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" Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule

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TJ Sargent… - The Journal of Political Economy, 1975 - JSTOR
Page 1. "Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money
Supply Rule Thomas J. Sargent and Neil Wallace University of Minnesota Alternative
monetary policies are analyzed in an ad hoc macroeconomic ...
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[PDF] Some unpleasant monetarist arithmetic

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TJ Sargent… - Federal Reserve Bank of Minneapolis …, 1981 - mpls.frb.org
Page 1. Some Unpleasant Monetarist Arithmetic Thomas J. Sargent Neil Wallace
Advisers Research Department Federal Reserve Bank of Minneapolis and Professors
of Economics University of Minnesota In his presidential ...
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[BOOK] Recursive macroeconomic theory

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L Ljungqvist… - 2004 - books.google.com
Page 1. LARS LJU, 7HOMX- recursive macroeconomic theory SECOND EDITION Page
2. Page 3. Recursive Macroeconomic Theory Second edition This One 1JEE-9P9-QUPX
Page 4. To our parents, Zabrina, and Carolyn Page 5. ...
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Bounded rationality in macroeconomics: The Arne Ryde memorial lectures

TJ Sargent - OUP Catalogue, 1996 - ideas.repec.org
This is a survey of bounded rationality, an area of theoretical macroeconomics which is receiving
increased attention. The book is written by a leading macroeconomist who outlines the issues
involved, describes some of the analytic tools that are being used, and shows how they ...
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[BOOK] Dynamic macroeconomic theory

TJ Sargent - 1987 - books.google.com
Page 1. Dynamic 1 Macroeconomic Theory • Thomas J. Sargent > + 0B' —^ t - V - SI ^ ;—
I J ~ f ,+ I Page 2. Page 3. Page 4. Page 5. Dynamic Macroeconomic Theory Page 6.
Page 7. Dynamic Macroeconomic Theory Thomas J. Sargent ...
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[BOOK] The conquest of American inflation

TJ Sargent - 2001 - books.google.com
Page 1. THE -^ THOMAS J. SARGENT Page 2. Page 3. The Conquest of American
Inflation Page 4. Page 5. The Conquest of American Inflation Thomas J. Sargent
PRINCETON UNIVERSITY PRESS PRINCETON AND OXFORD Page 6. ...
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Formulating and estimating dynamic linear rational expectations models

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LP Hansen… - Journal of Economic Dynamics and Control, 1980 - Elsevier
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[PDF] Business cycle modeling without pretending to have too much a priori economic theory

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TJ Sargent… - New Methods in Business …, 1977 - research.mpls.frb.fed.us
Page 1. Business Cycle Modeling Without Pretending to Have Too Much A Priori
Economic Theory by Thomas J. Sargent Christopher A. Sims Revised January 1977
Working Paper : #55 Rsch, File: #299.1 The views expressed ...
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The European unemployment dilemma

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L Ljungqvist… - Journal of Political Economy, 1998 - JSTOR
Page 1. The European Unemployment Dilemma Lars Ljungqvist Stockholm School
of Economics Thomas J. Sargent University of Chicago and Hoover Institution
Post–World War II European welfare states experienced several ...
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After keynesian macroeconomics

RE Lucas… - Rational expectations and econometric …, 1981 - books.google.com
For the applied economist, the confident and apparently successful application of Keynesian
principles to economic policy which occurred in the United States in the 1960s was an event
of incomparable significance and satisfaction. These principles led to a set of simple, ...
Cited by 637 - Related articles - All 8 versions

Estimation of dynamic labor demand schedules under rational expectations

TJ Sargent - The Journal of Political Economy, 1978 - JSTOR
Page 1. Estimation of Dynamic Labor Demand Schedules under Rational Expectations
Thomas J. Sargent University of Minnesota and Federal Reserve Bank of Minneapolis
A dynamic linear demand schedule for labor is estimated and tested. ...
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Convergence of least squares learning mechanisms in self-referential linear stochastic models

