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Information about:
Thomas J. Sargent

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Personal Details

First Name: Thomas
Middle Name: J.
Last Name: Sargent
Suffix:

RePEc Short-ID: psa83

Email:
Homepage:
http://www.stanford.edu/~sargent
Postal Address: Thomas Sargent Hoover Institution Stanford, California 94305
Phone: 650 723 0965

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
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  4. Number of Distinct Works, Weighted by Simple Impact Factor
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  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h, where author has written h papers that have each been cited at least h times.
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  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
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  30. Number of Abstract Views in RePEc Services over the past 12 months
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  34. Wu-Index
This author is featured on the following reading lists or publication compilations:
  1. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
  2. Recursive Macroeconomic Theory

Works

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Working papers | Articles | Software | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Sargent, Thomas J & Zeira, Joseph, 2008. "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic," CEPR Discussion Papers 6792, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  2. Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2008. "Inflation-Gap Persistence in the U.S," NBER Working Papers 13749, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Thomas J Sargent, 2007. "Evolution and Intelligent Design," Levine's Bibliography 122247000000001821, UCLA Department of Economics. [Downloadable!]
    Published as:

  4. Ljungqvist, Lars & Sargent, Thomas J, 2007. "Taxes, Benefits, and Careers: Complete Versus Incomplete Markets," CEPR Discussion Papers 6560, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  5. Ljungqvist, Lars & Sargent, Thomas J, 2007. "Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings," CEPR Discussion Papers 6196, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  6. Jesús Fernández-Villaverde & Juan F. Rubio-Ramíre & Thomas J. Sargent, 2006. "Economic and VAR Shocks: What Can Go Wrong?," Levine's Bibliography 122247000000000990, UCLA Department of Economics. [Downloadable!]

  7. Lars Ljungqvist & Thomas J. Sargent, 2006. "Indivisible Labor and Its Supply Elasticity: Do Taxes Explain European Employment?," 2006 Meeting Papers 734, Society for Economic Dynamics. [Downloadable!]

  8. Thomas Sargent & Noah Williams & Tao Zha, 2006. "The Conquest of South American Inflation," NBER Working Papers 12606, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  9. Ljungqvist, Lars & Sargent, Thomas J, 2005. "Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory," CEPR Discussion Papers 5340, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  10. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of U.S. inflation: learning and robustness to model uncertainty," Working Paper Series 478, European Central Bank. [Downloadable!]
    Published as:

  11. Thomas J. Sargent & Lars Ljungqvist, 2005. "The European Unemployment Experience: Theoretical Robustness," 2005 Meeting Papers 549, Society for Economic Dynamics.

  12. Timothy Cogley & Thomas Sargent & Riccardo Colacito, 2005. "Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson," 2005 Meeting Papers 791, Society for Economic Dynamics. [Downloadable!]

  13. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C’s (And D’s) For Understanding VARS," PIER Working Paper Archive 05-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:

  14. Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank, Research Centre. [Downloadable!]
    Published as:

  15. Marco Bassetto & Thomas Sargent, 2005. "Politics and Efficiency of Separating Capital and Ordinary Government Budgets," NBER Working Papers 11030, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Published as:

  16. Thomas Sargent & Noah Williams & Tao Zha, 2004. "Shocks and Government Beliefs: The Rise and Fall of American Inflation," NBER Working Papers 10764, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

    Published as:

  17. Ljungqvist, Lars & Sargent, Thomas J, 2004. "European Unemployment and Turbulence Revisited in a Matching Model," CEPR Discussion Papers 4183, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  18. Francois Velde & Thomas Sargent, 2004. "Sustaining a Time-Consistent Ramsey Plan with Options," 2004 Meeting Papers 607, Society for Economic Dynamics.

  19. Timothy Cogley & Sergei Morozov & Thomas J. Sargent, 2003. "Bayesian Fan Charts for U.K. Inflation: Forecasting and Sources of Uncertainty in an Evolving Monetary System," CFS Working Paper Series 2003/44, Center for Financial Studies. [Downloadable!]
    Published as:

  20. Timothy Cogley & Thomas J. Sargent, 2003. "Drifts and volatilities: monetary policies and outcomes in the post WWII U.S," Working Paper 2003-25, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:

    Published as:

  21. Thomas J. Sargent & Noah Williams, 2003. "Impacts of priors on convergence and escapes from Nash inflation," Working Paper 2003-14, Federal Reserve Bank of Atlanta.
    Published as:

