Details about Thomas Sargent

E-mail:
Homepage:	http://www.stanford.edu/~sargent
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, (more information at EDIRC)

Access statistics for papers by Thomas Sargent.

Last updated 2008-09-21. Update your information in the RePEc Author Service.

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Working Papers

2008

1. Inflation-Gap Persistence in the U.S
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
2. Israel 1983: A Bout of Unpleasant Monetarist Arithmetic
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2007

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

2006

6. A,B,C's (and D's)'s for Understanding VARS
   Levine's Bibliography, UCLA Department of Economics View citations
   Also in
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations
   NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations
   Working Paper, Federal Reserve Bank of Atlanta (2005) View citations
   Levine's Bibliography, UCLA Department of Economics (2005) View citations
7. Economic and VAR Shocks: What Can Go Wrong?
   Levine's Bibliography, UCLA Department of Economics
8. Indivisible Labor and Its Supply Elasticity: Do Taxes Explain European Employment?
   2006 Meeting Papers, Society for Economic Dynamics
9. The Conquest of South American Inflation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in
   Working Paper, Federal Reserve Bank of Atlanta (2006) View citations

2005

10. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson
    2005 Meeting Papers, Society for Economic Dynamics View citations
11. Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
12. Politics and Efficiency of Separating Capital and Ordinary Government Budgets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations
    Working Paper Series, Federal Reserve Bank of Chicago (2005) View citations
    See Also Journal Article in The Quarterly Journal of Economics (2006)
13. Recursive robust estimation and control without commitment
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations
    See Also Journal Article in Journal of Economic Theory (2007)
14. The European Unemployment Experience: Theoretical Robustness
    2005 Meeting Papers, Society for Economic Dynamics
15. The conquest of U.S. inflation: learning and robustness to model uncertainty
    Working Paper Series, European Central Bank View citations
    See Also Journal Article in Review of Economic Dynamics (2005)

2004

16. European Unemployment and Turbulence Revisited in a Matching Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See Also Journal Article in Journal of the European Economic Association (2004)
17. Shocks and Government Beliefs: The Rise and Fall of American Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in
    Working Paper, Federal Reserve Bank of Atlanta (2004) View citations
    See Also Journal Article in American Economic Review (2006)
18. Sustaining a Time-Consistent Ramsey Plan with Options
    2004 Meeting Papers, Society for Economic Dynamics

2003

19. Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System
    CFS Working Paper Series, Center for Financial Studies View citations
    See Also Journal Article in Journal of Economic Dynamics and Control (2005)
20. Drifts and volatilities: monetary policies and outcomes in the post WWII U.S
    Working Paper, Federal Reserve Bank of Atlanta View citations
    Also in
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University View citations
    See Also Journal Article in Review of Economic Dynamics (2005)
21. Impacts of priors on convergence and escapes from Nash inflation
    Working Paper, Federal Reserve Bank of Atlanta View citations
    See Also Journal Article in Review of Economic Dynamics (2005)

2002

22. The European Employment Experience
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

2001

23. Optimal Taxation without State-Contingent Debt
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations
    See Also Journal Article in Journal of Political Economy (2002)

2000

24. Escaping Nash inflation
    Working Paper Series, European Central Bank
    See Also Journal Article in Review of Economic Studies (2002)

1998

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

1997

26. Robust Permanent Income and Pricing
    Levine's Working Paper Archive, UCLA Department of Economics View citations
    Also in
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations
    See Also Journal Article in Review of Economic Studies (1999)
27. The European Unemployment Dilemma
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
    Also in
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) (1996) View citations
    Working Paper Series, Research Institute of Industrial Economics (1997) View citations
    Research Institute of Industrial Economics Working Papers, Research Institute of Industrial Economics (1997) View citations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations
    See Also Journal Article in Journal of Political Economy (1998)
28. The big problem of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations
    See Also Journal Article in Journal of Money, Credit and Banking (1999)
29. The evolution of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations