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A Marcet… - Journal of Economic theory, 1989 - Elsevier
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A classical macroeconometric model for the United States

TJ Sargent - The Journal of Political Economy, 1976 - JSTOR
Page 1. A Classical Macroeconometric Model for the United States Thomas J. Sargent
University of Minnesota A statistical definition of the natural unemployment rate
hypothesis is advanced and tested. A particular illustrative ...
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Drifts and volatilities: monetary policies and outcomes in the post WWII US

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T Cogley… - Review of Economic dynamics, 2005 - Elsevier
... All rights reserved. * Corresponding author at: Department of Economics, New York University,
269 Mercer Street, 7th Floor, New York, NY 10003, USA. E-mail address: thomas.sargent@nyu.
edu (TJ Sargent). 1094-2025/$ – see front matter  2005 Elsevier Inc. ...
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[BOOK] Rational expectations and the theory of economic policy

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TJ Sargent, N Wallace - 1976 - darkwing.uoregon.edu
Page 1. Thomas J. Sargent >g of the GNP deflator, p, the mg /-statistics close to zero. The lation
in regression (5.2) is now ■ natural rate hypothesis. Hovv- of .t' in ¡j.2) ¡s now larger than istical
significance, so that the to the hypothesis of a tradeoff component of wage inflation. ...
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Rational expectations, the real rate of interest, and the natural rate of unemployment

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TJ Sargent, D Fand… - Brookings Papers on Economic Activity, 1973 - JSTOR
Page 1. THOMAS J. SARGENT University of Minnesota Rational Expectations, the
Real Rate of Interest, and the Natural Rate of Unemployment THE INTERACTION
OF EXPECTED INFLATION and nominal rates of interest is ...
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[PDF] Evolving post-world war II US inflation dynamics

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T Cogley… - 2002 - nber.org
Page 1. This PDF is a selection from a published volume from the National Bureau of Economic
Research Volume Title: NBER Macroeconomics Annual 2001, Volume 16 Volume Author/Editor:
Ben S. Bernanke and Kenneth Rogoff, editors Volume Publisher: MIT Press ...
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Robust control and model uncertainty

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LP Hansen… - The American Economic Review, 2001 - JSTOR
Page 1. Robust Control and Model Uncertainty By LARS PETER HANSEN AND
THOMAS J. SARGENT" This paper describes links between the max- min expected
utility theory of Itzhak Gilboa and David Schmeidler (1989) and ...
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Rational expectations and the dynamics of hyperinflation

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TJ Sargent… - International Economic Review, 1973 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 14, No. 2, June, 1973 RATIONAL
EXPECTATIONS AND THE DYNAMICS OF HYPERINFLATION* BY THOMAS J.
SARGENT AND NEIL WALLACE1 INTRODUCTION THIS ...
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Money as a medium of exchange in an economy with artificially intelligent agents

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R Marimon, E McGrattan… - Journal of Economic Dynamics and …, 1990 - Elsevier
We study the exchange economies of Kiyotaki and Wright (1989) in which agents must use a
commodity or fiat money as a medium of exchange if trade is to occur. O.
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[BOOK] Rational expectations and inflation

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TJ Sargent - 1986 - mpls.frb.org
Book Review.
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Robust permanent income and pricing

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LP Hansen, TJ Sargent… - Review of Economic …, 1999 - Wiley Online Library
Page 1. Review of Economic Studies (1999) 66, 873–907 0034-65279900360873$02.00 ©
1999 The Review of Economic Studies Limited Robust Permanent Income and Pricing LARS
PETER HANSEN University of Chicago, NBER and NORC ...
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Optimal Taxation without State‐Contingent Debt

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SR Aiyagari, A Marcet, TJ Sargent… - Journal of Political Economy, 2002 - JSTOR
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Two models of measurements and the investment accelerator

TJ Sargent - The Journal of Political Economy, 1989 - JSTOR
Page 1. Two Models of Measurements and the Investment Accelerator Thomas J.
Sargent Hoover Institution and Federal Reserve Bank of Minneapolis This paper
describes two models of an agency that is collecting and reporting ...
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The stability of models of money and growth with perfect foresight

