journal Article in Journal of Political Economy (1981)
  2. Linear rational expectations models for dynamically interrelated variables
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (23)
  3. Methods for estimating continuous time Rational Expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (15)
  4. Rational expectations models and the aliasing phenomenon
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (3)

1979

  1. "Tobin's Q" and the rate of investment in general equilibrium
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (1)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1980)
  2. Formulating and estimating dynamic linear rational expectations models
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (11)
    See also Journal Article in Journal of Economic Dynamics and Control (1980)

1978

  1. A note on maximum likelihood estimation of the rational expectations model of the term structure
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (15)
    See also Journal Article in Journal of Monetary Economics (1979)
  2. Estimation of dynamic labor demand schedules under rational expectations
    Staff Report, Federal Reserve Bank of Minneapolis Downloads View citations (135)
    See also Journal Article in Journal of Political Economy (1978)

1977

  1. Business cycle modeling without pretending to have too much a priori economic theory
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (173)
  2. Is Keynesian economics a dead end?
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
  3. Rational expectations, econometric exogeneity and consumption
    Staff Report, Federal Reserve Bank of Minneapolis Downloads
    See also Journal Article in Journal of Political Economy (1978)

1976

  1. Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: a note
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (3)
    See also Journal Article in Journal of Monetary Economics (1976)
  2. Observations on improper methods of simulating and teaching Friedman's time series consumption model
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    See also Journal Article in International Economic Review (1977)
  3. Seasonality and portfolio balance under rational expectations
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (1978)
  4. Testing for neutrality and rationality
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (3)
  5. The demand for money during hyperinflations under rational expectations: II
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    See also Journal Article in International Economic Review (1979)

1975

  1. A little bit of evidence on the natural rate hypothesis from the U.S
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (1)
    See also Journal Article in Journal of Monetary Economics (1978)
  2. Naive business cycle theory
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
  3. The observational equivalence of natural and unnatural rate theories of macroeconomics
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    See also Journal Article in Journal of Political Economy (1976)

1974

  1. Dynamic analysis of a Keynesian model
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
  2. Rational expectations and the theory of economic policy
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (4)
    See also Journal Article in Journal of Monetary Economics (1976)
  3. Unemployment and stabilization policy in a two-sector, two-country aggregative model
    Working Papers, Federal Reserve Bank of Minneapolis Downloads

1972

  1. Monetary and fiscal policy in a two-sector aggregative model
    Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
    See also Journal Article in American Economic Review (1973)

1971

  1. Interest rates and prices in the long run: a study of the Gibson paradox
    Working Papers, Federal Reserve Bank of Minneapolis Downloads
    See also Journal Article in Journal of Money, Credit and Banking (1973)

Undated

  1. Evolving Post-World War II U.S. Inflation Dynamics
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University Downloads View citations (127)
    See also Chapter (2002)

Journal Articles

2014

  1. Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security
    Review of Economic Dynamics, 2014, 17, (1), 1-20 Downloads
    See also Software Item (2013)
  2. Fiscal discriminations in three wars
    Journal of Monetary Economics, 2014, 61, (C), 148-166 Downloads View citations (2)
    See also Working Paper (2013)

2012

  1. A DEFENSE OF THE FOMC
    International Economic Review, 2012, 53, (4), 1047-1065 Downloads View citations (7)
    See also Working Paper (2009)
  2. Les États-Unis naguère, l'Europe aujourd'hui. Conférence Nobel prononcée à Stockholm le 8 décembre 2011
    Revue de l'OFCE, 2012, N° 126, (7), 5-56 Downloads
  3. Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
    American Economic Review, 2012, 102, (3), 141-46 Downloads
  4. Nobel Lecture: United States Then, Europe Now
    Journal of Political Economy, 2012, 120, (1), 1 - 40 Downloads View citations (12)
  5. Small noise methods for risk-sensitive/robust economies
    Journal of Economic Dynamics and Control, 2012, 36, (4), 468-500 Downloads View citations (2)
  6. Three types of ambiguity
    Journal of Monetary Economics, 2012, 59, (5), 422-445 Downloads View citations (4)
    See also Working Paper (2012)

