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:	National Bureau of Economic Research (NBER), (more information at EDIRC) Hoover Institution on War Revolution & Peace, (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

2025

1. Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber
   Working Papers, Federal Reserve Bank of St. Louis
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)

2024

2. Dynamic Programming: Finite States
   Papers, arXiv.org
3. Implementing a Ramsey Plan
   NBER Working Papers, National Bureau of Economic Research, Inc

2023

4. Online Appendix to "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence"
   Online Appendices, Review of Economic Dynamics
   See also Journal Article Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) (2023)
5. Returns to labor mobility. Layoff costs and quit turbulence
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2022

6. A p Theory of Taxes and Debt Management
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
7. Economic Networks: Theory and Computation
   Papers, arXiv.org View citations (4)
8. Managing Public Portfolios
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2021

9. Costs of Financing US Federal Debt: 1791-1933
   Working Papers, Princeton University. Economics Department.
10. Returns to Labor Mobility
    Working Papers, Barcelona School of Economics
11. Stochastic Earnings Growth and Equilibrium Wealth Distributions
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
12. The Fundamental Surplus Strikes Again
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article The fundamental surplus strikes again, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (4) (2021)

2020

13. A Framework for Studying the Monetary and Fiscal History of Latin America, 1960–2017
    Staff Report, Federal Reserve Bank of Minneapolis View citations (1)
14. Debt and Taxes in Eight U.S. Wars and Two Insurrections
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
15. Shotgun Wedding: Fiscal and Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
    Also in Staff Report, Federal Reserve Bank of Minneapolis (2020) View citations (18)
    See also Journal Article Shotgun Wedding: Fiscal and Monetary Policy, Annual Review of Economics, Annual Reviews (2020) View citations (27) (2020)
16. Turbulence and unemployment in matching models
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (6)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (5)
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2018) View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (9)

2019

17. 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)
18. Macroeconomic Uncertainty Prices when Beliefs are Tenuous
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    See also Journal Article Macroeconomic uncertainty prices when beliefs are tenuous, Journal of Econometrics, Elsevier (2021) View citations (4) (2021)
19. The Optimal Maturity of Government Debt
    2019 Meeting Papers, Society for Economic Dynamics View citations (3)

2018

20. Inequality, Business Cycles, and Monetary-Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2018) View citations (24)
    See also Journal Article Inequality, Business Cycles, and Monetary‐Fiscal Policy, Econometrica, Econometric Society (2021) View citations (14) (2021)
21. Quit Turbulence and Unemployment
    Working Papers, Barcelona School of Economics View citations (9)
22. US Federal Debt 1776 -1960: Quantities and Prices
    Working Papers, Princeton University. Economics Department. View citations (2)
    Also in Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2018) View citations (7)

2017

23. Optimal Fiscal-Monetary Policy with Redistribution
    2017 Meeting Papers, Society for Economic Dynamics View citations (11)
24. 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 Short-Run and Long-Run Effects of Milton Friedman's Presidential Address, Journal of Economic Perspectives, American Economic Association (2018) View citations (15) (2018)

2016

25. 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 A Life-Cycle Model of Trans-Atlantic Employment Experiences, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (8) (2017)
26. Fiscal Policy and Debt Management with Incomplete Markets
    2016 Meeting Papers, Society for Economic Dynamics View citations (14)
    See also Journal Article Fiscal Policy and Debt Management with Incomplete Markets, The Quarterly Journal of Economics, President and Fellows of Harvard College (2017) View citations (34) (2017)
27. Sets of Models and Prices of Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2015

28. A Case for Incomplete Markets
    Economics Series, Institute for Advanced Studies View citations (13)
    Also in 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (10)
    See also Journal Article A case for incomplete markets, Journal of Economic Theory, Elsevier (2018) View citations (10) (2018)
29. A History of U.S. Debt Limits
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
30. The Fundamental Surplus in Matching Models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)

2014

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

2013

34. Fiscal Discriminations in Three Wars
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Economics Working Papers, School of Business Administration, American University of Sharjah
    Working Papers, Brandeis University, Department of Economics and International Business School (2013) View citations (1)
    See also Journal Article Fiscal discriminations in three wars, Journal of Monetary Economics, Elsevier (2014) View citations (22) (2014)
35. Instability, Misallocation and Productivity
    2013 Meeting Papers, Society for Economic Dynamics
36. Taxes, Debts, and Redistributions with Aggregate Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
37. 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 Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs, Economic Journal, Royal Economic Society (2014) View citations (14) (2014)

2012

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

2011

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

2010

41. 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)
42. Convergence of Least Squares Learning in Environments With Private Information
    Levine's Working Paper Archive, David K. Levine
43. 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 Working Papers, Brandeis University, Department of Economics and International Business School (2010) View citations (19)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (12)
    See also Journal Article Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics, American Economic Journal: Macroeconomics, American Economic Association (2011) View citations (113) (2011)

2009

44. 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 A DEFENSE OF THE FOMC, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2012) View citations (37) (2012)
45. Managing expectations and fiscal policy
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (19)

2008

46. Inflation-Gap Persistence in the U.S
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    See also Journal Article Inflation-Gap Persistence in the US, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (329) (2010)
47. Israel 1983: A Bout of Unpleasant Monetarist Arithmetic
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article Israel 1983: A bout of unpleasant monetarist arithmetic?, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (4) (2011)
48. Monetary policies and low-frequency manifestations of the quantity theory
    Discussion Papers, Monetary Policy Committee Unit, Bank of England View citations (15)
49. Robustness and US Monetary
    2008 Meeting Papers, Society for Economic Dynamics View citations (26)

2007

50. 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 Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries, and Savings, NBER Chapters, National Bureau of Economic Research, Inc (2007) View citations (27) (2007)
51. Evolution and Intelligent Design
    Levine's Bibliography, UCLA Department of Economics View citations (15)
    See also Journal Article Evolution and Intelligent Design, American Economic Review, American Economic Association (2008) View citations (69) (2008)
52. Taxes, Benefits, and Careers: Complete Versus Incomplete Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    See also Journal Article Taxes, benefits, and careers: Complete versus incomplete markets, Journal of Monetary Economics, Elsevier (2008) View citations (10) (2008)

