Details about Albert Marcet

Homepage:	https://www.crei.cat/people/albert-marcet/
Postal address:	CREI Edifici Mercè Rodoreda, 23 Carrer Ramon Trias Fargas, 25-27 08005 Barcelona Spain
Workplace:	Centre de Recerca en Economia Internacional (CREI) (Center for Research in International Economics (CREI)), Barcelona School of Economics (BSE), (more information at EDIRC) Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona School of Economics (BSE), (more information at EDIRC)

Access statistics for papers by Albert Marcet.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pma173

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Working Papers

2022

1. Pareto-Improving Optimal Capital and Labor Taxes
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
   Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) View citations (7)
   2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (1)
   Working Papers, Barcelona School of Economics (2016) View citations (7)
   See also Journal Article Pareto-Improving Optimal Capital and Labor Taxes, Journal of Political Economy, University of Chicago Press (2023) View citations (2) (2023)

2019

2. A Short Note on Optimal Debt Management under Asymmetric Information
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
3. Government debt management: The long and the short of it
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (14)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (21)
   See also Journal Article Government Debt Management: The Long and the Short of It, The Review of Economic Studies, Review of Economic Studies Ltd (2019) View citations (14) (2019)
4. Long Term Government Bonds
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (7)
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (14)
5. On the Risk of Leaving the Euro
   Working Papers, Federal Reserve Bank of Minneapolis

2016

6. Optimal Policy with General Signal Extraction
   Working Papers, Barcelona School of Economics
   See also Journal Article Optimal policy with general signal extraction, Journal of Monetary Economics, Elsevier (2021) View citations (1) (2021)

2015

7. Can a Financial Transaction Tax Prevent Stock Price Booms?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
   Also in Working Papers, University of Mannheim, Department of Economics (2015) View citations (8)
   Working Papers, Barcelona School of Economics (2015) View citations (8)
   See also Journal Article Can a financial transaction tax prevent stock price booms?, Journal of Monetary Economics, Elsevier (2015) View citations (8) (2015)
8. Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
   Working Papers, Barcelona School of Economics
9. Debt and Deficit Fluctuations and the Structure of Bond Markets
   Working Papers, Barcelona School of Economics View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (12)
   UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2007) View citations (2)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations (9)
   See also Journal Article Debt and deficit fluctuations and the structure of bond markets, Journal of Economic Theory, Elsevier (2009) View citations (40) (2009)
10. Government Debt Management: The Long and the Short of It (Plus Appendix)
    Working Papers, Barcelona School of Economics View citations (5)
11. In Search of a Theory of Debt Management
    Working Papers, Barcelona School of Economics View citations (10)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (12)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) View citations (15)
    See also Journal Article In search of a theory of debt management, Journal of Monetary Economics, Elsevier (2010) View citations (55) (2010)
12. Incomplete Markets, Labor Supply and Capital Accumulation
    Working Papers, Barcelona School of Economics View citations (19)
    Also in SciencePo Working papers Main, HAL (2007) View citations (5)
    Working Papers, HAL (2003) View citations (4)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations (47)
    Post-Print, HAL (2007) View citations (43)
    SciencePo Working papers Main, HAL (2003)
    See also Journal Article Incomplete markets, labor supply and capital accumulation, Journal of Monetary Economics, Elsevier (2007) View citations (55) (2007)
13. Money and Prices in Models of Bounded Rationality in High Inflation Economies
    Working Papers, Barcelona School of Economics
    Also in Working Paper Series, European Central Bank (2005) View citations (8)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (10)
    See also Journal Article Money and Prices in Models of Bounded Rationality in High Inflation Economies, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2005) View citations (10) (2005)
14. Online Appendix to 'Priors about Observables in Vector Autoregressions'
    Working Papers, Barcelona School of Economics View citations (1)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2013) View citations (1)
15. Priors about Observables in Vector Autoregressions
    Working Papers, Barcelona School of Economics View citations (1)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2013) View citations (1)
    See also Journal Article Priors about observables in vector autoregressions, Journal of Econometrics, Elsevier (2019) View citations (8) (2019)
16. Recursive Contracts
    Working Papers, Barcelona School of Economics View citations (30)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (33)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1998) View citations (81)
    Economics Working Papers, European University Institute (1998) View citations (112)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011) View citations (33)
    Economics Working Papers, European University Institute (2011) View citations (76)
    See also Journal Article Recursive Contracts, Econometrica, Econometric Society (2019) View citations (15) (2019)
17. Stock Market Volatility and Learning
    Working Papers, Barcelona School of Economics View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (16)
    Working Papers, University of Mannheim, Department of Economics (2012) View citations (15)
    Working Papers, Federal Reserve Bank of Minneapolis (2015) View citations (13)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
    Working Paper Series, European Central Bank (2008) View citations (34)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) View citations (35)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011) View citations (2)
    See also Journal Article Stock Market Volatility and Learning, Journal of Finance, American Finance Association (2016) View citations (106) (2016)
18. Stock Price Booms and Expected Capital Gains
    Working Papers, Barcelona School of Economics View citations (11)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2014) View citations (14)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (46)
    Working Papers, University of Mannheim, Department of Economics (2014) View citations (13)
    See also Journal Article Stock Price Booms and Expected Capital Gains, American Economic Review, American Economic Association (2017) View citations (132) (2017)
19. The HP-Filter in Cross-Country Comparisons
    Working Papers, Barcelona School of Economics View citations (11)
    Also in Studies on the Spanish Economy, FEDEA View citations (34)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (18)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations (12)

