Details about Thomas Sargent

E-mail:
Homepage:	https://files.nyu.edu/ts43/public/
Phone:	650 723 0965
Postal address:	Thomas Sargent Hoover Institution Stanford, California 94305
Workplace:	Hoover Institution on War Revolution & Peace, Stanford University, (more information at EDIRC) National Bureau of Economic Research (NBER), (more information at EDIRC) Department of Economics, New York University (NYU), (more information at EDIRC)

Access statistics for papers by Thomas Sargent.

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Working Papers

2022

1. A p Theory of Government Debt and Taxes
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2. Managing Public Portfolios
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

3. Stochastic Earnings Growth and Equilibrium Wealth Distributions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
4. The Fundamental Surplus Strikes Again
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article in Review of Economic Dynamics (2021)

2020

5. A Framework for Studying the Monetary and Fiscal History of Latin America, 1960–2017
   Staff Report, Federal Reserve Bank of Minneapolis View citations (1)
6. Debt and Taxes in Eight U.S. Wars and Two Insurrections
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
7. Shotgun Wedding: Fiscal and Monetary Policy
   Staff Report, Federal Reserve Bank of Minneapolis View citations (18)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (22)
   See also Journal Article in Annual Review of Economics (2020)
8. Turbulence and unemployment in matching models
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (9)
   Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2018) View citations (9)
   2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (5)

2019

9. Funding the Great War and the beginning of the end for British hegemony
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
10. Macroeconomic Uncertainty Prices when Beliefs are Tenuous
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    See also Journal Article in Journal of Econometrics (2021)
11. The Optimal Maturity of Government Debt
    2019 Meeting Papers, Society for Economic Dynamics View citations (2)

2018

12. Inequality, Business Cycles, and Monetary-Fiscal Policy
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (23)
13. Quit Turbulence and Unemployment
    Working Papers, Barcelona School of Economics View citations (9)
14. US Federal Debt 1776-1960: Quantities and Prices
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (5)

2017

15. Optimal Fiscal-Monetary Policy with Redistribution
    2017 Meeting Papers, Society for Economic Dynamics View citations (11)
16. Short-Run and Long-Run Effects of Milton Friedman's Presidential Address
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article in Journal of Economic Perspectives (2018)

2016

17. A Life-Cycle Model of Trans-Atlantic Employment Experiences
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) View citations (5)
    See also Journal Article in Review of Economic Dynamics (2017)
18. Fiscal Policy and Debt Management with Incomplete Markets
    2016 Meeting Papers, Society for Economic Dynamics View citations (13)
    See also Journal Article in The Quarterly Journal of Economics (2017)
19. Sets of Models and Prices of Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2015

20. A Case for Incomplete Markets
    Economics Series, Institute for Advanced Studies View citations (12)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (10)
    See also Journal Article in Journal of Economic Theory (2018)
21. A History of U.S. Debt Limits
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
22. The Fundamental Surplus in Matching Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)

2014

23. Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012
    Working Papers, Economic Research Institute, Bank of Korea
24. Optimal Taxation with Incomplete Markets
    2014 Meeting Papers, Society for Economic Dynamics View citations (1)
25. Welfare Cost of Business Cycles in Economies with Individual Consumption Risk
    Working Papers, Economic Research Institute, Bank of Korea View citations (1)

2013

26. Fiscal Discriminations in Three Wars
    Working Papers, Brandeis University, Department of Economics and International Business School View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (1)
    Economics Working Papers, School of Business Administration, American University of Sharjah
    See also Journal Article in Journal of Monetary Economics (2014)
27. Instability, Misallocation and Productivity
    2013 Meeting Papers, Society for Economic Dynamics
28. Taxes, Debts, and Redistributions with Aggregate Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
29. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
    Working Papers, Economic Research Institute, Bank of Korea View citations (9)
    Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (5)
    See also Journal Article in Economic Journal (2014)

2012

30. Bayesian Model Averaging, Learning and Model Selection
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2011

31. Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims
    Nobel Prize in Economics documents, Nobel Prize Committee
32. United States Then, Europe Now
    Nobel Prize in Economics documents, Nobel Prize Committee View citations (7)

2010

33. Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, and Social Security
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
34. Convergence of Least Squares Learning in Environments With Private Information
    Levine's Working Paper Archive, David K. Levine
35. Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (12)
    Working Papers, Brandeis University, Department of Economics and International Business School (2010) View citations (18)
    See also Journal Article in American Economic Journal: Macroeconomics (2011)

2009

36. A defence of the FOMC
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (10)
    See also Journal Article in International Economic Review (2012)
37. Managing expectations and fiscal policy
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (19)

2008

38. Inflation-Gap Persistence in the U.S
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)
39. Israel 1983: A Bout of Unpleasant Monetarist Arithmetic
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article in Review of Economic Dynamics (2011)
40. Monetary policies and low-frequency manifestations of the quantity theory
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (15)
41. Robustness and US Monetary
    2008 Meeting Papers, Society for Economic Dynamics View citations (26)

2007

42. Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
    See also Chapter (2007)
43. Evolution and Intelligent Design
    Levine's Bibliography, UCLA Department of Economics View citations (15)
    See also Journal Article in American Economic Review (2008)
44. Taxes, Benefits, and Careers: Complete Versus Incomplete Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    See also Journal Article in Journal of Monetary Economics (2008)