2011

  1. A Labor Supply Elasticity Accord?
    American Economic Review, 2011, 101, (3), 487-91 Downloads View citations (6)
  2. Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics
    American Economic Journal: Macroeconomics, 2011, 3, (3), 192-214 Downloads View citations (9)
    See also Working Paper (2010)
  3. Israel 1983: A bout of unpleasant monetarist arithmetic?
    Review of Economic Dynamics, 2011, 14, (3), 419-431 Downloads
    See also Working Paper (2008)
    Software Item (2011)
  4. Robustness and ambiguity in continuous time
    Journal of Economic Theory, 2011, 146, (3), 1195-1223 Downloads View citations (3)
  5. Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
    American Economic Review, 2011, 101, (1), 109-28 Downloads View citations (28)
  6. Where to Draw Lines: Stability Versus Efficiency
    Economica, 2011, 78, (310), 197-214 View citations (1)

2010

  1. ALTERNATIVE MONETARY POLICIES IN A TURNPIKE ECONOMY
    Macroeconomic Dynamics, 2010, 14, (05), 727-762 Downloads View citations (5)
  2. Fragile beliefs and the price of uncertainty
    Quantitative Economics, 2010, 1, (1), 129-162 Downloads View citations (14)
  3. Inflation-Gap Persistence in the US
    American Economic Journal: Macroeconomics, 2010, 2, (1), 43-69 Downloads View citations (91)
    See also Working Paper (2008)
  4. Robust hidden Markov LQG problems
    Journal of Economic Dynamics and Control, 2010, 34, (10), 1951-1966 Downloads View citations (4)
  5. THE TIMING OF TAX COLLECTIONS AND THE STRUCTURE OF “IRRELEVANCE” THEOREMS IN A CASH-IN-ADVANCE MODEL
    Macroeconomic Dynamics, 2010, 14, (04), 585-603 Downloads

2009

  1. Diverse Beliefs, Survival and the Market Price of Risk
    Economic Journal, 2009, 119, (536), 354-376 Downloads View citations (4)
  2. Doubts or variability?
    Journal of Economic Theory, 2009, 144, (6), 2388-2418 Downloads View citations (19)
  3. The Conquest of South American Inflation
    Journal of Political Economy, 2009, 117, (2), 211-256 Downloads View citations (80)
    See also Working Paper (2006)

2008

  1. ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING
    International Economic Review, 2008, 49, (1), 185-221 Downloads View citations (20)
    See also Working Paper (2005)
  2. Evolution and Intelligent Design
    American Economic Review, 2008, 98, (1), 5-37 Downloads View citations (20)
    See also Working Paper (2007)
  3. Robustness and U.S. Monetary Policy Experimentation
    Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 Downloads View citations (26)
  4. Taxes, benefits, and careers: Complete versus incomplete markets
    Journal of Monetary Economics, 2008, 55, (1), 98-125 Downloads View citations (4)
    See also Working Paper (2007)
  5. The market price of risk and the equity premium: A legacy of the Great Depression?
    Journal of Monetary Economics, 2008, 55, (3), 454-476 Downloads View citations (38)
  6. Two Questions about European Unemployment
    Econometrica, 2008, 76, (1), 1-29 Downloads View citations (48)

2007

  1. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 Downloads View citations (78)
    See also Working Paper (2006)
  2. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas
    Journal of Money, Credit and Banking, 2007, 39, (s1), 67-99 Downloads View citations (18)
    Also in Proceedings, 2005 (2005) Downloads View citations (14)
  3. Commentary on "Long-run risks and financial markets"
    Review, 2007, (Jul), 301-304 Downloads
  4. Foreword
    American Economic Review, 2007, 97, (2), ix-ix Downloads
  5. Recursive robust estimation and control without commitment
    Journal of Economic Theory, 2007, 136, (1), 1-27 Downloads View citations (28)
    See also Working Paper (2005)
  6. Understanding European unemployment with a representative family model
    Journal of Monetary Economics, 2007, 54, (8), 2180-2204 Downloads View citations (9)
  7. Understanding European unemployment with matching and search-island models
    Journal of Monetary Economics, 2007, 54, (8), 2139-2179 Downloads View citations (24)

