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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 Downloads View citations (1)
    Also in Working Papers, Barcelona School of Economics (2016) Downloads View citations (7)
    Working Papers, Barcelona School of Economics (2016) Downloads View citations (10)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) Downloads View citations (7)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (1)

    See also Journal Article Pareto-Improving Optimal Capital and Labor Taxes, Journal of Political Economy, University of Chicago Press (2023) Downloads View citations (2) (2023)

2019

  1. A Short Note on Optimal Debt Management under Asymmetric Information
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  2. 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 (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads 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) Downloads View citations (11) (2019)
  3. Long Term Government Bonds
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (7)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (14)
  4. On the Risk of Leaving the Euro
    Working Papers, Federal Reserve Bank of Minneapolis Downloads

2016

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

2015

  1. Can a Financial Transaction Tax Prevent Stock Price Booms?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Papers, Barcelona School of Economics (2015) Downloads View citations (7)
    Working Papers, University of Mannheim, Department of Economics (2015) Downloads View citations (7)

    See also Journal Article Can a financial transaction tax prevent stock price booms?, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (7) (2015)
  2. Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    Working Papers, Barcelona School of Economics Downloads
  3. Debt and Deficit Fluctuations and the Structure of Bond Markets
    Working Papers, Barcelona School of Economics Downloads View citations (2)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (9)
    Working Papers, Barcelona School of Economics (2007) Downloads View citations (2)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2007) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (12)

    See also Journal Article Debt and deficit fluctuations and the structure of bond markets, Journal of Economic Theory, Elsevier (2009) Downloads View citations (40) (2009)
  4. Government Debt Management: The Long and the Short of It (Plus Appendix)
    Working Papers, Barcelona School of Economics Downloads View citations (5)
  5. In Search of a Theory of Debt Management
    Working Papers, Barcelona School of Economics Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (12)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) Downloads View citations (15)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011) Downloads

    See also Journal Article In search of a theory of debt management, Journal of Monetary Economics, Elsevier (2010) Downloads View citations (55) (2010)
  6. Incomplete Markets, Labor Supply and Capital Accumulation
    Working Papers, Barcelona School of Economics Downloads View citations (19)
    Also in Working Papers, HAL (2003) Downloads View citations (4)
    SciencePo Working papers Main, HAL (2003) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (47)
    SciencePo Working papers Main, HAL (2007) Downloads View citations (4)
    Post-Print, HAL (2007) Downloads View citations (42)

    See also Journal Article Incomplete markets, labor supply and capital accumulation, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (54) (2007)
  7. Money and Prices in Models of Bounded Rationality in High Inflation Economies
    Working Papers, Barcelona School of Economics Downloads
    Also in Working Papers, Barcelona School of Economics (2005) Downloads View citations (8)
    Working Paper Series, European Central Bank (2005) Downloads View citations (6)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads View citations (9)

    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) Downloads View citations (9) (2005)
  8. Online Appendix to ‘Priors about Observables in Vector Autoregressions’
    Working Papers, Barcelona School of Economics Downloads 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) Downloads View citations (1)
  9. Priors about Observables in Vector Autoregressions
    Working Papers, Barcelona School of Economics Downloads 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) Downloads View citations (1)

    See also Journal Article Priors about observables in vector autoregressions, Journal of Econometrics, Elsevier (2019) Downloads View citations (7) (2019)
  10. Recursive Contracts
    Working Papers, Barcelona School of Economics Downloads View citations (30)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1998) Downloads View citations (81)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011) Downloads View citations (33)
    Economics Working Papers, European University Institute (2011) Downloads View citations (76)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads View citations (33)
    Economics Working Papers, European University Institute (1998) View citations (112)

    See also Journal Article Recursive Contracts, Econometrica, Econometric Society (2019) Downloads View citations (12) (2019)
  11. Stock Market Volatility and Learning
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (13)
    Also in Working Papers, University of Mannheim, Department of Economics (2012) Downloads View citations (15)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) Downloads View citations (35)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads
    Working Papers, Barcelona School of Economics (2015) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (16)
    Working Paper Series, European Central Bank (2008) Downloads View citations (34)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011) Downloads View citations (2)

    See also Journal Article Stock Market Volatility and Learning, Journal of Finance, American Finance Association (2016) Downloads View citations (102) (2016)
  12. Stock Price Booms and Expected Capital Gains
    Working Papers, Barcelona School of Economics Downloads View citations (11)
    Also in Working Papers, University of Mannheim, Department of Economics (2014) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (46)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2014) Downloads View citations (14)