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TJ Sargent… - Econometrica: Journal of the Econometric Society, 1973 - JSTOR
Page 1. Econometrica, Vol. 41, No. 6 (November, 1973) THE STABILITY OF MODELS
OF MONEY AND GROWTH WITH PERFECT FORESIGHT BY THOMAS J. SARGENT
AND NEIL WALLACE1 It is often claimed that models ...
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A note on the" accelerationist" controversy

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TJ Sargent - Journal of Money, Credit and Banking, 1971 - JSTOR
Page 1. A Note on the "Accelerationist" Controversy, by Thomas J. Sargent Recent
empirical tests of the Phelps-Friedman "accelera- tionist" view of the Phillips curve
are marred by the fact that their validity is predicated on the ...
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The real-bills doctrine versus the quantity theory: A reconsideration

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TJ Sargent… - The Journal of Political Economy, 1982 - JSTOR
Page 1. The Real-Bills Doctrine versus the Quantity Theory: A Reconsideration Thomas J.
Sargent and Neil Wallace University of Minnesota Two competing monetary policy prescriptions
are analyzed within the context of overlapping generations models. ...
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The observational equivalence of natural and unnatural rate theories of macroeconomics

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TJ Sargent - The Journal of Political Economy, 1976 - JSTOR
Page 1. The Observational Equivalence of Natural and Unnatural Rate Theories of
Macroeconomics Thomas J. Sargent University of Minnesota The usual proof that
Friedman's simple k-percent growth rule for the money supply ...
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Projected US demographics and social security

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M De Nardi, TJ Sargent - Review of Economic Dynamics, 1999 - Elsevier
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Convergence of least-squares learning in environments with hidden state variables and private information

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A Marcet… - The Journal of Political Economy, 1989 - JSTOR
Page 1. Convergence of Least-Squares Learning in Environments with Hidden State
Variables and Private Information Albert Marcet Carnegie-Mellon University Thomas J.
Sargent Hoover Institution and Federal Reserve Bank of Minneapolis ...
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A, B, C's (and D)'s for Understanding VARs

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J Fernandez-Villaverde, J Rubio-Ramirez… - 2005 - nber.org
Page 1. TECHNICAL WORKING PAPER SERIES A, B, C's (AND D)'s FOR
UNDERSTANDING VARs Jesús Fernández-Villaverde Juan Rubio-Ramírez Thomas
J. Sargent Technical Working Paper 308 http://www.nber.org/papers/T0308 ...
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Interpreting economic time series

TJ Sargent - The Journal of Political Economy, 1981 - JSTOR
Page 1. Interpreting Economic Time Series Thomas J. Sargent University of Minnesota
and Federal Reserve Bank of Minneapolis This paper explores some of the implications
for econometric prac- tice of the principle that people's ...
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A quartet of semigroups for model specification, robustness, prices of risk, and model detection

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EW Anderson, LP Hansen… - Journal of the European …, 2003 - Wiley Online Library
... E-mail addresses: Anderson: evan_anderson@unc.edu; Hansen: l-hansen@uchicago.edu;
Sargent: thomas.sargent@nyu.edu 1. For example, see the two papers about specification error
in rational expectations models by Sims (1993) and Hansen and Sargent (1993). ...
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[PDF] A dynamic index model for large cross sections

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D Quah… - 1993 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau
of Economic Research Volume Title: Business Cycles, Indicators and Forecasting Volume
Author/Editor: James H. Stock and Mark W. Watson, editors ...
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[CITATION] A note on maximum likelihood estimation of the rational expectations model of the term structure

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T Sargent - Journal of Monetary Economics, 1979 - econpapers.repec.org
Related works: Working Paper: A note on maximum likelihood estimation of the rational expectations
model of the term structure (1978) This item may be available elsewhere in EconPapers: Search
for items with the same title. ... This site is part of RePEc and all the data displayed here is ...
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Linear rational expectations models for dynamically interrelated variables