2006

45. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics View citations (14)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (31)
    Levine's Bibliography, UCLA Department of Economics (2005) View citations (25)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (25)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations (21)
    See also Journal Article in American Economic Review (2007)
46. Economic and VAR Shocks: What Can Go Wrong?
    Levine's Bibliography, UCLA Department of Economics View citations (2)
47. Indivisible Labor and Its Supply Elasticity: Do Taxes Explain European Employment?
    2006 Meeting Papers, Society for Economic Dynamics View citations (2)
48. The Conquest of South American Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2006) View citations (64)
    See also Journal Article in Journal of Political Economy (2009)

2005

49. Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making
    Working Papers, University of California, Davis, Department of Economics View citations (5)
    See also Journal Article in International Economic Review (2008)
50. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson
    2005 Meeting Papers, Society for Economic Dynamics View citations (12)
51. Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
52. Politics and Efficiency of Separating Capital and Ordinary Government Budgets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2005) View citations (10)
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (5)
53. Recursive robust estimation and control without commitment
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (7)
    See also Journal Article in Journal of Economic Theory (2007)
54. The European Unemployment Experience: Theoretical Robustness
    2005 Meeting Papers, Society for Economic Dynamics
55. The Market Price of Risk and the Equity Premium
    Working Papers, University of California, Davis, Department of Economics View citations (3)
56. The conquest of U.S. inflation: learning and robustness to model uncertainty
    Working Paper Series, European Central Bank View citations (177)
    See also Journal Article in Review of Economic Dynamics (2005)

2004

57. European Unemployment and Turbulence Revisited in a Matching Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (58)
    See also Journal Article in Journal of the European Economic Association (2004)
58. Shocks and Government Beliefs: The Rise and Fall of American Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
    Also in FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004) View citations (29)
    See also Journal Article in American Economic Review (2006)
59. Sustaining a Time-Consistent Ramsey Plan with Options
    2004 Meeting Papers, Society for Economic Dynamics

2003

60. Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (19)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)
61. Drifts and volatilities: monetary policies and outcomes in the post WWII U.S
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (111)
    Also in Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University View citations (972)
    See also Journal Article in Review of Economic Dynamics (2005)
62. Impacts of priors on convergence and escapes from Nash inflation
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (19)
    See also Journal Article in Review of Economic Dynamics (2005)

2002

63. The European Employment Experience
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (29)

2001

64. Optimal taxation without state-contingent debt
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (58)
    See also Journal Article in Journal of Political Economy (2002)

2000

65. Escaping Nash inflation
    Working Paper Series, European Central Bank View citations (1)
    See also Journal Article in Review of Economic Studies (2002)

1998

66. Projected U.S. demographics and social security
    Working Paper Series, Federal Reserve Bank of Chicago View citations (27)
    See also Journal Article in Review of Economic Dynamics (1999)

1997

67. Robust Permanent Income and Pricing
    Levine's Working Paper Archive, David K. Levine View citations (20)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (21)
    See also Chapter (2014)
    Journal Article in Review of Economic Studies (1999)
68. The European Unemployment Dilemma
    Working Paper Series, Research Institute of Industrial Economics View citations (6)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (6)
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (1997) View citations (19)
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) (1996) View citations (10)
    See also Journal Article in Journal of Political Economy (1998)
69. The big problem of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (28)
    See also Journal Article in Journal of Money, Credit and Banking (1999)
70. The evolution of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (1)

1995

71. On the mechanics of forming and estimating dynamic linear economies
    Staff Report, Federal Reserve Bank of Minneapolis View citations (12)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (1994) View citations (51)
    See also Chapter (1996)

1993

72. A Dynamic Index Model for Large Cross Sections
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (114)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1992) View citations (27)
    See also Chapter (1993)
73. Flat rate taxes with adjustment costs and several capital stocks and household types
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco
    See also Journal Article in Proceedings (1993)

1992

74. 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

75. On the Preservation of Deterministic Cycles when some Agents Perceive them to be Random Fluctuations (Now published in Journal of Economic Dynamics and Control, vol.17 (1993), pp.705-721.)
    STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

1990

76. Recursive Linear Models of Dynamic Economies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article in Proceedings (1993)

1987

77. Straight Time and Overtime in Equilibrium
    UCLA Economics Working Papers, UCLA Department of Economics View citations (13)
    See also Journal Article in Journal of Monetary Economics (1988)

1986

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

1985

79. Identification and estimation of a model of hyperinflation with a continuum of \"sunspot\" equilibrium
    Working Papers, Federal Reserve Bank of Minneapolis View citations (1)

1983

80. A model of commodity money
    Staff Report, Federal Reserve Bank of Minneapolis View citations (45)
    See also Journal Article in Journal of Monetary Economics (1983)
81. Identification of continuous time rational expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis View citations (3)

1982

82. Beyond demand and supply curves in macroeconomics
    Staff Report, Federal Reserve Bank of Minneapolis View citations (36)
    See also Journal Article in American Economic Review (1982)
83. Formulating and estimating continuous time rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations (3)

1981

84. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations (26)
    See also Journal Article in Economics Letters (1981)
85. Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
    Staff Report, Federal Reserve Bank of Minneapolis View citations (5)
    See also Journal Article in International Economic Review (1983)
86. Exact linear rational expectations models: specification and estimation
    Staff Report, Federal Reserve Bank of Minneapolis View citations (30)
87. Instrumental variables procedures for estimating linear rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations (7)
    See also Journal Article in Journal of Monetary Economics (1982)
88. Stopping moderate inflations: the methods of Poincaré and Thatcher
    Working Papers, Federal Reserve Bank of Minneapolis View citations (20)
89. The dimensionality of the aliasing problem in models with rational spectral densities
    Staff Report, Federal Reserve Bank of Minneapolis View citations (2)
    See also Journal Article in Econometrica (1983)
90. The ends of four big inflations
    Working Papers, Federal Reserve Bank of Minneapolis View citations (52)
    See also Chapter (1982)
91. The real bills doctrine vs. the quantity theory: a reconsideration
    Staff Report, Federal Reserve Bank of Minneapolis View citations (10)
92. \"Dollarization,\" seignorage, and the demand for money
    Working Papers, Federal Reserve Bank of Minneapolis

