Details about Albert Marcet
Access statistics for papers by Albert Marcet.
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Short-id: pma173
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Working Papers
2019
- A Short Note on Optimal Debt Management under Asymmetric Information
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
- Government debt management: The long and the short of it
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (19)
See also Journal Article in Review of Economic Studies (2019)
- Long Term Government Bonds
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)
Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (6)
- On the Risk of Leaving the Euro
Working Papers, Federal Reserve Bank of Minneapolis
2016
- Optimal Policy with General Signal Extraction
Working Papers, Barcelona Graduate School of Economics
- Pareto-Improving Optimal Capital and Labor Taxes
Working Papers, Barcelona Graduate School of Economics View citations (8)
Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (1) UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) View citations (5) Working Papers, Barcelona Graduate School of Economics (2008) View citations (3)
2015
- Can a Financial Transaction Tax Prevent Stock Price Booms?
Working Papers, Barcelona Graduate School of Economics View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (4) Working Papers, University of Mannheim, Department of Economics (2015) View citations (1)
See also Journal Article in Journal of Monetary Economics (2015)
- Stock Market Volatility and Learning
Working Papers, Federal Reserve Bank of Minneapolis View citations (12)
Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) View citations (18) Working Papers, Barcelona Graduate School of Economics (2014) View citations (9) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (11) CEP Discussion Papers, Centre for Economic Performance, LSE (2011)  Working Papers, University of Mannheim, Department of Economics (2012) View citations (10) Working Paper Series, European Central Bank (2008) View citations (19)
See also Journal Article in Journal of Finance (2016)
- Stock Price Booms and Expected Capital Gains
Working Papers, Barcelona Graduate School of Economics View citations (9)
Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2014) View citations (11) Working Papers, University of Mannheim, Department of Economics (2014) View citations (11) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (44)
See also Journal Article in American Economic Review (2017)
2014
- Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
Working Papers, Barcelona Graduate School of Economics
- Government Debt Management: The Long and the Short of It (Plus Appendix)
Working Papers, Barcelona Graduate School of Economics View citations (3)
- Modelling Long Bonds - The Case of Optimal Fiscal Policy
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
- Optimal Policy with Endogenous Signal Extraction
2014 Meeting Papers, Society for Economic Dynamics
2013
- Online Appendix to "Priors about Observables in Vector Autoregressions"
Working Papers, Barcelona Graduate 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)
- Priors about Observables in Vector Autoregressions
UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (1)
Also in Working Papers, Barcelona Graduate School of Economics (2013) View citations (1)
See also Journal Article in Journal of Econometrics (2019)
2012
- The Impact of Debt Levels and Debt Maturity on Inflation
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
See also Journal Article in Economic Journal (2013)
2011
- Autoregressions in Small Samples, Priors about Observables and Initial Conditions
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (8)
Also in Working Paper Series, European Central Bank (2010) View citations (5)
- Booms and Busts in Asset Prices
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (8)
Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2010) View citations (12)
- House Price Booms and the Current Account
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (72)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (55)
See also Chapter (2011) Journal Article in NBER Macroeconomics Annual (2012)
- In Search of a Theory of Debt Management
CEP Discussion Papers, Centre for Economic Performance, LSE 
Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) View citations (11) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (7) Working Papers, Barcelona Graduate School of Economics (2008) View citations (2)
See also Journal Article in Journal of Monetary Economics (2010)
- Internal Rationality, Imperfect Market Knowledge and Asset Prices
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (65)
See also Journal Article in Journal of Economic Theory (2011)
- Recursive Contracts
Working Papers, Barcelona Graduate School of Economics View citations (28)
Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2011) View citations (31) Economics Working Papers, European University Institute (1998) View citations (70) Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1998) View citations (82) Economics Working Papers, European University Institute (2011) View citations (32)
See also Journal Article in Econometrica (2019)
2010
- Convergence of Least Squares Learning in Environments With Private Information
Levine's Working Paper Archive, David K. Levine
- Equity Issuance and Divident Policy under Commitment
Department of Economics Working Papers, Stony Brook University, Department of Economics
2009
- Debt Management under Incomplete Markets and Transaction Costs
2009 Meeting Papers, Society for Economic Dynamics
- Internal Rationality and Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