LP Hansen… - Rational expectations and …, 1981 - books.google.com
Page 169. Linear Rational Expectations Models for Dynamically Interrelated Variables
Lars Peter Hansen Thomas J. Sargent This paper aims to develop procedures for the
rapid numerical computa- tion and convenient mathematical ...
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Regression with non-Gaussian stable disturbances: Some sampling results

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R Blattberg… - Econometrica: Journal of the Econometric Society, 1971 - JSTOR
(1) Yj=: BXj+ Uj(i= 1,... IT), where yj is the dependent variable at j, X is a nonstochastic
independent variable at j, B is a parameter, and the Uj's are independent, identically
distributed random variables with mean zero. Economists usually estimate the parameter ...
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[CITATION] Macroeconomic theory

TJ Sargent - 1987 - en.scientificcommons.org
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Two computations to fund social security

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H Huang, S Imrohoroglu… - Macroeconomic …, 1997 - Cambridge Univ Press
Page 1. Macroeconomic Dynamics, 1, 1997, 7–44. Printed in the United States of
America. TWO COMPUTATIONS TO FUND SOCIAL SECURITY HE HUANG
University of Chicago SELAHATTIN ˙IMROHORO˘GLU School of ...
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Rational expectations, econometric exogeneity, and consumption

TJ Sargent - The Journal of Political Economy, 1978 - JSTOR
Page 1. Rational Expectations, Econometric Exogeneity, and Consumption Thomas
J. Sargent University of Minnesota and Federal Reserve Bank of Minneapolis
Estimates of a rational expectations version of Friedman's time ...
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Commodity price expectations and the interest rate

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TJ Sargent - The Quarterly Journal of Economics, 1969 - JSTOR
... 1958). 7. For some encouraging evidence on the performance of this estimator see Thomas
Sargent, "Some Evidence on the Small Sample Properties of Distributed Lag Estimators in the
Presence of Autocorrelated Disturbances," Review of Economics and Statistics, XLX (Feb. ...
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The conquest of US inflation: learning and robustness to model uncertainty

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T Cogley… - Review of Economic dynamics, 2005 - Elsevier
... Mercer Street, 7th Floor, New York, NY 10003, USA. E-mail address: Thomas.Sargent@
nyu.edu (TJ Sargent). 1094-2025/$ – see front matter  2005 Elsevier Inc. All rights
reserved. doi:10.1016/j.red.2005.02.001 T. Cogley, TJ ...
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Mechanics of forming and estimating dynamic linear economies

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EW Anderson, ER McGrattan, LP Hansen… - Handbook of …, 1996 - Elsevier
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[PDF] Robustness, detection and the price of risk

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E Anderson, LP Hansen… - Manuscript, Stanford, 2000 - files.nyu.edu
A model is a probability distribution over a sequence. Rational expectations models assume
that agents know the model and are not concerned about specification error. Agents'
confidence in the model specification contrasts sharply with the attitudes of both ...
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Escaping nash inflation

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IK Cho, N Williams… - Review of Economic Studies, 2002 - Wiley Online Library
Page 1. Escaping Nash Inflation IN-KOO CHO University of Illinois NOAH WILLIAMS
Princeton University and THOMAS J. SARGENT Stanford University First version
received July 1999; final version accepted June 2001 (Eds ...
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Robustness and pricing with uncertain growth

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M Cagetti, LP Hansen, T Sargent… - Review of Financial …, 2002 - Soc Financial Studies
Abstract We study how decision‐makers' concerns about robustness affect prices and
quantities in a stochastic growth model. In the model economy, growth rates in technology
are altered by infrequent large shocks and continuous small shocks. An investor observes ...
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Interest rates and prices in the long run: a study of the Gibson paradox

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TJ Sargent - Journal of Money, Credit and Banking, 1973 - JSTOR
Page 1. THOMAS J. SARGENT Interest Rates and Prices In the Long Run A Study
of the Gibson Paradox INTRODUCTION This is a study of the relationship between
commodity price inflation and interest rates. One of the chief ...
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Acknowledging misspecification in macroeconomic theory