1980

93. Interpreting economic time series
    Staff Report, Federal Reserve Bank of Minneapolis View citations (5)
    See also Journal Article in Journal of Political Economy (1981)
94. Linear rational expectations models for dynamically interrelated variables
    Working Papers, Federal Reserve Bank of Minneapolis View citations (23)
95. Methods for estimating continuous time Rational Expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis View citations (15)
96. Rational expectations models and the aliasing phenomenon
    Staff Report, Federal Reserve Bank of Minneapolis View citations (3)

1979

97. Formulating and estimating dynamic linear rational expectations models
    Working Papers, Federal Reserve Bank of Minneapolis View citations (22)
    See also Journal Article in Journal of Economic Dynamics and Control (1980)
98. \\"Tobin's Q\\" and the rate of investment in general equilibrium
    Staff Report, Federal Reserve Bank of Minneapolis View citations (1)

1978

99. A note on maximum likelihood estimation of the rational expectations model of the term structure
    Staff Report, Federal Reserve Bank of Minneapolis View citations (16)
    See also Journal Article in Journal of Monetary Economics (1979)
100. Estimation of dynamic labor demand schedules under rational expectations
     Staff Report, Federal Reserve Bank of Minneapolis View citations (266)
     See also Journal Article in Journal of Political Economy (1978)

1977

101. Business cycle modeling without pretending to have too much a priori economic theory
     Working Papers, Federal Reserve Bank of Minneapolis View citations (291)
102. Is Keynesian economics a dead end?
     Working Papers, Federal Reserve Bank of Minneapolis View citations (3)
103. Rational expectations, econometric exogeneity and consumption
     Staff Report, Federal Reserve Bank of Minneapolis
     See also Journal Article in Journal of Political Economy (1978)

1976

104. Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: a note
     Working Papers, Federal Reserve Bank of Minneapolis View citations (3)
     See also Journal Article in Journal of Monetary Economics (1976)
105. Observations on improper methods of simulating and teaching Friedman's time series consumption model
     Working Papers, Federal Reserve Bank of Minneapolis
     See also Journal Article in International Economic Review (1977)
106. Seasonality and portfolio balance under rational expectations
     Working Papers, Federal Reserve Bank of Minneapolis View citations (1)
     See also Journal Article in Journal of Monetary Economics (1978)
107. Testing for neutrality and rationality
     Working Papers, Federal Reserve Bank of Minneapolis View citations (2)
108. The demand for money during hyperinflations under rational expectations: II
     Working Papers, Federal Reserve Bank of Minneapolis
     See also Journal Article in International Economic Review (1979)

1975

109. A little bit of evidence on the natural rate hypothesis from the U.S
     Working Papers, Federal Reserve Bank of Minneapolis View citations (1)
     See also Journal Article in Journal of Monetary Economics (1978)
110. Naive business cycle theory
     Working Papers, Federal Reserve Bank of Minneapolis
111. The observational equivalence of natural and unnatural rate theories of macroeconomics
     Working Papers, Federal Reserve Bank of Minneapolis
     See also Journal Article in Journal of Political Economy (1976)

1974

112. Dynamic analysis of a Keynesian model
     Working Papers, Federal Reserve Bank of Minneapolis
113. Rational expectations and the theory of economic policy
     Working Papers, Federal Reserve Bank of Minneapolis View citations (5)
     See also Journal Article in Journal of Monetary Economics (1976)
114. Unemployment and stabilization policy in a two-sector, two-country aggregative model
     Working Papers, Federal Reserve Bank of Minneapolis

1972

115. Monetary and fiscal policy in a two-sector aggregative model
     Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
     See also Journal Article in American Economic Review (1973)

1971

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

Undated

117. Evolving Post-World War II U.S. Inflation Dynamics
     Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University View citations (270)
     See also Chapter (2002)

Journal Articles

2021

1. Macroeconomic uncertainty prices when beliefs are tenuous
   Journal of Econometrics, 2021, 223, (1), 222-250 View citations (3)
   See also Working Paper (2019)
2. The fundamental surplus strikes again
   Review of Economic Dynamics, 2021, 41, 38-51 View citations (2)
   See also Software Item (2021)
   Working Paper (2021)

2020

3. Shotgun Wedding: Fiscal and Monetary Policy
   Annual Review of Economics, 2020, 12, (1), 659-690 View citations (22)
   See also Working Paper (2020)
4. Twisted probabilities, uncertainty, and prices
   Journal of Econometrics, 2020, 216, (1), 151-174 View citations (2)

2019

5. Commodity and Token Monies
   The Economic Journal, 2019, 129, (619), 1457-1476 View citations (1)

2018

6. A case for incomplete markets
   Journal of Economic Theory, 2018, 178, (C), 191-221 View citations (10)
   See also Working Paper (2015)
7. Brief history of US debt limits before 1939
   Proceedings of the National Academy of Sciences, 2018, 115, (12), 2942-2945 View citations (1)
8. Short-Run and Long-Run Effects of Milton Friedman's Presidential Address
   Journal of Economic Perspectives, 2018, 32, (1), 121-34 View citations (14)
   See also Working Paper (2017)

