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Details about Albert Marcet

E-mail:
Homepage:http://www.iae.csic.es/investigadorPersonalAbout.php?idinvestigador=137&lang=ing
Postal address:Department of Economics Drayton House 30 Gordon Street London WC1H 0AX, UK United Kingdom
Workplace:Department of Economics, University College London (UCL), (more information at EDIRC)
Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)

Access statistics for papers by Albert Marcet.

Last updated 2019-03-17. Update your information in the RePEc Author Service.

Short-id: pma173


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Working Papers

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. Long Term Government Bonds
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) Downloads View citations (6)

2016

  1. Optimal Policy with General Signal Extraction
    Working Papers, Barcelona Graduate School of Economics Downloads
  2. Pareto-Improving Optimal Capital and Labor Taxes
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (6)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (1)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) Downloads View citations (5)
    Working Papers, Barcelona Graduate School of Economics (2008) Downloads View citations (3)

2015

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

    See also Journal Article in Journal of Monetary Economics (2015)
  2. Stock Market Volatility and Learning
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (11)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011) Downloads
    Working Papers, Barcelona Graduate School of Economics (2014) Downloads View citations (9)
    Working Papers, University of Mannheim, Department of Economics (2012) Downloads View citations (10)
    Working Paper Series, European Central Bank (2008) Downloads View citations (20)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) Downloads View citations (19)

    See also Journal Article in Journal of Finance (2016)
  3. Stock Price Booms and Expected Capital Gains
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (8)
    Also in Working Papers, University of Mannheim, Department of Economics (2014) Downloads View citations (10)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2014) Downloads View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (10)

    See also Journal Article in American Economic Review (2017)

2014

  1. Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
    Working Papers, Barcelona Graduate School of Economics Downloads
  2. Government Debt Management: The Long and the Short of It
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
  3. Government Debt Management: The Long and the Short of It (Plus Appendix)
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (3)
  4. Modelling Long Bonds - The Case of Optimal Fiscal Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  5. Optimal Policy with Endogenous Signal Extraction
    2014 Meeting Papers, Society for Economic Dynamics Downloads

2013

  1. Online Appendix to "Priors about Observables in Vector Autoregressions"
    Working Papers, Barcelona Graduate 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)
  2. Priors about Observables in Vector Autoregressions
    Working Papers, Barcelona Graduate 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)

2012

  1. The Impact of Debt Levels and Debt Maturity on Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in Economic Journal (2013)

2011

  1. Autoregressions in Small Samples, Priors about Observables and Initial Conditions
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (5)
  2. Booms and Busts in Asset Prices
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (8)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2010) Downloads View citations (11)
  3. House Price Booms and the Current Account
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (67)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (50)

    See also Journal Article in NBER Macroeconomics Annual (2012)
    Chapter (2011)
  4. In Search of a Theory of Debt Management
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (7)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2008) Downloads View citations (7)
    Working Papers, Barcelona Graduate School of Economics (2008) Downloads View citations (2)

    See also Journal Article in Journal of Monetary Economics (2010)
  5. Internal Rationality, Imperfect Market Knowledge and Asset Prices
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (49)
    See also Journal Article in Journal of Economic Theory (2011)
  6. Recursive Contracts
    Economics Working Papers, European University Institute Downloads View citations (32)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1998) Downloads View citations (82)
    Working Papers, Barcelona Graduate School of Economics (2011) Downloads View citations (28)
    CEP Discussion Papers, Centre for Economic Performance, LSE (2011) Downloads View citations (31)
    Economics Working Papers, European University Institute (1998) View citations (70)

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. Debt and Deficit Fluctuations and the Structure of Bond Markets
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (10)
    Working Papers, Barcelona Graduate School of Economics (2003) Downloads View citations (2)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (10)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2007) Downloads View citations (2)

    See also Journal Article in Journal of Economic Theory (2009)
  3. 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 CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (2)
    Working Papers, Barcelona Graduate School of Economics (2007) Downloads

    See also Journal Article in Economic Journal (2008)
  4. Incomplete Markets, Labor Supply and Capital Accumulation
    Sciences Po publications, Sciences Po Downloads View citations (17)
    Also in Sciences Po publications, Sciences Po (2003) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (47)
    Working Papers, Barcelona Graduate School of Economics (2003) Downloads View citations (6)

    See also Journal Article in Journal of Monetary Economics (2007)
  5. 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 (10)

2005

  1. Money and Prices in Models of Bounded Rationality in High Inflation Economies
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (5)
    Also in Working Papers, Barcelona Graduate School of Economics (2004) Downloads
    Working Paper Series, European Central Bank (2005) Downloads View citations (5)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads View citations (6)

    See also Journal Article in Review of Economic Dynamics (2005)