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LP Hansen… - Review of Economic Dynamics, 2001 - Elsevier
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Least-squares learning and the dynamics of hyperinflation

A Marcet… - … , edited by William Barnett, John Geweke, …, 1989 - books.google.com
Page 133. CHAPTER 7 Least-squares learning and the dynamics of hyperinflation
Albert Marcel and Thomas J. Sargent 1 1ntroduction 1n this chapter we use a stability
argument based on a least squares learn- ing mechanism ...
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Robust control of forward-looking models

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LP Hansen… - Journal of Monetary Economics, 2003 - Elsevier
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The demand for money during hyperinflations under rational expectations: I

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TJ Sargent - International Economic Review, 1977 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 18, No. 1, February, 1977 THE
DEMAND FOR MONEY DURING HYPERINFLATIONS UNDER RATIONAL
EXPECTATIONS: I* BY THOMAS J. SARGENT' 1. INTRODUCTION ...
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Inflation-gap persistence in the US

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T Cogley, G Primiceri… - 2012 - papers.ssrn.com
Abstract: We use Bayesian methods to estimate two models of post WWII US inflation rates
with drifting stochastic volatility and drifting coefficients. One model is univariate, the other a
multivariate autoregression. We define the inflation gap as the deviation of inflation from a ...
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Recursive linear models of dynamic economies

LP Hansen… - 1990 - nber.org
Page 1. NBER WORKING PAPERS SERIES RECURSIVE LINEAR MODELS OF
DYNAMIC ECONCMIES Lars Peter Hansen Thomas J. Sargent Working Paper No.
3479 NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 ...
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Macroeconomic features of the French Revolution

TJ Sargent… - Journal of Political Economy, 1995 - JSTOR
Page 1. Macroeconomic Features of the French Revolution Thomas J. Sargent
University of Chicago and Hoover Institution, Stanford University Frangois R. Velde
Johns Hopkins University This paper describes aspects of the ...
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Shocks and government beliefs: The rise and fall of American inflation

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T Sargent, N Williams… - 2004 - nber.org
We use a Bayesian Markov Chain Monte Carlo algorithm to estimate a model that allows
temporary gaps between a true expectational Phillips curve and the monetary authority's
approximating non-expectational Phillips curve. A dynamic programming problem implies ...
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[CITATION] Two difficulties in interpreting vector autoregressions

LP Hansen… - Rational expectations …, 1991 - Westview Press: Boulder, CO
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[BOOK] Exact linear rational expectations models: Specification and estimation

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LP Hansen… - 1981 - research.mpls.frb.fed.us
Page 1. Exact Linear Rational Expectations Models: Specification and Estimation
Lars Peter Hansen Carnegie-Mellon University- Thomas J. Sargent University of
Minnesota and Federal Reserve Bank of Minneapolis Research ...
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Rational expectations and the term structure of interest rates

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TJ Sargent - Journal of Money, Credit and Banking, 1972 - JSTOR
Page 1. THOMAS J. SARGENT Rational Expectations and the Term Structure of Interest
Rates I. INTRODUCTION* THIS PAPER REPORTS SOME TESTS of two important
hypotheses about the behavior of the term structure of interest rates. ...
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[CITATION] " Tobin's q" and the rate of investment in general equilibrium

T Sargent - Staff Report, 1979 - econpapers.repec.org
Related works: Journal Article: "Tobin's q" and the rate of investment in general equilibrium
(1980) This item may be available elsewhere in EconPapers: Search for items with the same
title. ... This site is part of RePEc and all the data displayed here is part of the RePEc data ...
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Equilibrium with signal extraction from endogenous variables

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TJ Sargent - Journal of Economic Dynamics and Control, 1991 - Elsevier
This paper shows how to use an apparatus of Marcet and Sargent to compute equilibria of a
class of models described by Townsend. An equilibrium is modelled in w.
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Robust control and model misspecification