2017

9. A Life-Cycle Model of Trans-Atlantic Employment Experiences
   Review of Economic Dynamics, 2017, 25, 320-349 View citations (6)
   See also Working Paper (2016)
   Software Item (2016)
10. Fiscal Policy and Debt Management with Incomplete Markets
    The Quarterly Journal of Economics, 2017, 132, (2), 617-663 View citations (30)
    See also Working Paper (2016)
11. Public debt in economies with heterogeneous agents
    Journal of Monetary Economics, 2017, 91, (C), 39-51 View citations (24)
12. The Fundamental Surplus
    American Economic Review, 2017, 107, (9), 2630-65 View citations (75)

2015

13. Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri
    Journal of Economics Bibliography, 2015, 2, (1), 29-34
14. Four types of ignorance
    Journal of Monetary Economics, 2015, 69, (C), 97-113 View citations (7)
15. Harrod 1939
    Economic Journal, 2015, (583), 350-377
16. Measuring Price-Level Uncertainty and Instability in the United States, 1850–2012
    The Review of Economics and Statistics, 2015, 97, (4), 827-838 View citations (22)
17. Price-level uncertainty and instability in the United Kingdom
    Journal of Economic Dynamics and Control, 2015, 52, (C), 1-16 View citations (11)
18. Robert E. Lucas Jr.'s Collected Papers on Monetary Theory
    Journal of Economic Literature, 2015, 53, (1), 43-64
19. Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness
    American Economic Journal: Macroeconomics, 2015, 7, (2), 40-57 View citations (7)
20. [Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü
    Journal of Economics Bibliography, 2015, 2, (2), 57-65

2014

21. Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security
    Review of Economic Dynamics, 2014, 17, (1), 1-20 View citations (6)
    See also Software Item (2013)
22. Fiscal discriminations in three wars
    Journal of Monetary Economics, 2014, 61, (C), 148-166 View citations (21)
    See also Working Paper (2013)
23. The evolution of monetary policy rules
    Journal of Economic Dynamics and Control, 2014, 49, (C), 147-150 View citations (3)
24. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
    Economic Journal, 2014, 124, (575), 1-30 View citations (14)
    See also Working Paper (2013)

2012

25. A DEFENSE OF THE FOMC
    International Economic Review, 2012, 53, (4), 1047-1065 View citations (35)
    See also Working Paper (2009)
26. Les États-Unis naguère, l'Europe aujourd'hui. Conférence Nobel prononcée à Stockholm le 8 décembre 2011
    Revue de l'OFCE, 2012, N° 126, (7), 5-56
27. Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
    American Economic Review, 2012, 102, (3), 141-46 View citations (4)
28. Nobel Lecture: United States Then, Europe Now
    Journal of Political Economy, 2012, 120, (1), 1 - 40 View citations (62)
29. Small noise methods for risk-sensitive/robust economies
    Journal of Economic Dynamics and Control, 2012, 36, (4), 468-500 View citations (22)
30. Three types of ambiguity
    Journal of Monetary Economics, 2012, 59, (5), 422-445 View citations (37)
    See also Chapter (2014)

2011

31. A Labor Supply Elasticity Accord?
    American Economic Review, 2011, 101, (3), 487-91 View citations (32)
32. Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics
    American Economic Journal: Macroeconomics, 2011, 3, (3), 192-214 View citations (101)
    See also Working Paper (2010)
33. Israel 1983: A bout of unpleasant monetarist arithmetic?
    Review of Economic Dynamics, 2011, 14, (3), 419-431 View citations (3)
    See also Software Item (2011)
    Working Paper (2008)
34. Robustness and ambiguity in continuous time
    Journal of Economic Theory, 2011, 146, (3), 1195-1223 View citations (23)
35. Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
    American Economic Review, 2011, 101, (1), 109-28 View citations (104)
36. Where to Draw Lines: Stability Versus Efficiency
    Economica, 2011, 78, (310), 197-214 View citations (16)

2010

37. ALTERNATIVE MONETARY POLICIES IN A TURNPIKE ECONOMY
    Macroeconomic Dynamics, 2010, 14, (5), 727-762 View citations (7)
38. Fragile beliefs and the price of uncertainty
    Quantitative Economics, 2010, 1, (1), 129-162 View citations (85)
    See also Chapter (2014)
39. Inflation-Gap Persistence in the US
    American Economic Journal: Macroeconomics, 2010, 2, (1), 43-69 View citations (314)
    See also Working Paper (2008)
40. Robust hidden Markov LQG problems
    Journal of Economic Dynamics and Control, 2010, 34, (10), 1951-1966 View citations (5)
41. THE TIMING OF TAX COLLECTIONS AND THE STRUCTURE OF “IRRELEVANCE” THEOREMS IN A CASH-IN-ADVANCE MODEL
    Macroeconomic Dynamics, 2010, 14, (4), 585-603

2009

42. Diverse Beliefs, Survival and the Market Price of Risk
    Economic Journal, 2009, 119, (536), 354-376 View citations (16)
    Also in Economic Journal, 2009, 119, (536), 354-376 (2009) View citations (15)
43. Doubts or variability?
    Journal of Economic Theory, 2009, 144, (6), 2388-2418 View citations (113)
    See also Chapter (2014)
44. The Conquest of South American Inflation
    Journal of Political Economy, 2009, 117, (2), 211-256 View citations (102)
    See also Working Paper (2006)

