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91: Time consistency of optimal plans: an elementary primer

Michael Stutzer

90: Correspondence principles for concave orthogonal games

Michael Stutzer

89: Money, real interest rates, and output: a reinterpretation of postwar U.S. data

Robert Litterman and Laurence Weiss

88: Gresham's law or Gresham's fallacy?

Arthur J. Rolnick and Warren Weber

87: Financial intermediary-coalitions

John H. Boyd and Edward Prescott

86: Income stability and economic efficiency under alternative tax schemes

Preston J. Miller

85: A model of commodity money

Thomas Sargent and Neil Wallace

84: A random walk, Markov model for the distribution of time series

Robert Litterman

83: A model of circulating private debt

Robert Townsend and Neil Wallace

82: Optimal control of the money supply

Robert Litterman

81: A test of the intertemporal asset pricing model

Rajnish Mehra and Edward Prescott

80: The Free Banking Era: new evidence on laissez-faire banking

Arthur J. Rolnick and Warren Weber

79: A new explanation for free bank failures

Arthur J. Rolnick and Warren Weber

78: A use of index models in macroeconomic forecasting

Robert Litterman

77: Beyond demand and supply curves in macroeconomics

Thomas Sargent

76: Variable rate subsidies: the inefficiency of in-kind transfers revisited

Michael Stutzer

75: Formulating and estimating continuous time rational expectations models

Lars Hansen and Thomas Sargent

74: Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time

Lars Hansen and Thomas Sargent

73: Identification of continuous time rational expectations models from discrete time data

Lars Hansen and Thomas Sargent

72: The dimensionality of the aliasing problem in models with rational spectral densities

Lars Hansen and Thomas Sargent

71: Exact linear rational expectations models: specification and estimation

Lars Hansen and Thomas Sargent

70: Instrumental variables procedures for estimating linear rational expectations models

Lars Hansen and Thomas Sargent

69: A note on Wiener-Kolmogorov prediction formulas for rational expectations models

Lars Hansen and Thomas Sargent

68: Economic stabilization policy: a survey

Preston J. Miller

67: Fiscal policy in a monetarist model

Preston J. Miller

66: Parametric properties of tax effort revenue sharing

Michael Stutzer

65: A method for estimating distributed lags when observations are randomly missing

Melvin Hinich and Warren Weber

64: The real bills doctrine vs. the quantity theory: a reconsideration

Thomas Sargent and Neil Wallace

63: Another note on deadweight loss

Michael Stutzer

62: A suggestion for further simplifying the theory of money

John Bryant and Neil Wallace

61: A hybrid fiat-commodity monetary system

Neil Wallace

60: Rational expectations models and the aliasing phenomenon

Lars Hansen and Thomas Sargent

59: Methods for estimating continuous time Rational Expectations models from discrete time data

Lars Hansen and Thomas Sargent

58: Interpreting economic time series

Thomas Sargent

57: A generalized equilibrium solution for game theory

John Bryant

56: Bank collapse and depression

John Bryant

55: Chaotic dynamics and bifurcation in a macro model

Michael Stutzer

54: A general method of solution for game theory and its relevance for economic theorizing

John Bryant

53: Costly information and the stock market

John Bryant

52: Minimax-Nash

John Bryant

51: A price discrimination analysis of monetary policy

John Bryant and Neil Wallace

50: Shocks, learning, and persistence

John Bryant

49: The CBO's policy analysis: an unquestionable misuse of a questionable theory

Preston J. Miller and Arthur J. Rolnick

48: The competitive provision of fiat money

John Bryant

47: A model of long-term contracts

John Bryant

46: Demand management: an illustrative example

John Bryant

45: Optimal contracts and competitive markets with costly state verification

Robert Townsend

44: A Modigliani-Miller theorem for open-market operations

Neil Wallace

43: The political economy of overlapping generations

John Bryant

42: Monetary policy in the presence of a stochastic deficit

John Bryant and Neil Wallace