    See also Journal Article Stock Price Booms and Expected Capital Gains, American Economic Review, American Economic Association (2017) Downloads View citations (120) (2017)
  13. The HP-Filter in Cross-Country Comparisons
    Working Papers, Barcelona School of Economics Downloads View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (18)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (12)
    Studies on the Spanish Economy, FEDEA Downloads View citations (34)

2014

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

2012

  1. The Impact of Debt Levels and Debt Maturity on Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article The Impact of Debt Levels and Debt Maturity on Inflation, Economic Journal, Royal Economic Society (2013) Downloads View citations (35) (2013)

2011

  1. Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (15)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads
    Working Paper Series, European Central Bank (2010) Downloads View citations (7)
  2. Booms and Busts in Asset Prices
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (10)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2010) Downloads View citations (25)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads
  3. House Price Booms and the Current Account
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (99)
    Also in CEP Discussion Papers, Centre for Economic Performance, LSE (2011) Downloads View citations (106)

    See also Journal Article House Price Booms and the Current Account, NBER Macroeconomics Annual, University of Chicago Press (2012) Downloads View citations (82) (2012)
    Chapter House Price Booms and the Current Account, NBER Chapters, National Bureau of Economic Research, Inc (2011) Downloads View citations (96) (2011)
  4. Internal Rationality, Imperfect Market Knowledge and Asset Prices
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (107)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) Downloads View citations (2)

    See also Journal Article Internal rationality, imperfect market knowledge and asset prices, Journal of Economic Theory, Elsevier (2011) Downloads View citations (110) (2011)

2010

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

2009

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

2008

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

2007

  1. A note on borrowing limits and welfare
    2007 Meeting Papers, Society for Economic Dynamics Downloads
  2. Fiscal Insurance and Debt Management in OECD Economies
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (6)
    Also in Working Papers, Barcelona School of Economics (2007) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (2)

    See also Journal Article Fiscal Insurance and Debt Management in OECD Economies, Economic Journal, Royal Economic Society (2008) View citations (30) (2008)
  3. Labor supply, precautionary saving and growth
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2006

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

2004

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

2003

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

2001

  1. Optimal taxation without state-contingent debt
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (56)
    See also Journal Article Optimal Taxation without State-Contingent Debt, Journal of Political Economy, University of Chicago Press (2002) Downloads View citations (376) (2002)
  2. Recurrent hyperinflations and learning
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (18)
    Working Papers, CEMFI (1997) Downloads 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) Downloads View citations (162) (2003)

2000

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

1999

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

1998

  1. 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 Downloads 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) Downloads View citations (27) (1999)
  2. Parameterized expectations approach; Some practical issues
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (20)
    See also Software Item The Parameterized Expectations Approach: Some Practical Issues, QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles (1998) Downloads View citations (20) (1998)

1995

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

1994

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

1993

  1. Accuracy in simulations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (8)
    See also Journal Article Accuracy in Simulations, The Review of Economic Studies, Review of Economic Studies Ltd (1994) Downloads View citations (143) (1994)
  2. Growth, capital flows and enforcement constaints: The case of Africa
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (4)
    See also Journal Article Growth, capital flows and enforcement constraints: The case of Africa, European Economic Review, Elsevier (1993) Downloads View citations (7) (1993)

1992

  1. Communication, commitment, and growth
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (114)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1991) Downloads

    See also Journal Article Communication, commitment, and growth, Journal of Economic Theory, Elsevier (1992) Downloads View citations (108) (1992)
  2. 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)
  3. 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 (4)

1991

  1. Simulation analysis of dynamic stochastic models: Applications to theory and estimation
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (8)
  2. 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 Downloads View citations (5)

Journal Articles

2023

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

2021

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

2019

  1. Government Debt Management: The Long and the Short of It
    The Review of Economic Studies, 2019, 86, (6), 2554-2604 Downloads View citations (11)
    See also Working Paper Government debt management: The long and the short of it, LIDAM Reprints CORE (2019) View citations (11) (2019)
  2. Priors about observables in vector autoregressions
    Journal of Econometrics, 2019, 209, (2), 238-255 Downloads View citations (7)
    See also Working Paper Priors about Observables in Vector Autoregressions, Working Papers (2015) Downloads View citations (1) (2015)
  3. Recursive Contracts
    Econometrica, 2019, 87, (5), 1589-1631 Downloads View citations (12)
    See also Working Paper Recursive Contracts, Working Papers (2015) Downloads View citations (30) (2015)

2017

  1. Stock Price Booms and Expected Capital Gains
    American Economic Review, 2017, 107, (8), 2352-2408 Downloads View citations (120)
    See also Working Paper Stock Price Booms and Expected Capital Gains, Working Papers (2015) Downloads View citations (11) (2015)