2014

20. Modelling Long Bonds - The Case of Optimal Fiscal Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
21. Optimal Policy with Endogenous Signal Extraction
    2014 Meeting Papers, Society for Economic Dynamics

2012

22. The Impact of Debt Levels and Debt Maturity on Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    See also Journal Article The Impact of Debt Levels and Debt Maturity on Inflation, Economic Journal, Royal Economic Society (2013) View citations (36) (2013)

2011

23. Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (15)
    Also in Working Paper Series, European Central Bank (2010) View citations (8)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
24. Booms and Busts in Asset Prices
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (10)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2010) View citations (25)
25. House Price Booms and the Current Account
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (107)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (100)
    See also Journal Article House Price Booms and the Current Account, NBER Macroeconomics Annual, University of Chicago Press (2012) View citations (89) (2012)
    Chapter House Price Booms and the Current Account, NBER Chapters, National Bureau of Economic Research, Inc (2011) View citations (97) (2011)
26. Internal Rationality, Imperfect Market Knowledge and Asset Prices
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (113)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (8)
    See also Journal Article Internal rationality, imperfect market knowledge and asset prices, Journal of Economic Theory, Elsevier (2011) View citations (116) (2011)

2010

27. Convergence of Least Squares Learning in Environments With Private Information
    Levine's Working Paper Archive, David K. Levine
28. Equity Issuance and Divident Policy under Commitment
    Department of Economics Working Papers, Stony Brook University, Department of Economics

2009

29. Debt Management under Incomplete Markets and Transaction Costs
    2009 Meeting Papers, Society for Economic Dynamics
30. Internal Rationality and Asset Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
31. Money, Prices and Monetary Policy
    2009 Meeting Papers, Society for Economic Dynamics
32. Polarization under incomplete markets and endogenous labor productivity
    2009 Meeting Papers, Society for Economic Dynamics
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) View citations (1)

2008

33. Equity Financing
    2008 Meeting Papers, Society for Economic Dynamics View citations (2)

2007

34. A note on borrowing limits and welfare
    2007 Meeting Papers, Society for Economic Dynamics
35. Fiscal Insurance and Debt Management in OECD Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2007) View citations (6)
    See also Journal Article Fiscal Insurance and Debt Management in OECD Economies, Economic Journal, Royal Economic Society (2008) View citations (30) (2008)
36. Labor supply, precautionary saving and growth
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2006

37. Debt Management Under Complete Markets
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)
38. Learning and Stock Market Volatility
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (15)

2004

39. Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

40. Money and prices in models of bounded rationality
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta

2001

41. Optimal taxation without state-contingent debt
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (56)
    See also Journal Article Optimal Taxation without State-Contingent Debt, Journal of Political Economy, University of Chicago Press (2002) View citations (376) (2002)
42. Recurrent hyperinflations and learning
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations (18)
    Working Papers, CEMFI (1997) View citations (5)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1997) View citations (4)
    See also Journal Article Recurrent Hyperinflations and Learning, American Economic Review, American Economic Association (2003) View citations (167) (2003)

2000

43. THE FISCAL COSTS OF DEBT LIMITS
    Computing in Economics and Finance 2000, Society for Computational Economics

1999

44. The poor stay poor: Non-convergence across countries and regions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (26)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (167)

1998

45. Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (20)
    See also Journal Article EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS, Macroeconomic Dynamics, Cambridge University Press (1999) View citations (28) (1999)
46. Parameterized expectations approach; Some practical issues
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (20)
    See also Software Item The Parameterized Expectations Approach: Some Practical Issues, QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1998) View citations (20) (1998)