2008

45. ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING
    International Economic Review, 2008, 49, (1), 185-221 View citations (96)
    See also Working Paper (2005)
46. Evolution and Intelligent Design
    American Economic Review, 2008, 98, (1), 5-37 View citations (67)
    See also Working Paper (2007)
47. Robustness and U.S. Monetary Policy Experimentation
    Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 View citations (11)
    Also in Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 (2008) View citations (66)
48. Taxes, benefits, and careers: Complete versus incomplete markets
    Journal of Monetary Economics, 2008, 55, (1), 98-125 View citations (10)
    See also Working Paper (2007)
49. The market price of risk and the equity premium: A legacy of the Great Depression?
    Journal of Monetary Economics, 2008, 55, (3), 454-476 View citations (133)
50. Two Questions about European Unemployment
    Econometrica, 2008, 76, (1), 1-29 View citations (142)

2007

51. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 View citations (301)
    See also Working Paper (2006)
52. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas
    Journal of Money, Credit and Banking, 2007, 39, (s1), 67-99 View citations (26)
    Also in Journal of Money, Credit and Banking, 2007, 39, (s1), 67-99 (2007) View citations (3)
    Proceedings, 2005 (2005) View citations (15)
53. Commentary on \\"Long-run risks and financial markets\\"
    Review, 2007, 89, (Jul), 301-304 View citations (3)
54. Foreword
    American Economic Review, 2007, 97, (2), ix-ix
55. Recursive robust estimation and control without commitment
    Journal of Economic Theory, 2007, 136, (1), 1-27 View citations (95)
    See also Working Paper (2005)
56. Understanding European unemployment with a representative family model
    Journal of Monetary Economics, 2007, 54, (8), 2180-2204 View citations (25)
57. Understanding European unemployment with matching and search-island models
    Journal of Monetary Economics, 2007, 54, (8), 2139-2179 View citations (62)

2006

58. Ambiguity in American monetary and fiscal policy
    Japan and the World Economy, 2006, 18, (3), 324-330 View citations (7)
59. Introduction to model uncertainty and robustness
    Journal of Economic Theory, 2006, 128, (1), 1-3 View citations (3)
60. Robust control and model misspecification
    Journal of Economic Theory, 2006, 128, (1), 45-90 View citations (152)
    See also Chapter (2014)
61. Shocks and Government Beliefs: The Rise and Fall of American Inflation
    American Economic Review, 2006, 96, (4), 1193-1224 View citations (159)
    See also Working Paper (2004)

2005

62. Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system
    Journal of Economic Dynamics and Control, 2005, 29, (11), 1893-1925 View citations (148)
    See also Working Paper (2003)
63. Certainty equivalence and model uncertainty
    Proceedings, 2005, 17-38 View citations (6)
64. Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S
    Review of Economic Dynamics, 2005, 8, (2), 262-302 View citations (894)
    See also Working Paper (2003)
65. Impacts of Priors on Convergence and Escapes from Nash Inflation
    Review of Economic Dynamics, 2005, 8, (2), 360-391 View citations (51)
    See also Working Paper (2003)
66. Knowing the Forecasts of Others
    Review of Economic Dynamics, 2005, 8, (2), 480-497 View citations (36)
67. Price and investment dynamics: theory and plant level data
    Proceedings, 2005 View citations (5)
68. Robust estimation and control under commitment
    Journal of Economic Theory, 2005, 124, (2), 258-301 View citations (78)
69. The conquest of US inflation: Learning and robustness to model uncertainty
    Review of Economic Dynamics, 2005, 8, (2), 528-563 View citations (183)
    See also Working Paper (2005)

2004

70. European Unemployment and Turbulence Revisited in a Matching Model
    Journal of the European Economic Association, 2004, 2, (2-3), 456-468 View citations (56)
    See also Working Paper (2004)

2003

71. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
    Journal of the European Economic Association, 2003, 1, (1), 68-123 View citations (286)
    See also Chapter (2014)
72. Robust control of forward-looking models
    Journal of Monetary Economics, 2003, 50, (3), 581-604 View citations (128)

2002

73. Commentary: the evolution of economic understanding and postwar stabilization policy
    Proceedings - Economic Policy Symposium - Jackson Hole, 2002, 79-94 View citations (3)
74. Escaping Nash Inflation
    Review of Economic Studies, 2002, 69, (1), 1-40 View citations (129)
    See also Working Paper (2000)
75. Optimal Taxation without State-Contingent Debt
    Journal of Political Economy, 2002, 110, (6), 1220-1254 View citations (363)
    See also Working Paper (2001)
76. ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
    Macroeconomic Dynamics, 2002, 6, (1), 40-84 View citations (84)
77. Robustness and Pricing with Uncertain Growth
    Review of Financial Studies, 2002, 15, (2), 363-404 View citations (97)

2001

78. Acknowledgement Misspecification in Macroeconomic Theory
    Monetary and Economic Studies, 2001, 19, (S1), 213-227 View citations (44)
79. Acknowledging Misspecification in Macroeconomic Theory
    Review of Economic Dynamics, 2001, 4, (3), 519-535 View citations (117)
80. Comment on Fiscal Consequences for Mexico of Adopting the Dollar
    Journal of Money, Credit and Banking, 2001, 33, (2), 617-25 View citations (8)
81. Robust Control and Model Uncertainty
    American Economic Review, 2001, 91, (2), 60-66 View citations (589)
    See also Chapter (2014)
82. Saving and pension reform in general equilibrium models
    Oxford Review of Economic Policy, 2001, 17, (1), 20-39 View citations (15)

1999

83. A primer on monetary and fiscal policy
    Journal of Banking & Finance, 1999, 23, (10), 1463-1482 View citations (18)
84. Projected U.S. Demographics and Social Security
    Review of Economic Dynamics, 1999, 2, (3), 575-615 View citations (104)
    See also Working Paper (1998)
85. Robust Permanent Income and Pricing
    Review of Economic Studies, 1999, 66, (4), 873-907 View citations (290)
    See also Working Paper (1997)
    Chapter (2014)
86. The Big Problem of Small Change
    Journal of Money, Credit and Banking, 1999, 31, (2), 137-61 View citations (28)
    See also Working Paper (1997)

