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0000 0001 0886 387X
Sargent, T. J.
Sargent, Th. J.
Sargent, Thomas J.
Sargent, Thomas John
Aiyagari, S. Rao
Anderson, Evan W.
Anderson, Paul A.
Beers, David T.
Cogley, Tim W.
Cogley, Timothy W.
Evans, George W.
Federal Reserve Bank Affiliation (see also from)
Frost, Peter A
Hall, George J.
Hansen, Anastasios G. Karantounias with Lars Peter
Hansen, Gary D.
Hansen, Lars P.
Hansen, Lars Peter
Henderson, Dale W
Henderson, Dale W.
Hoover Institute and Library on War, Revolution and Peace Affiliation (see also from)
Lucas, Robert E. (1937-....))
McGrattan, Ellen R.
Miller, Preston J.
Nardi, M De
Nardi, Mariacristina De
National Bureau of Economic Research
National Bureau of Economic Research (NBER)
New York University (NYU) / Department of Economics
New York University Affiliation (see also from)
Nieuwerburgh, Stijn Van
Pearlman, Joseph G.
Primiceri, Giorgio E.
Robert E. Lucas, Jr
Rubio-Ramíre, Juan F.
Rubio-Ramírez, Juan F.
Rubio-Ramírez, Juan Francisco
Salemi, Michael K
Sargent, Thomas J
SARGENT, THOMAS J.
Sims, Christopher A.
Smith, Bruce D
Smith, Bruce D.
Stanford University / Hoover Institution on War Revolution & Peace
Tallarini, Thomas D Jr
Tallarini, Thomas D. Jr
University of Minnesota Affiliation (see also from)
Velde, Francois R
Velde, François R.
Wallace, Neil (1939-....))
Wang, Neng E.
国府田, 桂一 (1943-)
A,B,C's (and D's)'s for Understanding VARS
ABCs (and Ds) of Understanding VARs
Accounting for the federal government's cost of funds
Acknowledgement Misspecification in Macroeconomic Theory
Acknowledging Misspecification in Macroeconomic Theory
After Keynesian macroeconomics
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time.
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
ALTERNATIVE MONETARY POLICIES IN A TURNPIKE ECONOMY
Ambiguity in American monetary and fiscal policy
analytics of German monetary unification, The
Anticipated Inflation and Nominal Interest.
Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making
Autoregressions, Expectations, and Advice.
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system
Bayesian Model Averaging, Learning and Model Selection
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas
Beyond demand and supply curves in macroeconomics
big problem of small change, The
Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures
Business cycle modeling without pretending to have too much a priori economic theory
Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security
Causality, Exogeneity, and Natural Rate Models: Reply to C. R. Nelson and B. T. McCallum.
Certainty equivalence and model uncertainty
Classical Macroeconometric Model for the United States., A
Code and data files for "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security"
Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic"
Coinage, debasements, and Gresham's laws
Comment on Fiscal Consequences for Mexico of Adopting the Dollar.
Comment on "Stopping Inflation, Big and Small."
Commentary on "Long-run risks and financial markets"
Commentary : the evolution of economic understanding and postwar stabilization policy
Commodity Price Expectations and the Interest Rate.
conquest of South American inflation, The
conquest of U.S. inflation: learning and robustness to model uncertainty, The
conquest of US inflation: Learning and robustness to model uncertainty, The
Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information.
Convergence of least squares learning mechanisms in self-referential linear stochastic models
defence of the FOMC, A
DEFENSE OF THE FOMC, A
Demand for Money during Hyperinflation under Rational Expectations: II., The
Demand for Money During Hyperinflations under Rational Expectations: I., The
demand for money during hyperinflations under rational expectations: II, The
dimensionality of the aliasing problem in models with rational spectral densities, The
Diverse Beliefs, Survival and the Market Price of Risk
Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries, and Savings
Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings
"Dollarization," seignorage, and the demand for money
Doubts or variability?
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S.