2006

53. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics View citations (14)
    Also in Levine's Bibliography, UCLA Department of Economics (2005) View citations (25)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005) View citations (21)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2005) View citations (25)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (31)
    See also Journal Article ABCs (and Ds) of Understanding VARs, American Economic Review, American Economic Association (2007) View citations (312) (2007)
54. Economic and VAR Shocks: What Can Go Wrong?
    Levine's Bibliography, UCLA Department of Economics View citations (2)
55. Indivisible Labor and Its Supply Elasticity: Do Taxes Explain European Employment?
    2006 Meeting Papers, Society for Economic Dynamics View citations (2)
56. 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 The Conquest of South American Inflation, Journal of Political Economy, University of Chicago Press (2009) View citations (105) (2009)

2005

57. 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 ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2008) View citations (99) (2008)
58. Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson
    2005 Meeting Papers, Society for Economic Dynamics View citations (12)
59. Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
60. Politics and Efficiency of Separating Capital and Ordinary Government Budgets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (5)
    Working Paper Series, Federal Reserve Bank of Chicago (2005) View citations (10)
61. Recursive robust estimation and control without commitment
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (7)
    See also Journal Article Recursive robust estimation and control without commitment, Journal of Economic Theory, Elsevier (2007) View citations (98) (2007)
62. The European Unemployment Experience: Theoretical Robustness
    2005 Meeting Papers, Society for Economic Dynamics
63. The Market Price of Risk and the Equity Premium
    Working Papers, University of California, Davis, Department of Economics View citations (3)
64. 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 The conquest of US inflation: Learning and robustness to model uncertainty, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2005) View citations (186) (2005)

2004

65. European Unemployment and Turbulence Revisited in a Matching Model
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (60)
    See also Journal Article European Unemployment and Turbulence Revisited in a Matching Model, Journal of the European Economic Association, MIT Press (2004) View citations (58) (2004)
66. 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 Shocks and Government Beliefs: The Rise and Fall of American Inflation, American Economic Review, American Economic Association (2006) View citations (161) (2006)
67. Sustaining a Time-Consistent Ramsey Plan with Options
    2004 Meeting Papers, Society for Economic Dynamics

2003

68. 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 Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (153) (2005)
69. Drifts and volatilities: monetary policies and outcomes in the post WWII U.S
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (120)
    Also in Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
    See also Journal Article Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2005) View citations (988) (2005)
70. 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 Impacts of Priors on Convergence and Escapes from Nash Inflation, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2005) View citations (52) (2005)

2002

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

2001

72. Optimal taxation without state-contingent debt
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (56)
    See also Journal Article Optimal Taxation without State-Contingent Debt, Journal of Political Economy, University of Chicago Press (2002) View citations (374) (2002)

2000

73. Escaping Nash inflation
    Working Paper Series, European Central Bank
    See also Journal Article Escaping Nash Inflation, The Review of Economic Studies, Review of Economic Studies Ltd (2002) View citations (130) (2002)

1998

74. Projected U.S. demographics and social security
    Working Paper Series, Federal Reserve Bank of Chicago View citations (27)
    See also Journal Article Projected U.S. Demographics and Social Security, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (1999) View citations (108) (1999)

1997

75. 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 Robust Permanent Income and Pricing, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2014) (2014)
    Journal Article Robust Permanent Income and Pricing, The Review of Economic Studies, Review of Economic Studies Ltd (1999) View citations (296) (1999)
76. The European Unemployment Dilemma
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (19)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995) View citations (6)
    Working Paper Series, Research Institute of Industrial Economics (1997) View citations (6)
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) (1996) View citations (10)
    See also Journal Article The European Unemployment Dilemma, Journal of Political Economy, University of Chicago Press (1998) View citations (666) (1998)
77. The big problem of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (28)
    See also Journal Article The Big Problem of Small Change, Journal of Money, Credit and Banking, Blackwell Publishing (1999) View citations (28) (1999)
78. The evolution of small change
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (1)

1995

79. 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 Mechanics of forming and estimating dynamic linear economies, Handbook of Computational Economics, Elsevier (1996) View citations (143) (1996)

1993

80. 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 (25)
    See also Chapter A Dynamic Index Model for Large Cross Sections, NBER Chapters, National Bureau of Economic Research, Inc (1993) View citations (47) (1993)
81. 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 Flat rate taxes with adjustment costs and several capital stocks and household types, Proceedings, Federal Reserve Bank of San Francisco (1993) (1993)

1992

82. 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

83. 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

84. Recursive Linear Models of Dynamic Economies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article Recursive linear models of dynamic economies, Proceedings, Federal Reserve Bank of San Francisco (1993) View citations (48) (1993)

1987

85. Straight Time and Overtime in Equilibrium
    UCLA Economics Working Papers, UCLA Department of Economics View citations (13)
    See also Journal Article Straight time and overtime in equilibrium, Journal of Monetary Economics, Elsevier (1988) View citations (56) (1988)

1986

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

1985

87. 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

88. A model of commodity money
    Staff Report, Federal Reserve Bank of Minneapolis View citations (47)
    See also Journal Article A model of commodity money, Journal of Monetary Economics, Elsevier (1983) View citations (48) (1983)
89. Identification of continuous time rational expectations models from discrete time data
    Staff Report, Federal Reserve Bank of Minneapolis View citations (3)

1982

90. Beyond demand and supply curves in macroeconomics
    Staff Report, Federal Reserve Bank of Minneapolis View citations (35)
    See also Journal Article Beyond Demand and Supply Curves in Macroeconomics, American Economic Review, American Economic Association (1982) View citations (53) (1982)
91. Formulating and estimating continuous time rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations (3)