2006

  1. Ambiguity in American monetary and fiscal policy
    Japan and the World Economy, 2006, 18, (3), 324-330 Downloads View citations (4)
  2. Introduction to model uncertainty and robustness
    Journal of Economic Theory, 2006, 128, (1), 1-3 Downloads View citations (1)
  3. Politics and Efficiency of Separating Capital and Ordinary Government Budgets
    The Quarterly Journal of Economics, 2006, 121, (4), 1167-1210 Downloads View citations (14)
    See also Working Paper (2005)
  4. Robust control and model misspecification
    Journal of Economic Theory, 2006, 128, (1), 45-90 Downloads View citations (36)
  5. Shocks and Government Beliefs: The Rise and Fall of American Inflation
    American Economic Review, 2006, 96, (4), 1193-1224 Downloads View citations (52)
    See also Working Paper (2004)

2005

  1. Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system
    Journal of Economic Dynamics and Control, 2005, 29, (11), 1893-1925 Downloads View citations (56)
    See also Working Paper (2003)
  2. Certainty equivalence and model uncertainty
    Proceedings, 2005, 17-38 Downloads View citations (5)
  3. Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S
    Review of Economic Dynamics, 2005, 8, (2), 262-302 Downloads View citations (82)
    See also Working Paper (2003)
  4. Impacts of Priors on Convergence and Escapes from Nash Inflation
    Review of Economic Dynamics, 2005, 8, (2), 360-391 Downloads View citations (17)
    See also Working Paper (2003)
  5. Knowing the Forecasts of Others
    Review of Economic Dynamics, 2005, 8, (2), 480-497 Downloads View citations (19)
  6. Price and investment dynamics: theory and plant level data
    Proceedings, 2005 Downloads View citations (6)
  7. Robust estimation and control under commitment
    Journal of Economic Theory, 2005, 124, (2), 258-301 Downloads View citations (29)
  8. The conquest of US inflation: Learning and robustness to model uncertainty
    Review of Economic Dynamics, 2005, 8, (2), 528-563 Downloads View citations (60)
    See also Working Paper (2005)

2004

  1. European Unemployment and Turbulence Revisited in a Matching Model
    Journal of the European Economic Association, 2004, 2, (2-3), 456-468 Downloads View citations (30)
    See also Working Paper (2004)

2003

  1. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
    Journal of the European Economic Association, 2003, 1, (1), 68-123 Downloads View citations (64)
  2. Robust control of forward-looking models
    Journal of Monetary Economics, 2003, 50, (3), 581-604 Downloads View citations (85)

2002

  1. Commentary: the evolution of economic understanding and postwar stabilization policy
    Proceedings - Economic Policy Symposium - Jackson Hole, 2002, 79-94 Downloads View citations (2)
  2. Escaping Nash Inflation
    Review of Economic Studies, 2002, 69, (1), 1-40 View citations (80)
    Also in Review of Economic Studies, 2002, 69, (1), 1-40 (2002) Downloads View citations (8)

    See also Working Paper (2000)
  3. Optimal Taxation without State-Contingent Debt
    Journal of Political Economy, 2002, 110, (6), 1220-1254 Downloads View citations (161)
    See also Working Paper (2001)
  4. ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
    Macroeconomic Dynamics, 2002, 6, (01), 40-84 Downloads View citations (51)
  5. Robustness and Pricing with Uncertain Growth
    Review of Financial Studies, 2002, 15, (2), 363-404 View citations (48)

2001

  1. Acknowledgement Misspecification in Macroeconomic Theory
    Monetary and Economic Studies, 2001, 19, (S1), 213-227 Downloads View citations (1)
  2. Acknowledging Misspecification in Macroeconomic Theory
    Review of Economic Dynamics, 2001, 4, (3), 519-535 Downloads View citations (56)
  3. Comment on Fiscal Consequences for Mexico of Adopting the Dollar
    Journal of Money, Credit and Banking, 2001, 33, (2), 617-25 View citations (5)
  4. Robust Control and Model Uncertainty
    American Economic Review, 2001, 91, (2), 60-66 Downloads View citations (164)
  5. Saving and pension reform in general equilibrium models
    Oxford Review of Economic Policy, 2001, 17, (1), 20-39 View citations (8)