1995

30. On the mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis View citations

1994

31. Mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Chapter (1996)

1993

32. A Dynamic Index Model for Large Cross Sections
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations
    Also in
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations
33. 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

34. Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations

1991

35. 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

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

1989

37. MONEY AS A MEDIUM OF EXCHANGE IN AN ECONOMY WITH ARTIFICIALLY INTELLIGENT AGENTS
    Working Papers, Stanford - Hoover Institution View citations
    See Also Journal Article in Journal of Economic Dynamics and Control (1990)

1987

38. Straight Time and Overtime in Equilibrium
    UCLA Economics Working Papers, UCLA Department of Economics View citations
    See Also Journal Article in Journal of Monetary Economics (1988)

1986

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

1985

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

1983

41. A model of commodity money
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in Journal of Monetary Economics (1983)
42. Identification of continuous time rational expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis View citations

1982

43. Beyond demand and supply curves in macroeconomics
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in American Economic Review (1982)
44. Formulating and estimating continuous time rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations

1981

45. "Dollarization," seignorage, and the demand for money
    Working Papers, Federal Reserve Bank of Minneapolis
46. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in Economics Letters (1981)
47. Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in International Economic Review (1983)
48. Exact linear rational expectations models: specification and estimation
    Staff Report, Federal Reserve Bank of Minneapolis View citations
49. Instrumental variables procedures for estimating linear rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in Journal of Monetary Economics (1982)
50. Stopping moderate inflations: the methods of Poincaré and Thatcher
    Working Papers, Federal Reserve Bank of Minneapolis View citations
51. The dimensionality of the aliasing problem in models with rational spectral densities
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in Econometrica (1983)
52. The ends of four big inflations
    Working Papers, Federal Reserve Bank of Minneapolis View citations
53. The real bills doctrine vs. the quantity theory: a reconsideration
    Staff Report, Federal Reserve Bank of Minneapolis View citations

1980

54. Interpreting economic time series
    Staff Report, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in Journal of Political Economy (1981)
55. Linear rational expectations models for dynamically interrelated variables
    Working Papers, Federal Reserve Bank of Minneapolis View citations
56. Methods for estimating continuous time Rational Expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis View citations
57. Rational expectations models and the aliasing phenomenon
    Staff Report, Federal Reserve Bank of Minneapolis View citations

1979

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

1978

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

1977

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

1976

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

1975

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

1974

73. Dynamic analysis of a Keynesian model
    Working Papers, Federal Reserve Bank of Minneapolis
74. Rational expectations and the theory of economic policy
    Working Papers, Federal Reserve Bank of Minneapolis View citations
    See Also Journal Article in Journal of Monetary Economics (1976)
75. Unemployment and stabilization policy in a two-sector, two-country aggregative model
    Working Papers, Federal Reserve Bank of Minneapolis

1972

76. 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
    See Also Journal Article in American Economic Review (1973)

1971

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

Undated

78. Alternative Monetary Policies in a Turnpike Economy
    Papers, Stanford University, Hoover Institution View citations
79. An Appreciation of A. W. Phillips
    Papers, Stanford University, Hoover Institution
80. Coinage, Debasements, and Gresham's Laws
    Papers, Stanford University, Hoover Institution
    See Also Journal Article in Economic Theory (1997)
81. Evolving Post-World War II U.S. Inflation Dynamics
    Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University View citations
82. Expectations and the Nonneutrality of Lucas
    Papers, Stanford University, Hoover Institution
    See Also Journal Article in Journal of Monetary Economics (1996)
83. Neural Networks for Encoding and Adapting in Dynamic Economics
    Papers, Stanford University, Hoover Institution View citations
    See Also Chapter (1996)
84. Two Computational Experiments to Fund Social Security
    Papers, Stanford University, Hoover Institution View citations