- Money, Prices and Monetary Policy
2009 Meeting Papers, Society for Economic Dynamics
- 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
- Equity Financing
2008 Meeting Papers, Society for Economic Dynamics View citations (2)
2007
- A note on borrowing limits and welfare
2007 Meeting Papers, Society for Economic Dynamics
- Debt and Deficit Fluctuations and the Structure of Bond Markets
UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (2)
Also in Working Papers, Barcelona Graduate School of Economics (2003) View citations (2) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (11) Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations (10) Working Papers, Barcelona Graduate School of Economics (2007) 
See also Journal Article in Journal of Economic Theory (2009)
- 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) Working Papers, Barcelona Graduate School of Economics (2007) 
See also Journal Article in Economic Journal (2008)
- Incomplete Markets, Labor Supply and Capital Accumulation
Sciences Po publications, Sciences Po View citations (26)
Also in Working Papers, Barcelona Graduate School of Economics (2003) View citations (13) Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations (47) Sciences Po publications, Sciences Po (2003) 
See also Journal Article in Journal of Monetary Economics (2007)
- Labor supply, precautionary saving and growth
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
2006
- Debt Management Under Complete Markets
2006 Meeting Papers, Society for Economic Dynamics View citations (1)
- Learning and Stock Market Volatility
Computing in Economics and Finance 2006, Society for Computational Economics View citations (10)
2005
- Money and Prices in Models of Bounded Rationality in High Inflation Economies
Working Papers, Barcelona Graduate School of Economics View citations (5)
Also in Working Paper Series, European Central Bank (2005) View citations (6) Working Papers, Barcelona Graduate School of Economics (2004)  Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) View citations (6)
See also Journal Article in Review of Economic Dynamics (2005)
2004
- Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets
Computing in Economics and Finance 2004, Society for Computational Economics
- The HP-Filter in Cross-Country Comparisons
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
Also in Working Papers, Barcelona Graduate School of Economics (2003) View citations (5) Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) View citations (7) Studies on the Spanish Economy, FEDEA View citations (17)
See also Software Item (2001)
2003
- Money and prices in models of bounded rationality
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
2001
- Optimal taxation without state-contingent debt
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (57)
See also Journal Article in Journal of Political Economy (2002)
- Recurrent hyperinflations and learning
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (1)
Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1997) View citations (4) Working Papers, CEMFI (1997)  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations (19)
See also Journal Article in American Economic Review (2003)
2000
- THE FISCAL COSTS OF DEBT LIMITS
Computing in Economics and Finance 2000, Society for Computational Economics
1999
- The poor stay poor: Non-convergence across countries and regions
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (25)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) View citations (109)
1998
- 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 in Macroeconomic Dynamics (1999)
- Parameterized expectations approach; Some practical issues
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (17)
See also Software Item (1998)
1995
- Supply side interventions and redistribution
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (36)
See also Journal Article in Economic Journal (2010)
1994
- 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 (18)
Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1994) View citations (23) Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (18)
1993
- Accuracy in simulations
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (8)
See also Journal Article in Review of Economic Studies (1994)
- Growth, capital flows and enforcement constaints: The case of Africa
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (3)
See also Journal Article in European Economic Review (1993)
1992
- Communication, commitment, and growth
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations (98)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1991) 
See also Journal Article in Journal of Economic Theory (1992)
- 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 (4)
- 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
- 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)
- 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 (1)
Journal Articles
2019
- Government Debt Management: The Long and the Short of It
Review of Economic Studies, 2019, 86, (6), 2554-2604 
See also Working Paper (2019)
- Priors about observables in vector autoregressions
Journal of Econometrics, 2019, 209, (2), 238-255 View citations (2)
See also Working Paper (2013)
- Recursive Contracts
Econometrica, 2019, 87, (5), 1589-1631 View citations (2)
See also Working Paper (2011)
2017
- Stock Price Booms and Expected Capital Gains
American Economic Review, 2017, 107, (8), 2352-2408 View citations (35)
See also Working Paper (2015)
2016
- Stock Market Volatility and Learning
Journal of Finance, 2016, 71, (1), 33-82 View citations (38)
See also Working Paper (2015)
2015
- Can a financial transaction tax prevent stock price booms?
