Beliefs, Doubts and Learning: Valuing Macroeconomic Risk

Lars Hansen and Thomas Sargent

Chapter 10 in Uncertainty within Economic Models, 2014, pp 331-377 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionRational Expectations and EconometricsStatistical PrecisionRisk Prices and Statistical AmbiguityStatistical ChallengesLearningBeliefs and PreferencesLearning and Uncertainty PremiaExtensionsConclusion

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
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Journal Article: Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (2007)
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