Uncertainty within Economic Models

Abstract: Uncertainty within Economic Models

Keywords: Uncertainty; Economic Models; Econometrics; Dynamic Programming; Macroeconomics; Robustness; Robust Control Theory; Agents; Market Prices; Model Misspecification (search for similar items in EconPapers)
Date: 2014
ISBN: 9789814578110
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Citations: View citations in EconPapers (11)

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https://www.worldscientific.com/worldscibooks/10.1142/9028 (text/html)
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Chapters in this book:

Ch 1 Introduction , pp 1-21: Lars Hansen and Thomas Sargent
Ch 2 Discounted Linear Exponential Quadratic Gaussian Control , pp 23-32: Lars Hansen and Thomas Sargent
Ch 3 Robust Permanent Income and Pricing , pp 33-81: Lars Hansen and Thomas Sargent
Ch 4 A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection , pp 83-143: Lars Hansen and Thomas Sargent
Ch 5 Robust Control and Model Uncertainty , pp 145-154: Lars Hansen and Thomas Sargent
Ch 6 Robust Control and Model Misspecification , pp 155-216: Lars Hansen and Thomas Sargent
Ch 7 Doubts or Variability? , pp 217-256: Lars Hansen and Thomas Sargent
Ch 8 Robust Estimation and Control without Commitment , pp 257-291: Lars Hansen and Thomas Sargent
Ch 9 Fragile Beliefs and the Price of Uncertainty , pp 293-330: Lars Hansen and Thomas Sargent
Ch 10 Beliefs, Doubts and Learning: Valuing Macroeconomic Risk , pp 331-377: Lars Hansen and Thomas Sargent
Ch 11 Three Types of Ambiguity , pp 379-430: Lars Hansen and Thomas Sargent

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