2016

  1. Stock Market Volatility and Learning
    Journal of Finance, 2016, 71, (1), 33-82 Downloads View citations (102)
    See also Working Paper Stock Market Volatility and Learning, Working Papers (2015) Downloads View citations (13) (2015)

2015

  1. Can a financial transaction tax prevent stock price booms?
    Journal of Monetary Economics, 2015, 76, (S), S90-S109 Downloads View citations (7)
    See also Working Paper Can a Financial Transaction Tax Prevent Stock Price Booms?, CEPR Discussion Papers (2015) Downloads View citations (7) (2015)

2013

  1. El nuevo reto en Macroeconomía: la modelización y la medición de expectativas
    Boletín Económico, 2013, (JUL), 125-131 Downloads
  2. The Impact of Debt Levels and Debt Maturity on Inflation
    Economic Journal, 2013, F164-F192 Downloads View citations (35)
    See also Working Paper The Impact of Debt Levels and Debt Maturity on Inflation, CEPR Discussion Papers (2012) Downloads View citations (8) (2012)

2012

  1. House Price Booms and the Current Account
    NBER Macroeconomics Annual, 2012, 26, (1), 77 - 122 Downloads View citations (82)
    See also Working Paper House Price Booms and the Current Account, NBER Working Papers (2011) Downloads View citations (99) (2011)
    Chapter House Price Booms and the Current Account, NBER Chapters, 2011, 77-122 (2011) Downloads View citations (96) (2011)

2011

  1. Internal rationality, imperfect market knowledge and asset prices
    Journal of Economic Theory, 2011, 146, (3), 1224-1252 Downloads View citations (110)
    See also Working Paper Internal Rationality, Imperfect Market Knowledge and Asset Prices, CEP Discussion Papers (2011) Downloads View citations (107) (2011)

2010

  1. In search of a theory of debt management
    Journal of Monetary Economics, 2010, 57, (7), 821-836 Downloads View citations (55)
    See also Working Paper In Search of a Theory of Debt Management, Working Papers (2015) Downloads View citations (10) (2015)
  2. 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) Downloads View citations (39) (1995)

2009

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

2008

  1. 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) Downloads View citations (16)

    See also Working Paper Fiscal Insurance and Debt Management in OECD Economies, UFAE and IAE Working Papers (2007) Downloads View citations (6) (2007)

2007

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

2005

  1. Money and Prices in Models of Bounded Rationality in High Inflation Economies
    Review of Economic Dynamics, 2005, 8, (2), 452-479 Downloads View citations (9)
    See also Working Paper Money and Prices in Models of Bounded Rationality in High Inflation Economies, Working Papers (2015) Downloads (2015)

2003

  1. Recurrent Hyperinflations and Learning
    American Economic Review, 2003, 93, (5), 1476-1498 Downloads View citations (162)
    See also Working Paper Recurrent hyperinflations and learning, Economics Working Papers (2001) Downloads View citations (1) (2001)

2002

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

1999

  1. EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
    Macroeconomic Dynamics, 1999, 3, (2), 243-277 Downloads View citations (27)
    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) Downloads View citations (20) (1998)

1994

  1. Accuracy in Simulations
    The Review of Economic Studies, 1994, 61, (1), 3-17 Downloads View citations (143)
    See also Working Paper Accuracy in simulations, Economics Working Papers (1993) Downloads View citations (8) (1993)

1993

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

1992

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

1990

  1. Solving the Stochastic Growth Model by Parameterizing Expectations
    Journal of Business & Economic Statistics, 1990, 8, (1), 31-34 View citations (216)
    See also Software Item FORTRAN code for Simulation Parameterized Expecations Algorithm, QM&RBC Codes (1990) Downloads (1990)

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 (154)
  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 (494)

1988

  1. The Fate of Systems with "Adaptive" Expectations
    American Economic Review, 1988, 78, (2), 168-72 Downloads 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 Downloads View citations (6)

2011

  1. House Price Booms and the Current Account
    A chapter in NBER Macroeconomics Annual 2011, Volume 26, 2011, pp 77-122 Downloads View citations (96)
    See also Journal Article House Price Booms and the Current Account, University of Chicago Press (2012) Downloads View citations (82) (2012)
    Working Paper House Price Booms and the Current Account, National Bureau of Economic Research, Inc (2011) Downloads View citations (99) (2011)

Software Items

2001

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

1998

  1. The Parameterized Expectations Approach: Some Practical Issues
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads 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) Downloads View citations (20) (1998)

1990

  1. FORTRAN code for Simulation Parameterized Expecations Algorithm
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article Solving the Stochastic Growth Model by Parameterizing Expectations, Journal of Business & Economic Statistics, American Statistical Association (1990) View citations (216) (1990)
 
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