1981

92. 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 A note on Wiener-Kolmogorov prediction formulas for rational expectations models, Economics Letters, Elsevier (1981) View citations (32) (1981)
93. 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 Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1983) View citations (7) (1983)
94. Exact linear rational expectations models: specification and estimation
    Staff Report, Federal Reserve Bank of Minneapolis View citations (30)
95. Instrumental variables procedures for estimating linear rational expectations models
    Staff Report, Federal Reserve Bank of Minneapolis View citations (7)
    See also Journal Article Instrumental variables procedures for estimating linear rational expectations models, Journal of Monetary Economics, Elsevier (1982) View citations (51) (1982)
96. Stopping moderate inflations: the methods of Poincaré and Thatcher
    Working Papers, Federal Reserve Bank of Minneapolis View citations (20)
97. 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 The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities, Econometrica, Econometric Society (1983) View citations (42) (1983)
98. The ends of four big inflations
    Working Papers, Federal Reserve Bank of Minneapolis View citations (52)
    See also Chapter The Ends of Four Big Inflations, NBER Chapters, National Bureau of Economic Research, Inc (1982) View citations (262) (1982)
99. The real bills doctrine vs. the quantity theory: a reconsideration
    Staff Report, Federal Reserve Bank of Minneapolis View citations (10)
100. \"Dollarization,\" seignorage, and the demand for money
     Working Papers, Federal Reserve Bank of Minneapolis

1980

101. Interpreting economic time series
     Staff Report, Federal Reserve Bank of Minneapolis View citations (5)
     See also Journal Article Interpreting Economic Time Series, Journal of Political Economy, University of Chicago Press (1981) View citations (61) (1981)
102. Linear rational expectations models for dynamically interrelated variables
     Working Papers, Federal Reserve Bank of Minneapolis View citations (23)
103. Methods for estimating continuous time Rational Expectations models from discrete time data
     Staff Report, Federal Reserve Bank of Minneapolis View citations (15)
104. Rational expectations models and the aliasing phenomenon
     Staff Report, Federal Reserve Bank of Minneapolis View citations (3)

1979

105. Formulating and estimating dynamic linear rational expectations models
     Working Papers, Federal Reserve Bank of Minneapolis View citations (22)
     See also Journal Article Formulating and estimating dynamic linear rational expectations models, Journal of Economic Dynamics and Control, Elsevier (1980) View citations (455) (1980)
106. \\"Tobin's Q\\" and the rate of investment in general equilibrium
     Staff Report, Federal Reserve Bank of Minneapolis View citations (1)

1978

107. 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 A note on maximum likelihood estimation of the rational expectations model of the term structure, Journal of Monetary Economics, Elsevier (1979) View citations (83) (1979)
108. Estimation of dynamic labor demand schedules under rational expectations
     Staff Report, Federal Reserve Bank of Minneapolis View citations (272)
     See also Journal Article Estimation of Dynamic Labor Demand Schedules under Rational Expectations, Journal of Political Economy, University of Chicago Press (1978) View citations (285) (1978)

1977

109. Business cycle modeling without pretending to have too much a priori economic theory
     Working Papers, Federal Reserve Bank of Minneapolis View citations (298)
110. Is Keynesian economics a dead end?
     Working Papers, Federal Reserve Bank of Minneapolis View citations (3)
111. Rational expectations, econometric exogeneity and consumption
     Staff Report, Federal Reserve Bank of Minneapolis
     See also Journal Article Rational Expectations, Econometric Exogeneity, and Consumption, Journal of Political Economy, University of Chicago Press (1978) View citations (61) (1978)

1976

112. 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 Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: A note, Journal of Monetary Economics, Elsevier (1976) View citations (3) (1976)
113. 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 Observations on Improper Methods of Simulating and Teaching Friedman's Time Series Consumption Model, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1977) View citations (1) (1977)
114. Seasonality and portfolio balance under rational expectations
     Working Papers, Federal Reserve Bank of Minneapolis View citations (1)
     See also Journal Article Seasonality and portfolio balance under rational expectations, Journal of Monetary Economics, Elsevier (1978) View citations (5) (1978)
115. Testing for neutrality and rationality
     Working Papers, Federal Reserve Bank of Minneapolis View citations (2)
116. The demand for money during hyperinflations under rational expectations: II
     Working Papers, Federal Reserve Bank of Minneapolis
     See also Journal Article The Demand for Money during Hyperinflation under Rational Expectations: II, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1979) View citations (27) (1979)

1975

117. 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 A little bit of evidence on the natural rate hypothesis from the U.S, Journal of Monetary Economics, Elsevier (1978) View citations (13) (1978)
118. Naive business cycle theory
     Working Papers, Federal Reserve Bank of Minneapolis
119. The observational equivalence of natural and unnatural rate theories of macroeconomics
     Working Papers, Federal Reserve Bank of Minneapolis
     See also Journal Article The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics, Journal of Political Economy, University of Chicago Press (1976) View citations (79) (1976)

1974

120. Dynamic analysis of a Keynesian model
     Working Papers, Federal Reserve Bank of Minneapolis
121. Rational expectations and the theory of economic policy
     Working Papers, Federal Reserve Bank of Minneapolis View citations (5)
     See also Journal Article Rational expectations and the theory of economic policy, Journal of Monetary Economics, Elsevier (1976) View citations (182) (1976)
122. Unemployment and stabilization policy in a two-sector, two-country aggregative model
     Working Papers, Federal Reserve Bank of Minneapolis

1972

123. 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 Monetary and Fiscal Policy in a Two-Sector Aggregative Model, American Economic Review, American Economic Association (1973) View citations (4) (1973)

1971

124. 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 Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox, Journal of Money, Credit and Banking, Blackwell Publishing (1973) View citations (41) (1973)

Undated

125. Evolving Post-World War II U.S. Inflation Dynamics
     Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University
     See also Chapter Evolving Post-World War II US Inflation Dynamics, NBER Chapters, National Bureau of Economic Research, Inc (2002) View citations (73) (2002)