1999

  1. A primer on monetary and fiscal policy
    Journal of Banking & Finance, 1999, 23, (10), 1463-1482 Downloads View citations (9)
  2. Projected U.S. Demographics and Social Security
    Review of Economic Dynamics, 1999, 2, (3), 575-615 Downloads View citations (69)
    See also Working Paper (1998)
  3. Robust Permanent Income and Pricing
    Review of Economic Studies, 1999, 66, (4), 873-907 Downloads View citations (161)
    See also Working Paper (1997)
  4. The Big Problem of Small Change
    Journal of Money, Credit and Banking, 1999, 31, (2), 137-61 View citations (19)
    See also Working Paper (1997)

1998

  1. The European Unemployment Dilemma
    Journal of Political Economy, 1998, 106, (3), 514-550 Downloads View citations (331)
    See also Working Paper (1997)

1997

  1. Accounting for the federal government's cost of funds
    Economic Perspectives, 1997, (Jul), 18-28 Downloads View citations (5)
  2. Coinage, debasements, and Gresham's laws
    Economic Theory, 1997, 10, (2), 197-226 Downloads View citations (7)
  3. Comment on "Stopping Inflation, Big and Small."
    Journal of Money, Credit and Banking, 1997, 29, (4), 776-77
  4. TWO COMPUTATIONS TO FUND SOCIAL SECURITY
    Macroeconomic Dynamics, 1997, 1, (01), 7-44 Downloads View citations (64)

1996

  1. A supply-side explanation of European unemployment
    Economic Perspectives, 1996, (Sep), 2-15 Downloads View citations (2)
  2. Expectations and the nonneutrality of Lucas
    Journal of Monetary Economics, 1996, 37, (3), 535-548 Downloads View citations (6)

1995

  1. Macroeconomic Features of the French Revolution
    Journal of Political Economy, 1995, 103, (3), 474-518 Downloads View citations (31)
  2. The Swedish unemployment experience
    European Economic Review, 1995, 39, (5), 1043-1070 Downloads View citations (40)
  3. Welfare States and Unemployment
    Economic Theory, 1995, 6, (1), 143-60 View citations (17)

1993

  1. Flat rate taxes with adjustment costs and several capital stocks and household types
    Proceedings, 1993, (Mar)
    See also Working Paper (1993)
  2. On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
    Journal of Economic Dynamics and Control, 1993, 17, (5-6), 705-721 Downloads View citations (8)
  3. Recursive linear models of dynamic economies
    Proceedings, 1993, (Mar) View citations (42)
    See also Working Paper (1990)
  4. Seasonality and approximation errors in rational expectations models
    Journal of Econometrics, 1993, 55, (1-2), 21-55 Downloads View citations (47)

1991

  1. Equilibrium with signal extraction from endogenous variables
    Journal of Economic Dynamics and Control, 1991, 15, (2), 245-273 Downloads View citations (50)

1990

  1. Money as a medium of exchange in an economy with artificially intelligent agents
    Journal of Economic Dynamics and Control, 1990, 14, (2), 329-373 Downloads View citations (80)
  2. The analytics of German monetary unification
    Economic Review, 1990, (Fall), 33-50 Downloads View citations (2)

1989

  1. Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information
    Journal of Political Economy, 1989, 97, (6), 1306-22 Downloads View citations (71)
  2. Convergence of least squares learning mechanisms in self-referential linear stochastic models
    Journal of Economic Theory, 1989, 48, (2), 337-368 Downloads View citations (256)
  3. Interpreting new evidence about China and U.S. silver purchases
    Journal of Monetary Economics, 1989, 23, (1), 31-51 Downloads View citations (5)
  4. Two Models of Measurements and the Investment Accelerator
    Journal of Political Economy, 1989, 97, (2), 251-87 Downloads View citations (184)

1988

  1. Models of business cycles: A review essay
    Journal of Monetary Economics, 1988, 22, (3), 523-542 Downloads View citations (8)
  2. Straight time and overtime in equilibrium
    Journal of Monetary Economics, 1988, 21, (2-3), 281-308 Downloads View citations (35)
    See also Working Paper (1987)
  3. The Fate of Systems with "Adaptive" Expectations
    American Economic Review, 1988, 78, (2), 168-72 Downloads View citations (21)