Journal Articles

2008

1. ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING
   International Economic Review, 2008, 49, (1), 185-221
2. Evolution and Intelligent Design
   American Economic Review, 2008, 98, (1), 5-37 View citations
   See Also Working Paper (2007)
3. Taxes, benefits, and careers: Complete versus incomplete markets
   Journal of Monetary Economics, 2008, 55, (1), 98-125
   See Also Working Paper (2007)
4. The market price of risk and the equity premium: A legacy of the Great Depression?
   Journal of Monetary Economics, 2008, 55, (3), 454-476 View citations
5. Two Questions about European Unemployment
   Econometrica, 2008, 76, (1), 1-29

2007

6. ABCs (and Ds) of Understanding VARs
   American Economic Review, 2007, 97, (3), 1021-1026 View citations
7. 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 View citations
8. Commentary on "Long-run risks and financial markets"
   Review, 2007, (Jul), 301-304
9. Recursive robust estimation and control without commitment
   Journal of Economic Theory, 2007, 136, (1), 1-27
   See Also Working Paper (2005)
10. Understanding European unemployment with a representative family model
    Journal of Monetary Economics, 2007, 54, (8), 2180-2204
11. Understanding European unemployment with matching and search-island models
    Journal of Monetary Economics, 2007, 54, (8), 2139-2179 View citations

2006

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

2005

17. 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 View citations
    See Also Working Paper (2003)
18. Certainty equivalence and model uncertainty
    Proceedings, 2005, 17-38 View citations
19. Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S
    Review of Economic Dynamics, 2005, 8, (2), 262-302 View citations
    See Also Working Paper (2003)
20. Impacts of Priors on Convergence and Escapes from Nash Inflation
    Review of Economic Dynamics, 2005, 8, (2), 360-391 View citations
    See Also Working Paper (2003)
21. Knowing the Forecasts of Others
    Review of Economic Dynamics, 2005, 8, (2), 480-497 View citations
22. Robust estimation and control under commitment
    Journal of Economic Theory, 2005, 124, (2), 258-301 View citations
23. TWO COMPUTATIONS TO FUND SOCIAL SECURITY
    Macroeconomic Dynamics, 2005, 1, (01), 7-44
24. The conquest of US inflation: Learning and robustness to model uncertainty
    Review of Economic Dynamics, 2005, 8, (2), 528-563 View citations
    See Also Working Paper (2005)

2004

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

2003

26. 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 View citations
27. Robust control of forward-looking models
    Journal of Monetary Economics, 2003, 50, (3), 581-604 View citations

2002

28. Commentary: the evolution of economic understanding and postwar stabilization policy
    Proceedings, 2002, 79-94 View citations
29. Escaping Nash Inflation
    Review of Economic Studies, 2002, 69, (1), 1-40 View citations
    See Also Working Paper (2000)
30. Optimal Taxation without State-Contingent Debt
    Journal of Political Economy, 2002, 110, (6), 1220-1254 View citations
    See Also Working Paper (2001)
31. Robustness and Pricing with Uncertain Growth
    Review of Financial Studies, 2002, 15, (2), 363-404 View citations

2001

32. Acknowledgement Misspecification in Macroeconomic Theory
    Monetary and Economic Studies, 2001, 19, (S1), 213-27
33. Acknowledging Misspecification in Macroeconomic Theory
    Review of Economic Dynamics, 2001, 4, (3), 519-535 View citations
34. Comment on Fiscal Consequences for Mexico of Adopting the Dollar
    Journal of Money, Credit and Banking, 2001, 33, (2), 617-25 View citations
35. Robust Control and Model Uncertainty
    American Economic Review, 2001, 91, (2), 60-66 View citations
36. Saving and pension reform in general equilibrium models
    Oxford Review of Economic Policy, 2001, 17, (1), 20-39 View citations

1999

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

1998

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

1997

42. Accounting for the federal government's cost of funds
    Economic Perspectives, 1997, (Jul), 18-28 View citations
43. Coinage, debasements, and Gresham's laws
    Economic Theory, 1997, 10, (2), 197-226 View citations
    See Also Working Paper
44. Comment on "Stopping Inflation, Big and Small."
    Journal of Money, Credit and Banking, 1997, 29, (4), 776-77