1998

87. The European Unemployment Dilemma
    Journal of Political Economy, 1998, 106, (3), 514-550 View citations (652)
    See also Working Paper (1997)

1997

88. Accounting for the federal government's cost of funds
    Economic Perspectives, 1997, 21, (Jul), 18-28 View citations (13)
89. Coinage, debasements, and Gresham's laws
    Economic Theory, 1997, 10, (2), 197-226 View citations (14)
90. Comment on "Stopping Inflation, Big and Small."
    Journal of Money, Credit and Banking, 1997, 29, (4), 776-77
91. TWO COMPUTATIONS TO FUND SOCIAL SECURITY
    Macroeconomic Dynamics, 1997, 1, (1), 7-44 View citations (104)

1996

92. A supply-side explanation of European unemployment
    Economic Perspectives, 1996, 20, (Sep), 2-15 View citations (5)
93. Expectations and the nonneutrality of Lucas
    Journal of Monetary Economics, 1996, 37, (3), 535-548 View citations (17)

1995

94. Macroeconomic Features of the French Revolution
    Journal of Political Economy, 1995, 103, (3), 474-518 View citations (65)
95. The Swedish unemployment experience
    European Economic Review, 1995, 39, (5), 1043-1070 View citations (60)
96. Welfare States and Unemployment
    Economic Theory, 1995, 6, (1), 143-60 View citations (21)

1993

97. Flat rate taxes with adjustment costs and several capital stocks and household types
    Proceedings, 1993, (Mar)
    See also Working Paper (1993)
98. On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
    Journal of Economic Dynamics and Control, 1993, 17, (5-6), 705-721 View citations (14)
99. Recursive linear models of dynamic economies
    Proceedings, 1993, (Mar) View citations (48)
    See also Working Paper (1990)
100. Seasonality and approximation errors in rational expectations models
     Journal of Econometrics, 1993, 55, (1-2), 21-55 View citations (68)

1991

101. Equilibrium with signal extraction from endogenous variables
     Journal of Economic Dynamics and Control, 1991, 15, (2), 245-273 View citations (89)

1990

102. Money as a medium of exchange in an economy with artificially intelligent agents
     Journal of Economic Dynamics and Control, 1990, 14, (2), 329-373 View citations (145)
103. The analytics of German monetary unification
     Economic Review, 1990, (Fall), 33-50 View citations (2)

1989

104. 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 (151)
105. Convergence of least squares learning mechanisms in self-referential linear stochastic models
     Journal of Economic Theory, 1989, 48, (2), 337-368 View citations (491)
106. Interpreting new evidence about China and U.S. silver purchases
     Journal of Monetary Economics, 1989, 23, (1), 31-51 View citations (19)
107. Two Models of Measurements and the Investment Accelerator
     Journal of Political Economy, 1989, 97, (2), 251-87 View citations (279)

1988

108. Models of business cycles: A review essay
     Journal of Monetary Economics, 1988, 22, (3), 523-542 View citations (10)
109. Straight time and overtime in equilibrium
     Journal of Monetary Economics, 1988, 21, (2-3), 281-308 View citations (56)
     See also Working Paper (1987)
110. The Fate of Systems with "Adaptive" Expectations
     American Economic Review, 1988, 78, (2), 168-72 View citations (40)

1987

111. Irrelevance of Open Market Operations in Some Economies with Government Currency Being Dominated in Rate of Return
     American Economic Review, 1987, 77, (1), 78-92 View citations (44)

1986

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

1985

113. Interest on reserves
     Journal of Monetary Economics, 1985, 15, (3), 279-290 View citations (36)

1984

114. A reply to Darby
     Quarterly Review, 1984, 8, (Spr) View citations (6)
115. Autoregressions, Expectations, and Advice
     American Economic Review, 1984, 74, (2), 408-15 View citations (42)

1983

116. A model of commodity money
     Journal of Monetary Economics, 1983, 12, (1), 163-187 View citations (46)
     See also Working Paper (1983)
117. Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time
     International Economic Review, 1983, 24, (1), 1-20 View citations (7)
     See also Working Paper (1981)
118. Speculations about the speculation against the Hong Kong dollar
     Quarterly Review, 1983, 7, (Fall) View citations (6)
119. The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities
     Econometrica, 1983, 51, (2), 377-87 View citations (40)
     See also Working Paper (1981)

1982

120. Beyond Demand and Supply Curves in Macroeconomics
     American Economic Review, 1982, 72, (2), 382-89 View citations (51)
     See also Working Paper (1982)
121. Instrumental variables procedures for estimating linear rational expectations models
     Journal of Monetary Economics, 1982, 9, (3), 263-296 View citations (46)
     See also Working Paper (1981)
122. The Real-Bills Doctrine versus the Quantity Theory: A Reconsideration
     Journal of Political Economy, 1982, 90, (6), 1212-36 View citations (116)

1981

123. A note on Wiener-Kolmogorov prediction formulas for rational expectations models
     Economics Letters, 1981, 8, (3), 255-260 View citations (32)
     See also Working Paper (1981)
124. Interpreting Economic Time Series
     Journal of Political Economy, 1981, 89, (2), 213-48 View citations (60)
     See also Working Paper (1980)
125. Some unpleasant monetarist arithmetic
     Quarterly Review, 1981, 5, (Fall) View citations (1146)
     See also Chapter (1984)