1987

  1. Irrelevance of Open Market Operations in Some Economies with Government Currency Being Dominated in Rate of Return
    American Economic Review, 1987, 77, (1), 78-92 Downloads View citations (22)

1986

  1. Interpreting the Reagan deficits
    Economic Review, 1986, (Fall), 5-12 Downloads View citations (2)

1985

  1. Interest on reserves
    Journal of Monetary Economics, 1985, 15, (3), 279-290 Downloads View citations (17)

1984

  1. A reply to Darby
    Quarterly Review, 1984, (Spr) Downloads View citations (6)
  2. Autoregressions, Expectations, and Advice
    American Economic Review, 1984, 74, (2), 408-15 Downloads View citations (25)

1983

  1. A model of commodity money
    Journal of Monetary Economics, 1983, 12, (1), 163-187 Downloads View citations (35)
    See also Working Paper (1983)
  2. Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time
    International Economic Review, 1983, 24, (1), 1-20 Downloads View citations (2)
    See also Working Paper (1981)
  3. Speculations about the speculation against the Hong Kong dollar
    Quarterly Review, 1983, (Fall) Downloads View citations (3)
  4. The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities
    Econometrica, 1983, 51, (2), 377-87 Downloads View citations (19)
    See also Working Paper (1981)

1982

  1. Beyond Demand and Supply Curves in Macroeconomics
    American Economic Review, 1982, 72, (2), 382-89 Downloads View citations (18)
    See also Working Paper (1982)
  2. Instrumental variables procedures for estimating linear rational expectations models
    Journal of Monetary Economics, 1982, 9, (3), 263-296 Downloads View citations (16)
    See also Working Paper (1981)
  3. The Real-Bills Doctrine versus the Quantity Theory: A Reconsideration
    Journal of Political Economy, 1982, 90, (6), 1212-36 Downloads View citations (69)

1981

  1. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
    Economics Letters, 1981, 8, (3), 255-260 Downloads View citations (14)
    See also Working Paper (1981)
  2. Interpreting Economic Time Series
    Journal of Political Economy, 1981, 89, (2), 213-48 Downloads View citations (29)
    See also Working Paper (1980)
  3. Some unpleasant monetarist arithmetic
    Quarterly Review, 1981, (Fall) Downloads View citations (445)

1980

  1. "Tobin's q" and the rate of investment in general equilibrium
    Carnegie-Rochester Conference Series on Public Policy, 1980, 12, (1), 107-154 Downloads View citations (19)
    See also Working Paper (1979)
  2. Formulating and estimating dynamic linear rational expectations models
    Journal of Economic Dynamics and Control, 1980, 2, (1), 7-46 Downloads View citations (246)
    See also Working Paper (1979)
  3. Rational expectations and the reconstruction of macroeconomics
    Quarterly Review, 1980, (Sum) Downloads View citations (3)

1979

  1. A note on maximum likelihood estimation of the rational expectations model of the term structure
    Journal of Monetary Economics, 1979, 5, (1), 133-143 Downloads View citations (51)
    See also Working Paper (1978)
  2. After Keynesian macroeconomics
    Quarterly Review, 1979, (Spr) Downloads View citations (54)
  3. Causality, Exogeneity, and Natural Rate Models: Reply to C. R. Nelson and B. T. McCallum
    Journal of Political Economy, 1979, 87, (2), 403-09 Downloads
  4. Estimating vector autoregressions using methods not based on explicit economic theories
    Quarterly Review, 1979, (Sum) Downloads View citations (12)
  5. The Demand for Money during Hyperinflation under Rational Expectations: II
    International Economic Review, 1979, 20, (3), 741-58 Downloads View citations (19)
    Also in International Economic Review, 1977, 18, (1), 59-82 (1977) Downloads View citations (26)

    See also Working Paper (1976)

1978

  1. A little bit of evidence on the natural rate hypothesis from the U.S
    Journal of Monetary Economics, 1978, 4, (2), 315-319 Downloads View citations (4)
    See also Working Paper (1975)
  2. Estimation of Dynamic Labor Demand Schedules under Rational Expectations
    Journal of Political Economy, 1978, 86, (6), 1009-44 Downloads View citations (159)
    See also Working Paper (1978)
  3. Rational Expectations, Econometric Exogeneity, and Consumption
    Journal of Political Economy, 1978, 86, (4), 673-700 Downloads View citations (33)
    See also Working Paper (1977)
  4. Seasonality and portfolio balance under rational expectations
    Journal of Monetary Economics, 1978, 4, (3), 435-458 Downloads View citations (3)
    See also Working Paper (1976)