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US
Dynamic analysis of a Keynesian model
dynamic index model for large cross sections, A
Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: a note
Economic and VAR Shocks: What Can Go Wrong?
Elasticity of Substitution and Cyclical Behavior of Productivity, Wages, and Labor's Share., The
ends of four big inflations, The
Equilibrium with signal extraction from endogenous variables
Escaping Nash inflation.
Estimating vector autoregressions using methods not based on explicit economic theories
Estimation of dynamic labor demand schedules under rational expectations
European Employment Experience, The
European Unemployment and Turbulence Revisited in a Matching Model
European unemployment dilemma, The
European Unemployment Experience: Theoretical Robustness, The
Evolution and Intelligent Design
evolution of small change, The
Evolving Post-World War II U.S. Inflation Dynamics
Exact linear rational expectations models: specification and estimation
Expectations and the nonneutrality of Lucas
Expectations at the Short End of the Yield Curve: An Application of Macaulay's Test
Fate of Systems with "Adaptive" Expectations., The
Flat rate taxes with adjustment costs and several capital stocks and household types
Formulating and estimating continuous time rational expectations models
Formulating and estimating dynamic linear rational expectations models
Fragile beliefs and the price of uncertainty
Government debt and taxes
Hansen-Janagathan bounds computation
How Sweden’s Unemployment Became More Like Europe’s
Identification and estimation of a model of hyperinflation with a continuum of "sunspot" equilibrium
Identification of continuous time rational expectations models from discrete time data
Impacts of priors on convergence and escapes from Nash inflation
Indivisible Labor and Its Supply Elasticity: Do Taxes Explain European Employment?
Inflation-Gap Persistence in the U.S.
Inflation-Gap Persistence in the US
Instrumental variables procedures for estimating linear rational expectations models
Interest on reserves
Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics
Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics
Interest Rates and Expected Inflation: A Selective Summary of Recent Research
Interest rates and prices in the long run: a study of the Gibson paradox
Interpreting economic time series
Interpreting new evidence about China and U.S. silver purchases
Interpreting the Reagan deficits
Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims
Introduction to model uncertainty and robustness
Irrelevance of Open Market Operations in Some Economies with Government Currency Being Dominated in Rate of Return.
Is Keynesian economics a dead end?
Israel 1983: A bout of unpleasant monetarist arithmetic?
Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory
Knowing the Forecasts of Others
Labor Supply Elasticity Accord?, A
Life Cycle Model of Trans-Atlantic Employment Experiences, A
Linear rational expectations models for dynamically interrelated variables
little bit of evidence on the natural rate hypothesis from the U.S., A
Macroeconomic Features of the French Revolution.
Managing expectations and fiscal policy
market price of risk and the equity premium: A legacy of the Great Depression?, The
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
Market Transaction Costs, Asset Demand Functions, and the Relative Potency of Monetary and Fiscal Policy.
Matlab code for a Laffer curve equilibrium
Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model
Matlab code for Jovanovic's matching model
Matlab code for limit of a Nash linear quadratic two-player dynamic game
Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game
Matlab code for Neal's model of career choice
Matlab code for policy iteration algorithm
Matlab code for robust Muth decision filter
Matlab code for robust Ramsey tax policies
Matlab code for robustifying Muth Filter
Matlab code for the Bewley model with production
Matlab code for the frequency response of a digital filter
Matlab code for the Riccati solution to linear quadratic model
Matlab code for the robustness in forward looking models, oligopoly example
Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter
Matlab code for the spectrum of a stochastic process
Matlab programs by Hansen and T. Sargent
Mechanics of forming and estimating dynamic linear economies
Methods for estimating continuous time Rational Expectations models from discrete time data
model of commodity money, A
Models of business cycles : A review essay
Monetary and fiscal policy in a two-sector aggregative model
Monetary policies and low-frequency manifestations of the quantity theory
Money as a medium of exchange in an economy with artificially intelligent agents
Money-Market Rates, the Discount Rate, and Borrowing from the Federal Reserve.