Journal Articles

2024

1. Critique and consequence
   Journal of Monetary Economics, 2024, 141, (C), 2-13
2. Managing government debt
   Proceedings of the National Academy of Sciences, 2024, 121, (11), e2318365121

2023

3. Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence
   Review of Economic Dynamics, 2023, 50, 43-60
   See also Software Item Code and data files for "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence", Computer Codes (2023) (2023)
   Working Paper Online Appendix to "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence", Online Appendices (2023) (2023)

2022

4. Learning from Lucas
   Journal of Economic Methodology, 2022, 29, (1), 17-29 View citations (2)
5. Structured ambiguity and model misspecification
   Journal of Economic Theory, 2022, 199, (C) View citations (7)
6. Three world wars: Fiscal–monetary consequences
   Proceedings of the National Academy of Sciences, 2022, 119, (18), e2200349119 View citations (3)

2021

7. Inequality, Business Cycles, and Monetary‐Fiscal Policy
   Econometrica, 2021, 89, (6), 2559-2599 View citations (14)
   See also Working Paper Inequality, Business Cycles, and Monetary-Fiscal Policy, NBER Working Papers (2018) View citations (24) (2018)
8. Macroeconomic uncertainty prices when beliefs are tenuous
   Journal of Econometrics, 2021, 223, (1), 222-250 View citations (4)
   See also Working Paper Macroeconomic Uncertainty Prices when Beliefs are Tenuous, NBER Working Papers (2019) View citations (2) (2019)
9. The fundamental surplus strikes again
   Review of Economic Dynamics, 2021, 41, 38-51 View citations (4)
   See also Working Paper The Fundamental Surplus Strikes Again, CEPR Discussion Papers (2021) (2021)
   Software Item Code and data files for "The fundamental surplus strikes again", Computer Codes (2021) (2021)

2020

10. Shotgun Wedding: Fiscal and Monetary Policy
    Annual Review of Economics, 2020, 12, (1), 659-690 View citations (27)
    See also Working Paper Shotgun Wedding: Fiscal and Monetary Policy, NBER Working Papers (2020) View citations (27) (2020)
11. Twisted probabilities, uncertainty, and prices
    Journal of Econometrics, 2020, 216, (1), 151-174 View citations (2)

2019

12. Commodity and Token Monies
    The Economic Journal, 2019, 129, (619), 1457-1476 View citations (3)

2018

13. A case for incomplete markets
    Journal of Economic Theory, 2018, 178, (C), 191-221 View citations (10)
    See also Working Paper A Case for Incomplete Markets, Economics Series (2015) View citations (13) (2015)
14. Short-Run and Long-Run Effects of Milton Friedman's Presidential Address
    Journal of Economic Perspectives, 2018, 32, (1), 121-34 View citations (15)
    See also Working Paper Short-Run and Long-Run Effects of Milton Friedman's Presidential Address, NBER Working Papers (2017) View citations (3) (2017)

2017

15. A Life-Cycle Model of Trans-Atlantic Employment Experiences
    Review of Economic Dynamics, 2017, 25, 320-349 View citations (8)
    See also Working Paper A Life-Cycle Model of Trans-Atlantic Employment Experiences, CEPR Discussion Papers (2016) View citations (8) (2016)
    Software Item Code and data files for "A Life-Cycle Model of Trans-Atlantic Employment Experiences", Computer Codes (2016) (2016)
16. Fiscal Policy and Debt Management with Incomplete Markets
    The Quarterly Journal of Economics, 2017, 132, (2), 617-663 View citations (34)
    See also Working Paper Fiscal Policy and Debt Management with Incomplete Markets, 2016 Meeting Papers (2016) View citations (14) (2016)
17. Public debt in economies with heterogeneous agents
    Journal of Monetary Economics, 2017, 91, (C), 39-51 View citations (24)
18. The Fundamental Surplus
    American Economic Review, 2017, 107, (9), 2630-65 View citations (82)

2015

19. 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
20. Four types of ignorance
    Journal of Monetary Economics, 2015, 69, (C), 97-113 View citations (9)
21. Harrod 1939
    Economic Journal, 2015, (583), 350-377
22. 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 (23)
23. Price-level uncertainty and instability in the United Kingdom
    Journal of Economic Dynamics and Control, 2015, 52, (C), 1-16 View citations (11)
24. Robert E. Lucas Jr.'s Collected Papers on Monetary Theory
    Journal of Economic Literature, 2015, 53, (1), 43-64 View citations (1)
25. 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)
26. [Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü
    Journal of Economics Bibliography, 2015, 2, (2), 57-65

2014

27. 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 Code and data files for "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security", Computer Codes (2013) (2013)
28. Fiscal discriminations in three wars
    Journal of Monetary Economics, 2014, 61, (C), 148-166 View citations (22)
    See also Working Paper Fiscal Discriminations in Three Wars, NBER Working Papers (2013) View citations (1) (2013)
29. Rational Expectations and Ambiguity (corrected)
    Financial Analysts Journal, 2014, 70, (2), 14-19
30. The evolution of monetary policy rules
    Journal of Economic Dynamics and Control, 2014, 49, (C), 147-150 View citations (4)
31. Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs
    Economic Journal, 2014, 124, (575), 1-30 View citations (14)
    See also Working Paper Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs, Working Papers (2013) View citations (9) (2013)

2012

32. A DEFENSE OF THE FOMC
    International Economic Review, 2012, 53, (4), 1047-1065 View citations (37)
    See also Working Paper A defence of the FOMC, Economics Series Working Papers (2009) View citations (9) (2009)
33. 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
34. Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
    American Economic Review, 2012, 102, (3), 141-46 View citations (4)
35. Nobel Lecture: United States Then, Europe Now
    Journal of Political Economy, 2012, 120, (1), 1 - 40 View citations (62)
36. Small noise methods for risk-sensitive/robust economies
    Journal of Economic Dynamics and Control, 2012, 36, (4), 468-500 View citations (22)
37. Three types of ambiguity
    Journal of Monetary Economics, 2012, 59, (5), 422-445 View citations (37)
    See also Chapter Three Types of Ambiguity, World Scientific Book Chapters, 2014, 379-430 (2014) (2014)