1995

47. Supply side interventions and redistribution
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (39)
    See also Journal Article Supply Side Interventions and Redistribution, Economic Journal, Royal Economic Society (2010) View citations (38) (2010)

1994

48. Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (46)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1994) View citations (47)
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (19)

1993

49. Accuracy in simulations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (8)
    See also Journal Article Accuracy in Simulations, The Review of Economic Studies, Review of Economic Studies Ltd (1994) View citations (145) (1994)
50. Growth, capital flows and enforcement constaints: The case of Africa
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)
    See also Journal Article Growth, capital flows and enforcement constraints: The case of Africa, European Economic Review, Elsevier (1993) View citations (7) (1993)

1992

51. Communication, commitment, and growth
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (114)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1991)
    See also Journal Article Communication, commitment, and growth, Journal of Economic Theory, Elsevier (1992) View citations (108) (1992)
52. Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (8)
53. Speed of convergence of recursive least squares learning with ARMA perceptions
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)

1991

54. Simulation analysis of dynamic stochastic models: Applications to theory and estimation
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (8)
55. Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (5)

Journal Articles

2023

1. Pareto-Improving Optimal Capital and Labor Taxes
   Journal of Political Economy, 2023, 131, (7), 1904 - 1946 View citations (2)
   See also Working Paper Pareto-Improving Optimal Capital and Labor Taxes, Economics Working Papers (2022) View citations (1) (2022)

2021

2. Optimal policy with general signal extraction
   Journal of Monetary Economics, 2021, 118, (C), 54-86 View citations (1)
   See also Working Paper Optimal Policy with General Signal Extraction, Working Papers (2016) (2016)

2019

3. Government Debt Management: The Long and the Short of It
   The Review of Economic Studies, 2019, 86, (6), 2554-2604 View citations (14)
   See also Working Paper Government debt management: The long and the short of it, LIDAM Reprints CORE (2019) View citations (14) (2019)
4. Priors about observables in vector autoregressions
   Journal of Econometrics, 2019, 209, (2), 238-255 View citations (8)
   See also Working Paper Priors about Observables in Vector Autoregressions, Working Papers (2015) View citations (1) (2015)
5. Recursive Contracts
   Econometrica, 2019, 87, (5), 1589-1631 View citations (15)
   See also Working Paper Recursive Contracts, Working Papers (2015) View citations (30) (2015)

2017

6. Stock Price Booms and Expected Capital Gains
   American Economic Review, 2017, 107, (8), 2352-2408 View citations (132)
   See also Working Paper Stock Price Booms and Expected Capital Gains, Working Papers (2015) View citations (11) (2015)

2016

7. Stock Market Volatility and Learning
   Journal of Finance, 2016, 71, (1), 33-82 View citations (106)
   See also Working Paper Stock Market Volatility and Learning, Working Papers (2015) View citations (9) (2015)

2015

8. Can a financial transaction tax prevent stock price booms?
   Journal of Monetary Economics, 2015, 76, (S), S90-S109 View citations (8)
   See also Working Paper Can a Financial Transaction Tax Prevent Stock Price Booms?, CEPR Discussion Papers (2015) View citations (8) (2015)

2013

9. El nuevo reto en Macroeconomía: la modelización y la medición de expectativas
   Boletín Económico, 2013, (JUL), 125-131
10. The Impact of Debt Levels and Debt Maturity on Inflation
    Economic Journal, 2013, F164-F192 View citations (36)
    See also Working Paper The Impact of Debt Levels and Debt Maturity on Inflation, CEPR Discussion Papers (2012) View citations (10) (2012)

2012

11. House Price Booms and the Current Account
    NBER Macroeconomics Annual, 2012, 26, (1), 77 - 122 View citations (89)
    See also Chapter House Price Booms and the Current Account, NBER Chapters, 2011, 77-122 (2011) View citations (97) (2011)
    Working Paper House Price Booms and the Current Account, CEP Discussion Papers (2011) View citations (107) (2011)

2011

12. Internal rationality, imperfect market knowledge and asset prices
    Journal of Economic Theory, 2011, 146, (3), 1224-1252 View citations (116)
    See also Working Paper Internal Rationality, Imperfect Market Knowledge and Asset Prices, CEP Discussion Papers (2011) View citations (113) (2011)

2010

13. In search of a theory of debt management
    Journal of Monetary Economics, 2010, 57, (7), 821-836 View citations (55)
    See also Working Paper In Search of a Theory of Debt Management, Working Papers (2015) View citations (10) (2015)
14. Supply Side Interventions and Redistribution
    Economic Journal, 2010, 120, (543), 105-130 View citations (38)
    See also Working Paper Supply side interventions and redistribution, Economics Working Papers (1995) View citations (39) (1995)