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LP Hansen, TJ Sargent, G Turmuhambetova… - Journal of Economic …, 2006 - Elsevier
... To capture the idea that the decision maker views his model as an approximation, these
formulations alter items (i) and (ii) by (1) surrounding the decision maker's approximating model ∗
Corresponding author. E-mail address: thomas.sargent@nyu.edu (TJ Sargent). ...
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Autoregressions, expectations, and advice

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TJ Sargent - The American Economic Review, 1984 - JSTOR
Page 1. Autoregressions, Expectations, and Advice By THOMAS J. SARGENT*
Macroeconomists have long spent most of their time observing and interpreting aggre-
gative economic time-series. Recent progress has involved ...
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Straight time and overtime in equilibrium

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GD Hansen… - Journal of Monetary Economics, 1988 - Elsevier
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The fate of systems with" adaptive" expectations

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A Marcet… - The American Economic Review, 1988 - JSTOR
Page 1. The Fate of Systems With "Adaptive" Expectations By ALBERT MARCET AND
THOMAS J. SARGENT* This paper provides an informal summary of recent results
from the literature on con- vergence of least squares learning ...
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Instrumental variables procedures for estimating linear rational expectations models

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LP Hansen… - Journal of Monetary Economics, 1982 - Elsevier
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Seasonality and approximation errors in rational expectations models

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LP Hansen… - Journal of Econometrics, 1993 - Elsevier
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The market price of risk and the equity premium: A legacy of the Great Depression?

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T Cogley… - Journal of Monetary Economics, 2008 - Elsevier
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The Swedish unemployment experience

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L Ljungqvist… - European Economic Review, 1995 - Elsevier
Cited by 80 - Related articles - Library Search - All 9 versions

[CITATION] Time series implications of present value budget balance and of martingale models of consumption and taxes

LP Hansen, W Roberds… - Rational …, 1991 - Westview Publishers: Boulder, CO
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Robust permanent income and pricing with filtering

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LP Hansen, TJ Sargent… - Macroeconomic …, 2002 - Cambridge Univ Press
Page 1. Macroeconomic Dynamics, 6, 2002, 40–84. Printed in the United States
America. DOI: 10.1017.S1365100501010203 ROBUST PERMANENT INCOME AND
PRICING WITH FILTERING LARS PETER HANSEN University ...
Cited by 79 - Related articles - BL Direct - All 20 versions

Anticipated inflation and the nominal rate of interest

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TJ Sargent - The Quarterly Journal of Economics, 1972 - JSTOR
Page 1. ANTICIPATED INFLATION AND THE NOMINAL RATE OF INTEREST THOMAS
J. SARGENT I. Introduction, 212.- II. An income-expenditures model, 214.- III. Con-
clusions, 224. I. INTRODUCTION The relationship between ...
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Beyond demand and supply curves in macroeconomics

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TJ Sargent - The American Economic Review, 1982 - JSTOR
... Chow, Gregory C., " Estimation and Optimal Control of Dynamic Game Models Under
Rational Expectations," in Robert Lucas and Thomas Sargent, eds., Rational Expec-
Page 7. 388 A EA PAPERS AND PROCEEDINGS MA Y 1982 ...
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[PDF] Recursive models of dynamic linear economies

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LP Hansen… - Department of Economics, Univesity of Chicago …, 2004 - Citeseer
Page 1. Recursive Models of Dynamic Linear Economies Page 2. Recursive Models of Dynamic
Linear Economies Lars Hansen University of Chicago Thomas J. Sargent New York University
and Hoover Institution c Lars Peter Hansen and Thomas J. Sargent 6 September 2005 ...
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Two questions about European unemployment

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L Ljungqvist… - Econometrica, 2008 - Wiley Online Library
Page 1. Econometrica, Vol. 76, No. 1 (January, 2008), 1–29 TWO QUESTIONS
ABOUT EUROPEAN UNEMPLOYMENT BY LARS LJUNGQVIST AND THOMAS
J. SARGENT1 A general equilibrium search model makes layoff ...
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A model of commodity money