2011

38. A Labor Supply Elasticity Accord?
    American Economic Review, 2011, 101, (3), 487-91 View citations (33)
39. 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 (113)
    See also Working Paper Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics, NBER Working Papers (2010) View citations (20) (2010)
40. Israel 1983: A bout of unpleasant monetarist arithmetic?
    Review of Economic Dynamics, 2011, 14, (3), 419-431 View citations (4)
    See also Software Item Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic", Computer Codes (2011) (2011)
    Working Paper Israel 1983: A Bout of Unpleasant Monetarist Arithmetic, CEPR Discussion Papers (2008) View citations (1) (2008)
41. Robustness and ambiguity in continuous time
    Journal of Economic Theory, 2011, 146, (3), 1195-1223 View citations (25)
42. Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
    American Economic Review, 2011, 101, (1), 109-28 View citations (109)
43. Where to Draw Lines: Stability Versus Efficiency
    Economica, 2011, 78, (310), 197-214 View citations (18)

2010

44. ALTERNATIVE MONETARY POLICIES IN A TURNPIKE ECONOMY
    Macroeconomic Dynamics, 2010, 14, (5), 727-762 View citations (7)
45. Fragile beliefs and the price of uncertainty
    Quantitative Economics, 2010, 1, (1), 129-162 View citations (88)
    See also Chapter Fragile Beliefs and the Price of Uncertainty, World Scientific Book Chapters, 2014, 293-330 (2014) (2014)
46. Inflation-Gap Persistence in the US
    American Economic Journal: Macroeconomics, 2010, 2, (1), 43-69 View citations (329)
    See also Working Paper Inflation-Gap Persistence in the U.S, NBER Working Papers (2008) View citations (31) (2008)
47. Robust hidden Markov LQG problems
    Journal of Economic Dynamics and Control, 2010, 34, (10), 1951-1966 View citations (5)
48. 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

49. 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)
50. Doubts or variability?
    Journal of Economic Theory, 2009, 144, (6), 2388-2418 View citations (118)
    See also Chapter Doubts or Variability?, World Scientific Book Chapters, 2014, 217-256 (2014) (2014)
51. The Conquest of South American Inflation
    Journal of Political Economy, 2009, 117, (2), 211-256 View citations (105)
    See also Working Paper The Conquest of South American Inflation, NBER Working Papers (2006) View citations (15) (2006)

2008

52. ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING
    International Economic Review, 2008, 49, (1), 185-221 View citations (99)
    See also Working Paper Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making, Working Papers (2005) View citations (5) (2005)
53. Evolution and Intelligent Design
    American Economic Review, 2008, 98, (1), 5-37 View citations (69)
    See also Working Paper Evolution and Intelligent Design, Levine's Bibliography (2007) View citations (15) (2007)
54. Robustness and U.S. Monetary Policy Experimentation
    Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 View citations (66)
    Also in Journal of Money, Credit and Banking, 2008, 40, (8), 1599-1623 (2008) View citations (11)
55. Taxes, benefits, and careers: Complete versus incomplete markets
    Journal of Monetary Economics, 2008, 55, (1), 98-125 View citations (10)
    See also Working Paper Taxes, Benefits, and Careers: Complete Versus Incomplete Markets, CEPR Discussion Papers (2007) View citations (2) (2007)
56. 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 (136)
57. Two Questions about European Unemployment
    Econometrica, 2008, 76, (1), 1-29 View citations (147)

2007

58. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 View citations (312)
    See also Working Paper A,B,C's (and D's)'s for Understanding VARS, Levine's Bibliography (2006) View citations (14) (2006)
59. 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 Proceedings, 2005 (2005) View citations (15)
    Journal of Money, Credit and Banking, 2007, 39, (s1), 67-99 (2007) View citations (3)
60. Commentary on \\"Long-run risks and financial markets\\"
    Review, 2007, 89, (Jul), 301-304 View citations (3)
61. Foreword
    American Economic Review, 2007, 97, (2), ix-ix
62. Recursive robust estimation and control without commitment
    Journal of Economic Theory, 2007, 136, (1), 1-27 View citations (98)
    See also Working Paper Recursive robust estimation and control without commitment, Discussion Paper Series 1: Economic Studies (2005) View citations (7) (2005)
63. Understanding European unemployment with a representative family model
    Journal of Monetary Economics, 2007, 54, (8), 2180-2204 View citations (25)
64. Understanding European unemployment with matching and search-island models
    Journal of Monetary Economics, 2007, 54, (8), 2139-2179 View citations (63)

2006

65. Ambiguity in American monetary and fiscal policy
    Japan and the World Economy, 2006, 18, (3), 324-330 View citations (7)
66. Introduction to model uncertainty and robustness
    Journal of Economic Theory, 2006, 128, (1), 1-3 View citations (3)
67. Robust control and model misspecification
    Journal of Economic Theory, 2006, 128, (1), 45-90 View citations (157)
    See also Chapter Robust Control and Model Misspecification, World Scientific Book Chapters, 2014, 155-216 (2014) (2014)
68. Shocks and Government Beliefs: The Rise and Fall of American Inflation
    American Economic Review, 2006, 96, (4), 1193-1224 View citations (161)
    See also Working Paper Shocks and Government Beliefs: The Rise and Fall of American Inflation, NBER Working Papers (2004) View citations (20) (2004)