2004

  1. Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets
    Computing in Economics and Finance 2004, Society for Computational Economics
  2. The HP-Filter in Cross-Country Comparisons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in Studies on the Spanish Economy, FEDEA Downloads View citations (17)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2003) Downloads View citations (7)
    Working Papers, Barcelona Graduate School of Economics (2003) Downloads View citations (5)

    See also Software Item (2001)

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 (57)
    See also Journal Article in Journal of Political Economy (2002)
  2. Recurrent hyperinflations and learning
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1997) View citations (4)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (19)
    Working Papers, CEMFI (1997) Downloads

    See also Journal Article in American Economic Review (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 (21)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1995) Downloads View citations (106)

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 in Macroeconomic Dynamics (1999)
  2. Parameterized expectations approach; Some practical issues
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (17)

1995

  1. Supply side interventions and redistribution
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (35)
    See also Journal Article in Economic Journal (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 (18)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1994) Downloads View citations (23)
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (18)

1993

  1. Accuracy in simulations
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (8)
    See also Journal Article in Review of Economic Studies (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 (3)
    See also Journal Article in European Economic Review (1993)

1992

  1. Communication, commitment, and growth
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (97)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1991) Downloads

    See also Journal Article in Journal of Economic Theory (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 (4)
  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 (1)

Journal Articles

2017

  1. Stock Price Booms and Expected Capital Gains
    American Economic Review, 2017, 107, (8), 2352-2408 Downloads View citations (10)
    See also Working Paper (2015)

2016

  1. Stock Market Volatility and Learning
    Journal of Finance, 2016, 71, (1), 33-82 Downloads View citations (14)
    See also Working Paper (2015)

2015

  1. Can a financial transaction tax prevent stock price booms?
    Journal of Monetary Economics, 2015, 76, (S), S90-S109 Downloads View citations (1)
    See also Working Paper (2015)

2013

  1. El nuevo reto en Macroeconomía: la modelización y la medición de expectativas
    Boletín Económico, 2013, (JUL) Downloads
  2. The Impact of Debt Levels and Debt Maturity on Inflation
    Economic Journal, 2013, F164-F192 Downloads View citations (13)
    See also Working Paper (2012)

2012

  1. House Price Booms and the Current Account
    NBER Macroeconomics Annual, 2012, 26, (1), 77 - 122 Downloads View citations (32)
    See also Working Paper (2011)
    Chapter (2011)

2011

  1. Internal rationality, imperfect market knowledge and asset prices
    Journal of Economic Theory, 2011, 146, (3), 1224-1252 Downloads View citations (46)
    See also Working Paper (2011)

2010

  1. In search of a theory of debt management
    Journal of Monetary Economics, 2010, 57, (7), 821-836 Downloads View citations (36)
    See also Working Paper (2011)
  2. Supply Side Interventions and Redistribution
    Economic Journal, 2010, 120, (543), 105-130 Downloads View citations (25)
    See also Working Paper (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 (14)
    See also Working Paper (2007)

2008

  1. Fiscal Insurance and Debt Management in OECD Economies
    Economic Journal, 2008, 118, (527), 363-386 Downloads View citations (18)
    See also Working Paper (2007)

2007

  1. Incomplete markets, labor supply and capital accumulation
    Journal of Monetary Economics, 2007, 54, (8), 2621-2635 Downloads View citations (22)
    See also Working Paper (2007)

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 (4)
    See also Working Paper (2005)

2003

  1. Recurrent Hyperinflations and Learning
    American Economic Review, 2003, 93, (5), 1476-1498 Downloads View citations (102)
    See also Working Paper (2001)

2002

  1. Optimal Taxation without State-Contingent Debt
    Journal of Political Economy, 2002, 110, (6), 1220-1254 Downloads View citations (237)
    See also Working Paper (2001)

1999

  1. EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
    Macroeconomic Dynamics, 1999, 3, (02), 243-277 Downloads View citations (22)
    See also Working Paper (1998)

1994

  1. Accuracy in Simulations
    Review of Economic Studies, 1994, 61, (1), 3-17 Downloads View citations (116)
    See also Working Paper (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 (1993)

1992

  1. Communication, commitment, and growth
    Journal of Economic Theory, 1992, 58, (2), 219-249 Downloads View citations (68)
    See also Working Paper (1992)

1990

  1. Solving the Stochastic Growth Model by Parameterizing Expectations
    Journal of Business & Economic Statistics, 1990, 8, (1), 31-34 View citations (162)
    See also Software Item (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 (103)
  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 (362)

1988

  1. The Fate of Systems with "Adaptive" Expectations
    American Economic Review, 1988, 78, (2), 168-72 Downloads View citations (34)

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 (4)

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 (50)
    See also Journal Article in NBER Macroeconomics Annual (2012)
    Working Paper (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
    See also Working Paper (2004)

1998

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

1990

  1. FORTRAN code for Simulation Parameterized Expecations Algorithm
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
    See also Journal Article in Journal of Business & Economic Statistics (1990)
 
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