1996

45. A supply-side explanation of European unemployment
    Economic Perspectives, 1996, (Sep), 2-15 View citations
46. Expectations and the nonneutrality of Lucas
    Journal of Monetary Economics, 1996, 37, (3), 535-548 View citations
    See Also Working Paper

1995

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

1993

50. Flat rate taxes with adjustment costs and several capital stocks and household types
    Proceedings, 1993, (Mar)
    See Also Working Paper (1993)
51. 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 View citations
52. Recursive linear models of dynamic economies
    Proceedings, 1993, (Mar) View citations
    See Also Working Paper (1990)
53. Seasonality and approximation errors in rational expectations models
    Journal of Econometrics, 1993, 55, (1-2), 21-55 View citations

1991

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

1990

55. Money as a medium of exchange in an economy with artificially intelligent agents
    Journal of Economic Dynamics and Control, 1990, 14, (2), 329-373 View citations
    See Also Working Paper (1989)
56. The analytics of German monetary unification
    Economic Review, 1990, (Fall), 33-50

1989

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

1988

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

1987

64. 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 View citations

1986

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

1985

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

1984

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

1983

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

1982

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

1981

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

1980

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

1979

82. A note on maximum likelihood estimation of the rational expectations model of the term structure
    Journal of Monetary Economics, 1979, 5, (1), 133-143 View citations
    See Also Working Paper (1978)
83. After Keynesian macroeconomics
    Quarterly Review, 1979, (Spr) View citations
84. Causality, Exogeneity, and Natural Rate Models: Reply to C. R. Nelson and B. T. McCallum
    Journal of Political Economy, 1979, 87, (2), 403-09
85. Estimating vector autoregressions using methods not based on explicit economic theories
    Quarterly Review, 1979, (Sum) View citations
86. The Demand for Money during Hyperinflation under Rational Expectations: II
    International Economic Review, 1979, 20, (3), 741-58 View citations
    Also in
    International Economic Review, 1977, 18, (1), 59-82 (1977) View citations
    See Also Working Paper (1976)

1978

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

1977

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

1976

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

1975

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

1974

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

1973

100. "Rational Expectations": A Correction
     Brookings Papers on Economic Activity, 1973, 4, (1973-3), 799-800
101. 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 View citations
     See Also Working Paper (1971)
102. Monetary and Fiscal Policy in a Two-Sector Aggregative Model
     American Economic Review, 1973, 63, (3), 345-65 View citations
     See Also Working Paper (1972)
103. Rational Expectations and the Dynamics of Hyperinflation
     International Economic Review, 1973, 14, (2), 328-50 View citations
104. Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment
     Brookings Papers on Economic Activity, 1973, 4, (1973-2), 429-480 View citations
105. The Stability of Models of Money and Growth with Perfect Foresight
     Econometrica, 1973, 41, (6), 1043-48 View citations

1972

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

1971

108. A Note on the 'Accelerationist' Controversy
     Journal of Money, Credit and Banking, 1971, 3, (3), 721-25 View citations
109. 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
110. Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
     Econometrica, 1971, 39, (3), 501-10 View citations
111. The Optimum Monetary Instrument Variable in a Linear Economic Model
     Canadian Journal of Economics, 1971, 4, (1), 50-60 View citations

1970

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

1969

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

Chapters

2007

1. Introduction to Robustness
   A chapter in Robustness, 2007

1996

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

Software Items

2001

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

2000

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

1999

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

1998

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

1995

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

Undated

9. Hansen-Janagathan bounds computation
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
10. Matlab code for Jovanovic's matching model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
11. Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
12. Matlab code for a Laffer curve equilibrium
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
13. Matlab code for limit of a Nash linear quadratic two-player dynamic game
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
14. Matlab code for robust Ramsey tax policies
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
15. Matlab code for the Kalman filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
16. Matlab code for the Riccati solution to linear quadratic model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
17. Matlab code for the frequency response of a digital filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
18. Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
19. Matlab code for the spectrum of a stochastic process
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
20. Matlab programs by Hansen and T. Sargent
    Matlab codes