1980

126. "Tobin's q" and the rate of investment in general equilibrium
     Carnegie-Rochester Conference Series on Public Policy, 1980, 12, (1), 107-154 View citations (23)
127. Formulating and estimating dynamic linear rational expectations models
     Journal of Economic Dynamics and Control, 1980, 2, (1), 7-46 View citations (447)
     See also Working Paper (1979)
128. Rational expectations and the reconstruction of macroeconomics
     Quarterly Review, 1980, 4, (Sum) View citations (9)

1979

129. A note on maximum likelihood estimation of the rational expectations model of the term structure
     Journal of Monetary Economics, 1979, 5, (1), 133-143 View citations (81)
     See also Working Paper (1978)
130. After Keynesian macroeconomics
     Quarterly Review, 1979, 3, (Spr) View citations (78)
131. Causality, Exogeneity, and Natural Rate Models: Reply to C. R. Nelson and B. T. McCallum
     Journal of Political Economy, 1979, 87, (2), 403-09 View citations (8)
132. Estimating vector autoregressions using methods not based on explicit economic theories
     Quarterly Review, 1979, 3, (Sum) View citations (29)
133. The Demand for Money during Hyperinflation under Rational Expectations: II
     International Economic Review, 1979, 20, (3), 741-58 View citations (27)
     Also in International Economic Review, 1977, 18, (1), 59-82 (1977) View citations (55)
     See also Working Paper (1976)

1978

134. A little bit of evidence on the natural rate hypothesis from the U.S
     Journal of Monetary Economics, 1978, 4, (2), 315-319 View citations (13)
     See also Working Paper (1975)
135. Estimation of Dynamic Labor Demand Schedules under Rational Expectations
     Journal of Political Economy, 1978, 86, (6), 1009-44 View citations (279)
     See also Working Paper (1978)
136. Rational Expectations, Econometric Exogeneity, and Consumption
     Journal of Political Economy, 1978, 86, (4), 673-700 View citations (60)
     See also Working Paper (1977)
137. Seasonality and portfolio balance under rational expectations
     Journal of Monetary Economics, 1978, 4, (3), 435-458 View citations (4)
     See also Working Paper (1976)

1977

138. Observations on Improper Methods of Simulating and Teaching Friedman's Time Series Consumption Model
     International Economic Review, 1977, 18, (2), 445-62 View citations (1)
     See also Working Paper (1976)

1976

139. A Classical Macroeconometric Model for the United States
     Journal of Political Economy, 1976, 84, (2), 207-37 View citations (147)
140. Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: A note
     Journal of Monetary Economics, 1976, 2, (4), 511-521 View citations (3)
     See also Working Paper (1976)
141. Rational expectations and the theory of economic policy
     Journal of Monetary Economics, 1976, 2, (2), 169-183 View citations (177)
     See also Working Paper (1974)
142. Response to Rodney Jacobs
     Journal of Monetary Economics, 1976, 2, (4), 529-529
143. The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics
     Journal of Political Economy, 1976, 84, (3), 631-40 View citations (78)
     See also Working Paper (1975)

1975

144. "Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule
     Journal of Political Economy, 1975, 83, (2), 241-54 View citations (773)
145. The response of interest rates to expected inflation in the MPS model
     Journal of Monetary Economics, 1975, 1, (1), 111-115

1974

146. The Elasticity of Substitution and Cyclical Behavior of Productivity, Wages, and Labor's Share
     American Economic Review, 1974, 64, (2), 257-63 View citations (7)

1973

147. "Rational Expectations": A Correction
     Brookings Papers on Economic Activity, 1973, 4, (3), 799-800 View citations (6)
148. Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox
     Journal of Money, Credit and Banking, 1973, 5, (1), 385-449 View citations (40)
     See also Working Paper (1971)
149. Monetary and Fiscal Policy in a Two-Sector Aggregative Model
     American Economic Review, 1973, 63, (3), 345-65 View citations (4)
     See also Working Paper (1972)
150. Rational Expectations and the Dynamics of Hyperinflation
     International Economic Review, 1973, 14, (2), 328-50 View citations (126)
151. Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment
     Brookings Papers on Economic Activity, 1973, 4, (2), 429-480 View citations (151)
152. The Stability of Models of Money and Growth with Perfect Foresight
     Econometrica, 1973, 41, (6), 1043-48 View citations (100)

1972

153. Anticipated Inflation and the Nominal Rate of Interest
     The Quarterly Journal of Economics, 1972, 86, (2), 212-225 View citations (16)
154. Rational Expectations and the Term Structure of Interest Rates
     Journal of Money, Credit and Banking, 1972, 4, (1), 74-97 View citations (42)

1971

155. A Note on the 'Accelerationist' Controversy
     Journal of Money, Credit and Banking, 1971, 3, (3), 721-25 View citations (118)
156. Market Transaction Costs, Asset Demand Functions, and the Relative Potency of Monetary and Fiscal Policy
     Journal of Money, Credit and Banking, 1971, 3, (2), 469-505
157. Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
     Econometrica, 1971, 39, (3), 501-10 View citations (27)
     See also Chapter (2010)
158. The Optimum Monetary Instrument Variable in a Linear Economic Model
     Canadian Journal of Economics, 1971, 4, (1), 50-60 View citations (4)

1970

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

1969

161. Commodity Price Expectations and the Interest Rate
     The Quarterly Journal of Economics, 1969, 83, (1), 127-140 View citations (38)
162. The Term Structure of Interest Rates in Canada
     Canadian Journal of Economics, 1969, 2, (1), 65-77 View citations (2)