Money Within the General Framework of the Economic System: Discussion.
Naive business cycle theory
Neural networks for encoding and adapting in dynamic economies
Nobel Lecture: United States Then, Europe Now
note on maximum likelihood estimation of the rational expectations model of the term structure, A
Note on the 'Accelerationist' Controversy., A
note on Wiener-Kolmogorov prediction formulas for rational expectations models, A
observational equivalence of natural and unnatural rate theories of macroeconomics, The
Observations on improper methods of simulating and teaching Friedman's time series consumption model
On the mechanics of forming and estimating dynamic linear economies
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.)
Optimal Fiscal Policy in a Linear Stochastic Economy
Optimal taxation without state-contingent debt
Optimum Monetary Instrument Variable in a Linear Economic Model., The
Politics and efficiency of separating capital and ordinary Government budgets
Price and investment dynamics: theory and plant level data
primer on monetary and fiscal policy, A
Projected U.S. demographics and social security
Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection, A
"Rational Expectations": A Correction
Rational Expectations and the Dynamics of Hyperinflation.
Rational expectations and the reconstruction of macroeconomics
Rational Expectations and the Term Structure of Interest Rates.
Rational expectations and the theory of economic policy
Rational expectations, econometric exogeneity and consumption
Rational expectations models and the aliasing phenomenon
"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule.
Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment
Real-Bills Doctrine versus the Quantity Theory: A Reconsideration., The
real bills doctrine vs. the quantity theory: a reconsideration, The
Recursive linear models of dynamic economies
Recursive Macroeconomic Theory, 2nd Edition
Recursive robust estimation and control without commitment
Regression with Non-Gaussian Stable Disturbances: Some Sampling Results.
reply to Darby, A
response of interest rates to expected inflation in the MPS model, The
Response to Rodney Jacobs
Robust control and model misspecification
Robust Control and Model Uncertainty
Robust control of forward-looking models
Robust estimation and control under commitment
Robust hidden Markov LQG problems
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
Robustness and ambiguity in continuous time
Robustness and Pricing with Uncertain Growth
Robustness and U.S. Monetary Policy Experimentation
Robustness and US Monetary
Saving and pension reform in general equilibrium models
Seasonality and approximation errors in rational expectations models
Seasonality and portfolio balance under rational expectations
Shocks and government beliefs: the rise and fall of American inflation
Small noise methods for risk-sensitive/robust economies
Some unpleasant monetarist arithmetic
Speculations about the speculation against the Hong Kong dollar
Speed of convergence of recursive least squares learning with ARMA perceptions
Stability of Models of Money and Growth with Perfect Foresight., The
Stopping moderate inflations: the methods of Poincaré and Thatcher
Straight time and overtime in equilibrium
supply-side explanation of European unemployment, A
Sustaining a Time-Consistent Ramsey Plan with Options
Swedish unemployment experience, The
Taxes and Subsidies in Swedish Unemployment
Taxes, benefits, and careers: Complete versus incomplete markets
Term Structure of Interest Rates in Canada, The
Testing for neutrality and rationality
Three types of ambiguity
TIMING OF TAX COLLECTIONS AND THE STRUCTURE OF “IRRELEVANCE” THEOREMS IN A CASH-IN-ADVANCE MODEL, THE
"Tobin's q" and the rate of investment in general equilibrium
TWO COMPUTATIONS TO FUND SOCIAL SECURITY
Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
Two Models of Measurements and the Investment Accelerator.
Two Questions about European Unemployment
Understanding European unemployment with a representative family model
Understanding European unemployment with matching and search-island models
Unemployment and stabilization policy in a two-sector, two-country aggregative model
Wanting Robustness in Macroeconomics
Welfare cost of business cycles in economies with individual consumption risk
Welfare States and Unemployment.
What Do Regressions of Interest on Inflation Show
Where to Draw Lines: Stability Versus Efficiency
Contributed to or performed:
JOURNAL OF BANKING AND FINANCE