1977

  1. Observations on Improper Methods of Simulating and Teaching Friedman's Time Series Consumption Model
    International Economic Review, 1977, 18, (2), 445-62 Downloads
    See also Working Paper (1976)

1976

  1. A Classical Macroeconometric Model for the United States
    Journal of Political Economy, 1976, 84, (2), 207-37 Downloads View citations (83)
  2. Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: A note
    Journal of Monetary Economics, 1976, 2, (4), 511-521 Downloads View citations (1)
    See also Working Paper (1976)
  3. Rational expectations and the theory of economic policy
    Journal of Monetary Economics, 1976, 2, (2), 169-183 Downloads View citations (72)
    See also Working Paper (1974)
  4. Response to Rodney Jacobs
    Journal of Monetary Economics, 1976, 2, (4), 529-529 Downloads
  5. The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics
    Journal of Political Economy, 1976, 84, (3), 631-40 Downloads View citations (38)
    See also Working Paper (1975)

1975

  1. "Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule
    Journal of Political Economy, 1975, 83, (2), 241-54 Downloads View citations (369)
  2. The response of interest rates to expected inflation in the MPS model
    Journal of Monetary Economics, 1975, 1, (1), 111-115 Downloads

1974

  1. The Elasticity of Substitution and Cyclical Behavior of Productivity, Wages, and Labor's Share
    American Economic Review, 1974, 64, (2), 257-63 Downloads View citations (3)

1973

  1. "Rational Expectations": A Correction
    Brookings Papers on Economic Activity, 1973, 4, (3), 799-800 Downloads View citations (2)
  2. Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox
    Journal of Money, Credit and Banking, 1973, 5, (1), 385-449 Downloads View citations (11)
    See also Working Paper (1971)
  3. Monetary and Fiscal Policy in a Two-Sector Aggregative Model
    American Economic Review, 1973, 63, (3), 345-65 Downloads View citations (4)
    See also Working Paper (1972)
  4. Rational Expectations and the Dynamics of Hyperinflation
    International Economic Review, 1973, 14, (2), 328-50 Downloads View citations (65)
  5. Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment
    Brookings Papers on Economic Activity, 1973, 4, (2), 429-480 Downloads View citations (59)
  6. The Stability of Models of Money and Growth with Perfect Foresight
    Econometrica, 1973, 41, (6), 1043-48 Downloads View citations (69)

1972

  1. Anticipated Inflation and Nominal Interest
    The Quarterly Journal of Economics, 1972, 86, (2), 212-25 Downloads View citations (1)
  2. Rational Expectations and the Term Structure of Interest Rates
    Journal of Money, Credit and Banking, 1972, 4, (1), 74-97 Downloads View citations (21)

1971

  1. A Note on the 'Accelerationist' Controversy
    Journal of Money, Credit and Banking, 1971, 3, (3), 721-25 Downloads View citations (57)
  2. Market Transaction Costs, Asset Demand Functions, and the Relative Potency of Monetary and Fiscal Policy
    Journal of Money, Credit and Banking, 1971, 3, (2), 469-505 Downloads
  3. Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
    Econometrica, 1971, 39, (3), 501-10 Downloads View citations (12)
  4. The Optimum Monetary Instrument Variable in a Linear Economic Model
    Canadian Journal of Economics, 1971, 4, (1), 50-60 Downloads View citations (2)

1970

  1. Money Within the General Framework of the Economic System: Discussion
    American Economic Review, 1970, 60, (2), 57-58
  2. Money-Market Rates, the Discount Rate, and Borrowing from the Federal Reserve
    Journal of Money, Credit and Banking, 1970, 2, (1), 56-82 Downloads

1969

  1. Commodity Price Expectations and the Interest Rate
    The Quarterly Journal of Economics, 1969, 83, (1), 127-40 Downloads View citations (13)
  2. The Term Structure of Interest Rates in Canada
    Canadian Journal of Economics, 1969, 2, (1), 65-77 Downloads