2005

69. 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 (153)
    See also Working Paper Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system, CFS Working Paper Series (2003) View citations (19) (2003)
70. Certainty equivalence and model uncertainty
    Proceedings, 2005, 17-38 View citations (6)
71. Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S
    Review of Economic Dynamics, 2005, 8, (2), 262-302 View citations (988)
    See also Working Paper Drifts and volatilities: monetary policies and outcomes in the post WWII U.S, FRB Atlanta Working Paper (2003) View citations (120) (2003)
72. Impacts of Priors on Convergence and Escapes from Nash Inflation
    Review of Economic Dynamics, 2005, 8, (2), 360-391 View citations (52)
    See also Working Paper Impacts of priors on convergence and escapes from Nash inflation, FRB Atlanta Working Paper (2003) View citations (19) (2003)
73. Knowing the Forecasts of Others
    Review of Economic Dynamics, 2005, 8, (2), 480-497 View citations (36)
74. Price and investment dynamics: theory and plant level data
    Proceedings, 2005 View citations (5)
75. Robust estimation and control under commitment
    Journal of Economic Theory, 2005, 124, (2), 258-301 View citations (78)
76. The conquest of US inflation: Learning and robustness to model uncertainty
    Review of Economic Dynamics, 2005, 8, (2), 528-563 View citations (186)
    See also Working Paper The conquest of U.S. inflation: learning and robustness to model uncertainty, Working Paper Series (2005) View citations (177) (2005)

2004

77. European Unemployment and Turbulence Revisited in a Matching Model
    Journal of the European Economic Association, 2004, 2, (2-3), 456-468 View citations (58)
    See also Working Paper European Unemployment and Turbulence Revisited in a Matching Model, CEPR Discussion Papers (2004) View citations (60) (2004)

2003

78. 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 (305)
    See also Chapter A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection, World Scientific Book Chapters, 2014, 83-143 (2014) (2014)
79. Robust control of forward-looking models
    Journal of Monetary Economics, 2003, 50, (3), 581-604 View citations (130)

2002

80. Commentary: the evolution of economic understanding and postwar stabilization policy
    Proceedings - Economic Policy Symposium - Jackson Hole, 2002, 79-94 View citations (4)
81. Escaping Nash Inflation
    The Review of Economic Studies, 2002, 69, (1), 1-40 View citations (130)
    See also Working Paper Escaping Nash inflation, Working Paper Series (2000) (2000)
82. Optimal Taxation without State-Contingent Debt
    Journal of Political Economy, 2002, 110, (6), 1220-1254 View citations (374)
    See also Working Paper Optimal taxation without state-contingent debt, Economics Working Papers (2001) View citations (56) (2001)
83. ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
    Macroeconomic Dynamics, 2002, 6, (1), 40-84 View citations (85)
84. Robustness and Pricing with Uncertain Growth
    The Review of Financial Studies, 2002, 15, (2), 363-404 View citations (101)

2001

85. Acknowledgement Misspecification in Macroeconomic Theory
    Monetary and Economic Studies, 2001, 19, (S1), 213-227 View citations (47)
86. Acknowledging Misspecification in Macroeconomic Theory
    Review of Economic Dynamics, 2001, 4, (3), 519-535 View citations (121)
87. Comment on Fiscal Consequences for Mexico of Adopting the Dollar
    Journal of Money, Credit and Banking, 2001, 33, (2), 617-25 View citations (8)
88. Robust Control and Model Uncertainty
    American Economic Review, 2001, 91, (2), 60-66 View citations (622)
    See also Chapter Robust Control and Model Uncertainty, World Scientific Book Chapters, 2014, 145-154 (2014) (2014)
89. Saving and pension reform in general equilibrium models
    Oxford Review of Economic Policy, 2001, 17, (1), 20-39 View citations (16)

1999

90. A primer on monetary and fiscal policy
    Journal of Banking & Finance, 1999, 23, (10), 1463-1482 View citations (18)
91. Projected U.S. Demographics and Social Security
    Review of Economic Dynamics, 1999, 2, (3), 575-615 View citations (108)
    See also Working Paper Projected U.S. demographics and social security, Working Paper Series (1998) View citations (27) (1998)
92. Robust Permanent Income and Pricing
    The Review of Economic Studies, 1999, 66, (4), 873-907 View citations (296)
    See also Working Paper Robust Permanent Income and Pricing, Levine's Working Paper Archive (1997) View citations (20) (1997)
    Chapter Robust Permanent Income and Pricing, World Scientific Book Chapters, 2014, 33-81 (2014) (2014)
93. The Big Problem of Small Change
    Journal of Money, Credit and Banking, 1999, 31, (2), 137-61 View citations (28)
    See also Working Paper The big problem of small change, Working Paper Series, Macroeconomic Issues (1997) View citations (28) (1997)

1998

94. The European Unemployment Dilemma
    Journal of Political Economy, 1998, 106, (3), 514-550 View citations (666)
    See also Working Paper The European Unemployment Dilemma, SSE/EFI Working Paper Series in Economics and Finance (1997) View citations (19) (1997)

1997

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

1996

99. A supply-side explanation of European unemployment
    Economic Perspectives, 1996, 20, (Sep), 2-15 View citations (6)
100. Expectations and the nonneutrality of Lucas
     Journal of Monetary Economics, 1996, 37, (3), 535-548 View citations (17)

1995

101. Macroeconomic Features of the French Revolution
     Journal of Political Economy, 1995, 103, (3), 474-518 View citations (70)
102. The Swedish unemployment experience
     European Economic Review, 1995, 39, (5), 1043-1070 View citations (60)
103. Welfare States and Unemployment
     Economic Theory, 1995, 6, (1), 143-60 View citations (21)

1993

104. Flat rate taxes with adjustment costs and several capital stocks and household types
     Proceedings, 1993, (Mar)
     See also Working Paper Flat rate taxes with adjustment costs and several capital stocks and household types, Working Papers in Applied Economic Theory (1993) (1993)
105. 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 (15)
106. Recursive linear models of dynamic economies
     Proceedings, 1993, (Mar) View citations (48)
     See also Working Paper Recursive Linear Models of Dynamic Economies, NBER Working Papers (1990) View citations (22) (1990)
107. Seasonality and approximation errors in rational expectations models
     Journal of Econometrics, 1993, 55, (1-2), 21-55 View citations (68)