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TJ Sargent… - Journal of Monetary Economics, 1983 - Elsevier
... Paul A. Samuelson , Foundations of economic analysis. , Harvard University Press, Cambridge,
MA (1947). Sargent and Wallace, 1982. Thomas Sargent and Neil Wallace , The real bills doctrine
vs. the quantity theory: A reconsideration. Journal of Political Economy 90 Dec. ...
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Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system

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T Cogley, S Morozov… - Journal of Economic Dynamics and …, 2005 - Elsevier
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[CITATION] Inflation and the government budget constraint

TJ Sargent… - Economic Policy in Theory and Practice, 1987 - Macmillan
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Robust estimation and control under commitment

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LP Hansen… - Journal of Economic Theory, 2005 - Elsevier
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The dimensionality of the aliasing problem in models with rational spectral densities

LP Hansen… - Econometrica: Journal of the Econometric Society, 1983 - JSTOR
Page 1. Econometrica, Vol. 51, No. 2 (March, 1983) THE DIMENSIONALITY OF
THE ALIASING PROBLEM IN MODELS WITH RATIONAL SPECTRAL DENSITIES'
BY LARS PETER HANSEN AND THOMAS J. SARGENT This ...
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Evolution and intelligent design

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TJ Sargent - The American Economic Review, 2008 - JSTOR
Page 1. Number 109 of a series of photographs of past presidents of the Association Page 2.
Page 3. American Economic Review 2008, 98 1, 5-37 http //www aeaweb org/articles
php?doi=10 1257/aer98 1 5 Evolution and Intelligent DesignT By Thomas J. Sargent* ...
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[BOOK] Rational expectations econometrics

LP Hansen, TJ Sargent, J Heaton, A Marcet… - 1991 - files.nyu.edu
Page 1. -- - - - L Laro..~ -) Page 2. Rational Expectations Econometrics I I I I I I I Lars Peter Hansen
and Thomas J. Sargent WITH CONTRIBUTIONS BY John Heaton, Albert Marcet and William
Roberds , ! ' Westview Press BOULDER. SAN FRANCISCO. OXFORD ...
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[PDF] Do taxes explain European employment? Indivisible labor, human capital, lotteries, and savings

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L Ljungqvist… - 2007 - nber.org
Page 1. Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries,
and Savings Lars Ljungqvist, Stockholm School of Economics and New York University
Thomas J. Sargent, New York University and Hoover Institution ...
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[PDF] Robustness and uncertainty aversion

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LP Hansen, TJ Sargent… - Manuscript, …, 2001 - pages.stern.nyu.edu
Page 1. Robustness and Uncertainty Aversion Lars Peter Hansen Thomas J. Sargent Gauhar
A. Turmuhambetova Noah Williams ∗ April 10, 2002 Abstract Max-min expected utility theory
uses multiple prior distributions to represent a decision maker's uncertainty aversion. ...
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European unemployment and turbulence revisited in a matching model

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L Ljungqvist… - Journal of the European Economic …, 2004 - Wiley Online Library
... Sargent's research was supported by a grant to the National Bureau of Economic
Research from the National Science Foundation. E-mail addresses: Ljungqvist:
lars.ljungqvist@hhs.se; Sargent: thomas.sargent@nyu.edu Journal ...
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Recursive robust estimation and control without commitment

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LP Hansen… - Journal of Economic Theory, 2007 - Elsevier
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[BOOK] Optimal taxation without state-contingent debt

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SR Aiyagari, A Marcet, TJ Sargent, J Seppala… - 2001 - nber.org
Page 1. Optimal Taxation without State-Contingent Debt Rao Aiyagari University of Rochester
Albert Marcet Universitat Pompeu Fabra, CREI, CEPR Thomas J. Sargent Hoover Institution and
Stanford University Juha Sepp al a University of Illinois August 7, 2001 ...
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[PDF] Fragile beliefs and the price of model uncertainty