Books

2013

  1. Rational Expectations and Inflation (Third Edition), vol 1
    Economics Books, Princeton University Press
  2. Recursive Models of Dynamic Linear Economies, vol 1
    Economics Books, Princeton University Press View citations (3)

2012

  1. Recursive Macroeconomic Theory, Third Edition, vol 1
    MIT Press Books, The MIT Press View citations (8)

2004

  1. Recursive Macroeconomic Theory, 2nd Edition, vol 1
    MIT Press Books, The MIT Press View citations (190)

1993

  1. Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures
    OUP Catalogue, Oxford University Press View citations (27)

Chapters

2010

  1. How Sweden's Unemployment Became More Like Europe's
    A chapter in Reforming the Welfare State: Recovery and Beyond in Sweden, 2010, pp 189-223 Downloads View citations (1)
  2. Wanting Robustness in Macroeconomics
    Chapter 20 in Handbook of Monetary Economics, 2010, vol. 3, pp 1097-1157 Downloads View citations (7)

2007

  1. Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries, and Savings
    A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 181-246 Downloads View citations (8)
    See also Working Paper (2007)
  2. Introduction to Robustness
    (Robustness)
    Princeton University Press Downloads View citations (54)

2002

  1. Evolving Post-World War II U.S. Inflation Dynamics
    A chapter in NBER Macroeconomics Annual 2001, Volume 16, 2002, pp 331-388 Downloads View citations (19)
    See also Working Paper

1997

  1. Taxes and Subsidies in Swedish Unemployment
    A chapter in The Welfare State in Transition: Reforming the Swedish Model, 1997, pp 299-314 Downloads

1996

  1. Mechanics of forming and estimating dynamic linear economies
    Chapter 04 in Handbook of Computational Economics, 1996, vol. 1, pp 171-252 Downloads View citations (58)
    See also Working Paper (1994)
  2. Neural networks for encoding and adapting in dynamic economies
    Chapter 09 in Handbook of Computational Economics, 1996, vol. 1, pp 441-470 Downloads View citations (2)

1993

  1. A Dynamic Index Model for Large Cross Sections
    A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 285-310 Downloads View citations (29)
    See also Working Paper (1993)

1982

  1. The Ends of Four Big Inflations
    A chapter in Inflation: Causes and Effects, 1982, pp 41-98 Downloads View citations (95)
    See also Working Paper (1981)

1976

  1. Interest Rates and Expected Inflation: A Selective Summary of Recent Research
    A chapter in Explorations in Economic Research, Volume 3, number 3, 1976, pp 1-23 Downloads View citations (3)

1973

  1. What Do Regressions of Interest on Inflation Show
    A chapter in Annals of Economic and Social Measurement, Volume 2, number 3, 1973, pp 287-299 Downloads View citations (3)

1971

  1. Expectations at the Short End of the Yield Curve: An Application of Macaulay's Test
    A chapter in Essays on Interest Rates, Vol. 2, 1971, pp 391-412 Downloads View citations (2)

Software Items

2013

  1. Code and data files for "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2014)

2011

  1. Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2011)

2001

  1. Matlab code for the robustness in forward looking models, oligopoly example
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

2000

  1. Matlab code for policy iteration algorithm
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

1999

  1. Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Matlab code for Neal's model of career choice
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Matlab code for the Bewley model with production
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

1998

  1. Optimal Fiscal Policy in a Linear Stochastic Economy
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads View citations (1)

1995

  1. Matlab code for robust Muth decision filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Matlab code for robustifying Muth Filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

Undated

  1. Hansen-Janagathan bounds computation
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Matlab code for Jovanovic's matching model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Matlab code for a Laffer curve equilibrium
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  5. Matlab code for limit of a Nash linear quadratic two-player dynamic game
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  6. Matlab code for robust Ramsey tax policies
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  7. Matlab code for the Kalman filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  8. Matlab code for the Riccati solution to linear quadratic model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  9. Matlab code for the frequency response of a digital filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  10. Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  11. Matlab code for the spectrum of a stochastic process
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  12. Matlab programs by Hansen and T. Sargent
    Matlab codes Downloads
 
Page updated 2014-12-22