1991

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

1990

109. 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)
110. The analytics of German monetary unification
     Economic Review, 1990, (Fall), 33-50 View citations (2)

1989

111. Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information
     Journal of Political Economy, 1989, 97, (6), 1306-22 View citations (154)
112. Convergence of least squares learning mechanisms in self-referential linear stochastic models
     Journal of Economic Theory, 1989, 48, (2), 337-368 View citations (493)
113. Interpreting new evidence about China and U.S. silver purchases
     Journal of Monetary Economics, 1989, 23, (1), 31-51 View citations (19)
114. Two Models of Measurements and the Investment Accelerator
     Journal of Political Economy, 1989, 97, (2), 251-87 View citations (284)

1988

115. Models of business cycles: A review essay
     Journal of Monetary Economics, 1988, 22, (3), 523-542 View citations (10)
116. Straight time and overtime in equilibrium
     Journal of Monetary Economics, 1988, 21, (2-3), 281-308 View citations (56)
     See also Working Paper Straight Time and Overtime in Equilibrium, UCLA Economics Working Papers (1987) View citations (13) (1987)
117. The Fate of Systems with "Adaptive" Expectations
     American Economic Review, 1988, 78, (2), 168-72 View citations (40)

1987

118. 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 (46)

1986

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

1985

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

1984

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

1983

123. A model of commodity money
     Journal of Monetary Economics, 1983, 12, (1), 163-187 View citations (48)
     See also Working Paper A model of commodity money, Staff Report (1983) View citations (47) (1983)
124. 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 Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time, Staff Report (1981) View citations (5) (1981)
125. Speculations about the speculation against the Hong Kong dollar
     Quarterly Review, 1983, 7, (Fall) View citations (6)
126. The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities
     Econometrica, 1983, 51, (2), 377-87 View citations (42)
     See also Working Paper The dimensionality of the aliasing problem in models with rational spectral densities, Staff Report (1981) View citations (2) (1981)

1982

127. Beyond Demand and Supply Curves in Macroeconomics
     American Economic Review, 1982, 72, (2), 382-89 View citations (53)
     See also Working Paper Beyond demand and supply curves in macroeconomics, Staff Report (1982) View citations (35) (1982)
128. Instrumental variables procedures for estimating linear rational expectations models
     Journal of Monetary Economics, 1982, 9, (3), 263-296 View citations (51)
     See also Working Paper Instrumental variables procedures for estimating linear rational expectations models, Staff Report (1981) View citations (7) (1981)
129. The Real-Bills Doctrine versus the Quantity Theory: A Reconsideration
     Journal of Political Economy, 1982, 90, (6), 1212-36 View citations (119)

1981

130. 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 A note on Wiener-Kolmogorov prediction formulas for rational expectations models, Staff Report (1981) View citations (26) (1981)
131. Interpreting Economic Time Series
     Journal of Political Economy, 1981, 89, (2), 213-48 View citations (61)
     See also Working Paper Interpreting economic time series, Staff Report (1980) View citations (5) (1980)
132. Some unpleasant monetarist arithmetic
     Quarterly Review, 1981, 5, (Fall) View citations (1183)
     See also Chapter Some Unpleasant Monetarist Arithmetic, Palgrave Macmillan Books, 1984, 15-41 (1984) View citations (21) (1984)

1980

133. "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)
134. Formulating and estimating dynamic linear rational expectations models
     Journal of Economic Dynamics and Control, 1980, 2, (1), 7-46 View citations (455)
     See also Working Paper Formulating and estimating dynamic linear rational expectations models, Working Papers (1979) View citations (22) (1979)
135. Rational expectations and the reconstruction of macroeconomics
     Quarterly Review, 1980, 4, (Sum) View citations (9)

1979

136. 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 (83)
     See also Working Paper A note on maximum likelihood estimation of the rational expectations model of the term structure, Staff Report (1978) View citations (16) (1978)
137. After Keynesian macroeconomics
     Quarterly Review, 1979, 3, (Spr) View citations (79)
138. 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)
139. Estimating vector autoregressions using methods not based on explicit economic theories
     Quarterly Review, 1979, 3, (Sum) View citations (29)
140. 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 (57)
     See also Working Paper The demand for money during hyperinflations under rational expectations: II, Working Papers (1976) (1976)

1978

141. 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 A little bit of evidence on the natural rate hypothesis from the U.S, Working Papers (1975) View citations (1) (1975)
142. Estimation of Dynamic Labor Demand Schedules under Rational Expectations
     Journal of Political Economy, 1978, 86, (6), 1009-44 View citations (285)
     See also Working Paper Estimation of dynamic labor demand schedules under rational expectations, Staff Report (1978) View citations (272) (1978)
143. Rational Expectations, Econometric Exogeneity, and Consumption
     Journal of Political Economy, 1978, 86, (4), 673-700 View citations (61)
     See also Working Paper Rational expectations, econometric exogeneity and consumption, Staff Report (1977) (1977)
144. Seasonality and portfolio balance under rational expectations
     Journal of Monetary Economics, 1978, 4, (3), 435-458 View citations (5)
     See also Working Paper Seasonality and portfolio balance under rational expectations, Working Papers (1976) View citations (1) (1976)

1977

145. 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 Observations on improper methods of simulating and teaching Friedman's time series consumption model, Working Papers (1976) (1976)

1976

146. A Classical Macroeconometric Model for the United States
     Journal of Political Economy, 1976, 84, (2), 207-37 View citations (150)
147. 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 Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: a note, Working Papers (1976) View citations (3) (1976)
148. Rational expectations and the theory of economic policy
     Journal of Monetary Economics, 1976, 2, (2), 169-183 View citations (182)
     See also Working Paper Rational expectations and the theory of economic policy, Working Papers (1974) View citations (5) (1974)
149. Response to Rodney Jacobs
     Journal of Monetary Economics, 1976, 2, (4), 529-529
150. The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics
     Journal of Political Economy, 1976, 84, (3), 631-40 View citations (79)
     See also Working Paper The observational equivalence of natural and unnatural rate theories of macroeconomics, Working Papers (1975) (1975)