Books

2014

1. Uncertainty within Economic Models
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (10)

2013

2. Rational Expectations and Inflation (Third Edition)
   Economics Books, Princeton University Press View citations (8)
3. Recursive Models of Dynamic Linear Economies
   Economics Books, Princeton University Press View citations (32)

2012

4. Recursive Macroeconomic Theory, Third Edition, vol 1
   MIT Press Books, The MIT Press View citations (167)

2004

5. Recursive Macroeconomic Theory, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations (517)

1993

6. Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures
   OUP Catalogue, Oxford University Press View citations (313)

Edited books

2015

1. Macroeconomics at the Service of Public Policy
   OUP Catalogue, Oxford University Press

2013

2. Macroeconomics at the Service of Public Policy
   OUP Catalogue, Oxford University Press View citations (12)

Chapters

2014

1. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
   Chapter 4 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 83-143
   See also Journal Article in Journal of the European Economic Association (2003)
2. Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
   Chapter 10 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 331-377
3. Discounted Linear Exponential Quadratic Gaussian Control
   Chapter 2 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 23-32
4. Doubts or Variability?
   Chapter 7 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 217-256
   See also Journal Article in Journal of Economic Theory (2009)
5. Fragile Beliefs and the Price of Uncertainty
   Chapter 9 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 293-330
   See also Journal Article in Quantitative Economics (2010)
6. Introduction
   Chapter 1 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 1-21
7. Robust Control and Model Misspecification
   Chapter 6 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 155-216
   See also Journal Article in Journal of Economic Theory (2006)
8. Robust Control and Model Uncertainty
   Chapter 5 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 145-154
   See also Journal Article in American Economic Review (2001)
9. Robust Estimation and Control without Commitment
   Chapter 8 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 257-291
10. Robust Permanent Income and Pricing
    Chapter 3 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 33-81
    See also Working Paper (1997)
    Journal Article in Review of Economic Studies (1999)
11. Three Types of Ambiguity
    Chapter 11 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 379-430
    See also Journal Article in Journal of Monetary Economics (2012)

2013

12. Drawing lines in US monetary and fiscal history
    Chapter 8 in The Economic Crisis in Retrospect, 2013, pp 161-180

2010

13. How Sweden's Unemployment Became More Like Europe's
    A chapter in Reforming the Welfare State: Recovery and Beyond in Sweden, 2010, pp 189-223 View citations (1)
14. REGRESSION WITH NON-GAUSSIAN STABLE DISTURBANCES: SOME SAMPLING RESULTS
    Chapter 1 in Perspectives On Promotion And Database Marketing The Collected Works of Robert C Blattberg, 2010, pp 7-16
    See also Journal Article in Econometrica (1971)
15. Wanting Robustness in Macroeconomics
    Chapter 20 in Handbook of Monetary Economics, 2010, vol. 3, pp 1097-1157 View citations (41)

2008

16. Time Inconsistency of Robust Control?
    Chapter 7 in Macroeconomics in the Small and the Large, 2008 View citations (41)

2007

17. Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries, and Savings
    A chapter in NBER Macroeconomics Annual 2006, Volume 21, 2007, pp 181-246 View citations (27)
    See also Working Paper (2007)
18. Introduction to Robustness
    A chapter in Robustness, 2007 View citations (87)

2002

19. Evolving Post-World War II US Inflation Dynamics
    A chapter in NBER Macroeconomics Annual 2001, Volume 16, 2002, pp 331-388 View citations (72)
    See also Working Paper

1997

20. Taxes and Subsidies in Swedish Unemployment
    A chapter in The Welfare State in Transition: Reforming the Swedish Model, 1997, pp 299-314

1996

21. Mechanics of forming and estimating dynamic linear economies
    Chapter 04 in Handbook of Computational Economics, 1996, vol. 1, pp 171-252 View citations (143)
    See also Working Paper (1995)
22. Neural networks for encoding and adapting in dynamic economies
    Chapter 09 in Handbook of Computational Economics, 1996, vol. 1, pp 441-470 View citations (11)

1993

23. A Dynamic Index Model for Large Cross Sections
    A chapter in Business Cycles, Indicators, and Forecasting, 1993, pp 285-310 View citations (47)
    See also Working Paper (1993)

1987

24. Inflation and the Government Budget Constraint
    Palgrave Macmillan View citations (29)

1984

25. Some Unpleasant Monetarist Arithmetic
    Palgrave Macmillan View citations (21)
    See also Journal Article in Quarterly Review (1981)

1982

26. The Ends of Four Big Inflations
    A chapter in Inflation: Causes and Effects, 1982, pp 41-98 View citations (256)
    See also Working Paper (1981)

1976

27. Interest Rates and Expected Inflation: A Selective Summary of Recent Research
    A chapter in Explorations in Economic Research, Volume 3, number 3, 1976, pp 303-325 View citations (5)

1973

28. What Do Regressions of Interest on Inflation Show?
    A chapter in Annals of Economic and Social Measurement, Volume 2, number 3, 1973, pp 289-301 View citations (4)

1971

29. Expectations at the Short End of the Yield Curve: An Application of Macaulay's Test
    A chapter in Essays on Interest Rates, Volume 2, 1971, pp 391-412 View citations (2)

Software Items

2021

1. Code and data files for "The fundamental surplus strikes again"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2021)

2016

2. Code and data files for "A Life-Cycle Model of Trans-Atlantic Employment Experiences"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2017)

2013

3. Code and data files for "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2014)

2011

4. Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2011)

2001

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

2000

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

1999

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

1998

10. Optimal Fiscal Policy in a Linear Stochastic Economy
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (1)

1995

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

Undated

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