Journal of Monetary Economics, 2015, 76, (S), S90-S109 View citations (1)
See also Working Paper (2015)
2013
- El nuevo reto en Macroeconomía: la modelización y la medición de expectativas
Boletín Económico, 2013, (JUL), 8 pages
- The Impact of Debt Levels and Debt Maturity on Inflation
Economic Journal, 2013, F164-F192 View citations (15)
See also Working Paper (2012)
2012
- House Price Booms and the Current Account
NBER Macroeconomics Annual, 2012, 26, (1), 77 - 122 View citations (48)
See also Chapter (2011) Working Paper (2011)
2011
- Internal rationality, imperfect market knowledge and asset prices
Journal of Economic Theory, 2011, 146, (3), 1224-1252 View citations (60)
See also Working Paper (2011)
2010
- In search of a theory of debt management
Journal of Monetary Economics, 2010, 57, (7), 821-836 View citations (42)
See also Working Paper (2011)
- Supply Side Interventions and Redistribution
Economic Journal, 2010, 120, (543), 105-130 View citations (26)
See also Working Paper (1995)
2009
- Debt and deficit fluctuations and the structure of bond markets
Journal of Economic Theory, 2009, 144, (2), 473-501 View citations (18)
See also Working Paper (2007)
2008
- Fiscal Insurance and Debt Management in OECD Economies
Economic Journal, 2008, 118, (527), 363-386 View citations (22)
See also Working Paper (2007)
2007
- Incomplete markets, labor supply and capital accumulation
Journal of Monetary Economics, 2007, 54, (8), 2621-2635 View citations (31)
See also Working Paper (2007)
2005
- Money and Prices in Models of Bounded Rationality in High Inflation Economies
Review of Economic Dynamics, 2005, 8, (2), 452-479 View citations (4)
See also Working Paper (2005)
2003
- Recurrent Hyperinflations and Learning
American Economic Review, 2003, 93, (5), 1476-1498 View citations (116)
See also Working Paper (2001)
2002
- Optimal Taxation without State-Contingent Debt
Journal of Political Economy, 2002, 110, (6), 1220-1254 View citations (261)
See also Working Paper (2001)
1999
- 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 (23)
See also Working Paper (1998)
1994
- Accuracy in Simulations
Review of Economic Studies, 1994, 61, (1), 3-17 View citations (120)
See also Working Paper (1993)
1993
- 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 (1993)
1992
- Communication, commitment, and growth
Journal of Economic Theory, 1992, 58, (2), 219-249 View citations (69)
See also Working Paper (1992)
1990
- Solving the Stochastic Growth Model by Parameterizing Expectations
Journal of Business & Economic Statistics, 1990, 8, (1), 31-34 View citations (174)
See also Software Item (1990)
1989
- 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 (117)
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
Journal of Economic Theory, 1989, 48, (2), 337-368 View citations (393)
1988
- The Fate of Systems with "Adaptive" Expectations
American Economic Review, 1988, 78, (2), 168-72 View citations (36)
Chapters
2012
- Debt management and optimal fiscal policy with long bonds
A chapter in Threat of fiscal dominance?, 2012, vol. 65, pp 177-212 View citations (4)
2011
- House Price Booms and the Current Account
A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 77-122 View citations (55)
See also Journal Article in NBER Macroeconomics Annual (2012) Working Paper (2011)
Software Items
2001
- GAUSS code for the HP-filter reformulated as a constrained minimization problem
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 
See also Working Paper (2004)
1998
- The Parameterized Expectations Approach: Some Practical Issues
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (20)
See also Working Paper (1998)
1990
- FORTRAN code for Simulation Parameterized Expecations Algorithm
QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles 
See also Journal Article in Journal of Business & Economic Statistics (1990)
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