2009

15. Debt and deficit fluctuations and the structure of bond markets
    Journal of Economic Theory, 2009, 144, (2), 473-501 View citations (40)
    See also Working Paper Debt and Deficit Fluctuations and the Structure of Bond Markets, Working Papers (2015) View citations (2) (2015)

2008

16. Fiscal Insurance and Debt Management in OECD Economies
    Economic Journal, 2008, 118, (527), 363-386 View citations (30)
    Also in Economic Journal, 2008, 118, (527), 363-386 (2008) View citations (16)
    See also Working Paper Fiscal Insurance and Debt Management in OECD Economies, CEPR Discussion Papers (2007) View citations (2) (2007)

2007

17. Incomplete markets, labor supply and capital accumulation
    Journal of Monetary Economics, 2007, 54, (8), 2621-2635 View citations (55)
    See also Working Paper Incomplete Markets, Labor Supply and Capital Accumulation, Working Papers (2015) View citations (19) (2015)

2005

18. Money and Prices in Models of Bounded Rationality in High Inflation Economies
    Review of Economic Dynamics, 2005, 8, (2), 452-479 View citations (10)
    See also Working Paper Money and Prices in Models of Bounded Rationality in High Inflation Economies, Working Papers (2015) (2015)

2003

19. Recurrent Hyperinflations and Learning
    American Economic Review, 2003, 93, (5), 1476-1498 View citations (167)
    See also Working Paper Recurrent hyperinflations and learning, Economics Working Papers (2001) View citations (1) (2001)

2002

20. Optimal Taxation without State-Contingent Debt
    Journal of Political Economy, 2002, 110, (6), 1220-1254 View citations (376)
    See also Working Paper Optimal taxation without state-contingent debt, Economics Working Papers (2001) View citations (56) (2001)

1999

21. EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
    Macroeconomic Dynamics, 1999, 3, (2), 243-277 View citations (28)
    See also Working Paper Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints, Economics Working Papers (1998) View citations (20) (1998)

1994

22. Accuracy in Simulations
    The Review of Economic Studies, 1994, 61, (1), 3-17 View citations (145)
    See also Working Paper Accuracy in simulations, Economics Working Papers (1993) View citations (8) (1993)

1993

23. Growth, capital flows and enforcement constraints: The case of Africa
    European Economic Review, 1993, 37, (2-3), 418-425 View citations (7)
    See also Working Paper Growth, capital flows and enforcement constaints: The case of Africa, Economics Working Papers (1993) View citations (4) (1993)

1992

24. Communication, commitment, and growth
    Journal of Economic Theory, 1992, 58, (2), 219-249 View citations (108)
    See also Working Paper Communication, commitment, and growth, Discussion Paper / Institute for Empirical Macroeconomics (1992) View citations (114) (1992)

1990

25. Solving the Stochastic Growth Model by Parameterizing Expectations
    Journal of Business & Economic Statistics, 1990, 8, (1), 31-34 View citations (220)
    See also Software Item FORTRAN code for Simulation Parameterized Expecations Algorithm, QM&RBC Codes (1990) (1990)

1989

26. 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 (154)
27. Convergence of least squares learning mechanisms in self-referential linear stochastic models
    Journal of Economic Theory, 1989, 48, (2), 337-368 View citations (499)

1988

28. The Fate of Systems with "Adaptive" Expectations
    American Economic Review, 1988, 78, (2), 168-72 View citations (40)

Chapters

2012

1. Debt management and optimal fiscal policy with long bonds
   A chapter in Threat of fiscal dominance?, 2012, vol. 65, pp 177-212 View citations (6)

2011

2. House Price Booms and the Current Account
   A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 77-122 View citations (97)
   See also Working Paper House Price Booms and the Current Account, Centre for Economic Performance, LSE (2011) View citations (107) (2011)
   Journal Article House Price Booms and the Current Account, University of Chicago Press (2012) View citations (89) (2012)

Software Items

2001

1. GAUSS code for the HP-filter reformulated as a constrained minimization problem
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

1998

2. The Parameterized Expectations Approach: Some Practical Issues
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (20)
   See also Working Paper Parameterized expectations approach; Some practical issues, Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1998) View citations (20) (1998)

1990

3. FORTRAN code for Simulation Parameterized Expecations Algorithm
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
   See also Journal Article Solving the Stochastic Growth Model by Parameterizing Expectations, Journal of Business & Economic Statistics, American Statistical Association (1990) View citations (220) (1990)