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LP Hansen, TJ Sargent - … of Chicago and …, 2006 - madrid-cls-holder.wss.yale.edu
Page 1. Fragile beliefs and the price of model uncertainty Lars Peter Hansen∗ Thomas
J. Sargent†‡ August 26, 2008 Abstract Concerns about misspecification and an
enduring model selection problem in which one of the models ...
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Regulation and function of Dlx3 in vertebrate development

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MJ Beanan… - Developmental Dynamics, 2000 - Wiley Online Library
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The demand for money during hyperinflation under rational expectations: II

MK Salemi… - International Economic Review, 1979 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 20, No. 3, October, 1979 THE
DEMAND FOR MONEY DURING HYPERINFLATION UNDER RATIONAL
EXPECTATIONS: II* BY MICHAEL K. SALEMI AND THOMAS J. SARGENT ...
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Impacts of priors on convergence and escapes from Nash inflation

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TJ Sargent… - Review of Economic Dynamics, 2005 - Elsevier
... de Talleyrand * Corresponding author. E-mail addresses: thomas.sargent@nyu.
edu (TJ Sargent), noahw@princeton.edu (N. Williams). 1094-2025/$ – see front
matter  2005 Elsevier Inc. All rights reserved. doi:10.1016/j.red ...
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Monetary and fiscal policy in a two-sector aggregative model

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DW Henderson… - The American Economic Review, 1973 - JSTOR
Page 1. Monetary and Fiscal Policy in a Two- Sector Aggregative Model By DALE W.
HENDERSON AND THOMAS J. SARGENT* This paper analyzes the short-term in- fluences
exerted by monetary and fiscal policies in a two-sector macroeconomic model. ...
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[CITATION] A little bit of evidence on the natural rate hypothesis from the US

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S Neftci… - Journal of Monetary Economics, 1978 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
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Doubts or variability?

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F Barillas, LP Hansen… - Journal of Economic Theory, 2009 - Elsevier
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Benefits from US monetary policy experimentation in the days of Samuelson and Solow and Lucas

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T Cogley, R Colacito… - Journal of Money, Credit …, 2007 - Wiley Online Library
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[PDF] Misspecification in recursive macroeconomic theory

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LP Hansen… - Book Manuscript, New York University, 2004 - down.cenet.org.cn
Page 1. Misspecification in Recursive Macroeconomic Theory Page 2. Misspecification in
Recursive Macroeconomic Theory Lars Peter Hansen University of Chicago Thomas J. Sargent
New York University and Hoover Institution c Lars Peter Hansen and Thomas J. Sargent ...
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A note on Wiener-Kolmogorov prediction formulas for rational expectations models

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LP Hansen… - Economics Letters, 1981 - Elsevier
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Irrelevance of open market operations in some economies with government currency being dominated in rate of return

TJ Sargent… - The American Economic Review, 1987 - JSTOR
Page 1. Irrelevance of Open Market Operations in Some Economies with Government Currency
Being Dominated in Rate of Return By THOMAS J. SARGENT AND BRUCE D. SMITH* This paper
describes an environment in which government-issued currency is ...
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Coinage, debasements, and Gresham's laws

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TJ Sargent… - Economic Theory, 1997 - Springer
Page 1. Research Articles Coinage, debasements, and Gresham's laws Thomas
J. Sargent1 and Bruce D. Smith2 1Hoover Institution, Stanford, CA 94305-6010, and
University of Chicago, Chicago, IL 60637, USA 2Economics ...
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Knowing the forecasts of others

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JG Pearlman… - Review of Economic Dynamics, 2005 - Elsevier
... This theme has been pursued in recent analyses * Corresponding author. E-mail addresses:
pearlman@lgu.ac.uk (JG Pearlman), thomas.sargent@nyu.edu (TJ Sargent). 1094-2025/$ –
see front matter  2005 Elsevier Inc. All rights reserved. ...
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ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING*

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T Cogley… - International Economic Review, 2008 - Wiley Online Library
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