1975

151. "Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule
     Journal of Political Economy, 1975, 83, (2), 241-54 View citations (788)
152. The response of interest rates to expected inflation in the MPS model
     Journal of Monetary Economics, 1975, 1, (1), 111-115

1974

153. 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

154. "Rational Expectations": A Correction
     Brookings Papers on Economic Activity, 1973, 4, (3), 799-800 View citations (6)
155. 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 (41)
     See also Working Paper Interest rates and prices in the long run: a study of the Gibson paradox, Working Papers (1971) (1971)
156. 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 Monetary and fiscal policy in a two-sector aggregative model, Special Studies Papers (1972) View citations (1) (1972)
157. Rational Expectations and the Dynamics of Hyperinflation
     International Economic Review, 1973, 14, (2), 328-50 View citations (128)
158. 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 (157)
159. The Stability of Models of Money and Growth with Perfect Foresight
     Econometrica, 1973, 41, (6), 1043-48 View citations (101)

1972

160. Anticipated Inflation and the Nominal Rate of Interest
     The Quarterly Journal of Economics, 1972, 86, (2), 212-225 View citations (17)
161. Rational Expectations and the Term Structure of Interest Rates
     Journal of Money, Credit and Banking, 1972, 4, (1), 74-97 View citations (43)

1971

162. A Note on the 'Accelerationist' Controversy
     Journal of Money, Credit and Banking, 1971, 3, (3), 721-25 View citations (116)
163. 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
164. Regression with Non-Gaussian Stable Disturbances: Some Sampling Results
     Econometrica, 1971, 39, (3), 501-10 View citations (27)
     See also Chapter REGRESSION WITH NON-GAUSSIAN STABLE DISTURBANCES: SOME SAMPLING RESULTS, World Scientific Book Chapters, 2010, 7-16 (2010) (2010)
165. The Optimum Monetary Instrument Variable in a Linear Economic Model
     Canadian Journal of Economics, 1971, 4, (1), 50-60 View citations (4)

1970

166. Money Within the General Framework of the Economic System: Discussion
     American Economic Review, 1970, 60, (2), 57-58
167. 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

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

Books

2024

1. Economic Networks
   Cambridge Books, Cambridge University Press
   Also in Cambridge Books, Cambridge University Press (2024)

2014

2. Uncertainty within Economic Models
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (11)

2013

3. Rational Expectations and Inflation (Third Edition)
   Economics Books, Princeton University Press View citations (12)
4. Recursive Models of Dynamic Linear Economies
   Economics Books, Princeton University Press View citations (35)

2012

5. Recursive Macroeconomic Theory, Third Edition, vol 1
   MIT Press Books, The MIT Press View citations (176)

2004

6. Recursive Macroeconomic Theory, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations (522)

1993

7. Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures
   OUP Catalogue, Oxford University Press View citations (319)

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 A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection, MIT Press (2003) View citations (305) (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 Doubts or variability?, Elsevier (2009) View citations (118) (2009)
5. Fragile Beliefs and the Price of Uncertainty
   Chapter 9 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 293-330
   See also Journal Article Fragile beliefs and the price of uncertainty, Econometric Society (2010) View citations (88) (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 Robust control and model misspecification, Elsevier (2006) View citations (157) (2006)
8. Robust Control and Model Uncertainty
   Chapter 5 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 145-154
   See also Journal Article Robust Control and Model Uncertainty, American Economic Association (2001) View citations (622) (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 Journal Article Robust Permanent Income and Pricing, Review of Economic Studies Ltd (1999) View citations (296) (1999)
    Working Paper Robust Permanent Income and Pricing, David K. Levine (1997) View citations (20) (1997)
11. Three Types of Ambiguity
    Chapter 11 in UNCERTAINTY WITHIN ECONOMIC MODELS, 2014, pp 379-430
    See also Journal Article Three types of ambiguity, Elsevier (2012) View citations (37) (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 Regression with Non-Gaussian Stable Disturbances: Some Sampling Results, Econometric Society (1971) View citations (27) (1971)
15. Wanting Robustness in Macroeconomics
    Chapter 20 in Handbook of Monetary Economics, 2010, vol. 3, pp 1097-1157 View citations (42)

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 Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings, C.E.P.R. Discussion Papers (2007) View citations (35) (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 (73)
    See also Working Paper Evolving Post-World War II U.S. Inflation Dynamics, Department of Economics, W. P. Carey School of Business, Arizona State University

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 On the mechanics of forming and estimating dynamic linear economies, Federal Reserve Bank of Minneapolis (1995) View citations (12) (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 A Dynamic Index Model for Large Cross Sections, Centre for Economic Performance, LSE (1993) View citations (114) (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 Some unpleasant monetarist arithmetic, Federal Reserve Bank of Minneapolis (1981) View citations (1183) (1981)

1982

26. The Ends of Four Big Inflations
    A chapter in Inflation: Causes and Effects, 1982, pp 41-98 View citations (262)
    See also Working Paper The ends of four big inflations, Federal Reserve Bank of Minneapolis (1981) View citations (52) (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 (6)

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

2023

1. Code and data files for "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) (2023)

2021

2. Code and data files for "The fundamental surplus strikes again"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article The fundamental surplus strikes again, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (4) (2021)

2016

3. Code and data files for "A Life-Cycle Model of Trans-Atlantic Employment Experiences"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article A Life-Cycle Model of Trans-Atlantic Employment Experiences, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (8) (2017)

2013

4. 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 Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (6) (2014)

2011

5. Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Israel 1983: A bout of unpleasant monetarist arithmetic?, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2011) View citations (4) (2011)

2001

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

2000

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

1999

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

1998

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

1995

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

Undated

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