  22. Ljungqvist, Lars & Sargent, Thomas J, 2002. "The European Employment Experience," CEPR Discussion Papers 3543, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  23. In-Koo Cho & Thomas J. Sargent, 2000. "Escaping Nash inflation," Working Paper Series 23, European Central Bank. [Downloadable!]
    Published as:

  24. Mariacristina De Nardi & Selahattin Imrohoglu & Thomas J. Sargent, 1998. "Projected U.S. demographics and social security," Working Paper Series WP-98-14, Federal Reserve Bank of Chicago. [Downloadable!]
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  25. Thomas J. Sargent & Francois R. Velde, 1997. "The big problem of small change," Working Paper Series, Macroeconomic Issues WP-97-8, Federal Reserve Bank of Chicago. [Downloadable!]
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  26. Thomas J. Sargent & Francois R. Velde, 1997. "The evolution of small change," Working Paper Series, Macroeconomic Issues WP-97-13, Federal Reserve Bank of Chicago. [Downloadable!]

  27. Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997. "Robust Permanent Income and Pricing," Levine's Working Paper Archive 596, UCLA Department of Economics. [Downloadable!]
    Other versions:

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  28. Albert Marcet & Thomas J. Sargent & Juha Seppala, 1996. "Optimal Taxation without State-Contingent Debt," Economics Working Papers 170, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2001. [Downloadable!]
    Published as:

  29. Evan W. Anderson & Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1995. "On the mechanics of forming and estimating dynamic linear economies," Staff Report 198, Federal Reserve Bank of Minneapolis. [Downloadable!]

  30. Lars Ljungqvist & Thomas J. Sargent, 1995. "The European unemployment dilemma," Working Paper Series, Macroeconomic Issues 95-17, Federal Reserve Bank of Chicago.
    Other versions:

    Published as:

  31. Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1994. "Mechanics of forming and estimating dynamic linear economies," Staff Report 182, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  32. D Quah & T Sargent, 1993. "A Dynamic Index Model for Large Cross Sections," CEP Discussion Papers 0132, Centre for Economic Performance, LSE.
    Other versions:

  33. Lars P. Hansen & Thomas J. Sargent, 1993. "Flat rate taxes with adjustment costs and several capital stocks and household types," Working Papers in Applied Economic Theory 93-03, Federal Reserve Bank of San Francisco.
    Published as:

  34. Albert Marcet & Thomas J. Sargent, 1992. "Speed of Convergence of Recursive Least Squares Learning with ARMA Perceptions," Economics Working Papers 15, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

  35. George W. Evans & Seppo Honkapohja & Thomas J. Sargent, 1991. "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.)," STICERD - Theoretical Economics Paper Series 223, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

  36. Lars Peter Hansen & Thomas J. Sargent, 1990. "Recursive Linear Models of Dynamic Economies," NBER Working Papers 3479, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  37. Marimon, R. & Mcgrattan, E. & Sargent, T.J., 1989. "Money As A Medium Of Exchange In An Economy With Artificially Intelligent Agents," Papers e-89-28, Stanford - Hoover Institution.
    Published as:

  38. Gary D. Hansen & Thomas J. Sargent, 1987. "Straight Time and Overtime in Equilibrium," UCLA Economics Working Papers 455, UCLA Department of Economics. [Downloadable!]
    Published as:

  39. Thomas J. Sargent, 1986. "Government debt and taxes," Working Papers 293, Federal Reserve Bank of Minneapolis. [Downloadable!]

  40. Thomas J. Sargent & Neil Wallace, 1985. "Identification and estimation of a model of hyperinflation with a continuum of "sunspot" equilibrium," Working Papers 280, Federal Reserve Bank of Minneapolis. [Downloadable!]

  41. Lars Peter Hansen & Thomas J. Sargent, 1983. "Identification of continuous time rational expectations models from discrete time data," Staff Report 73, Federal Reserve Bank of Minneapolis. [Downloadable!]

  42. Thomas J. Sargent & Neil Wallace, 1983. "A model of commodity money," Staff Report 85, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  43. Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis. [Downloadable!]

  44. Thomas J. Sargent, 1982. "Beyond demand and supply curves in macroeconomics," Staff Report 77, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  45. Thomas J. Sargent, 1981. ""Dollarization," seignorage, and the demand for money," Working Papers 170, Federal Reserve Bank of Minneapolis. [Downloadable!]

  46. Lars Peter Hansen & Thomas J. Sargent, 1981. "A note on Wiener-Kolmogorov prediction formulas for rational expectations models," Staff Report 69, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  47. Thomas J. Sargent & Neil Wallace, 1981. "The real bills doctrine vs. the quantity theory: a reconsideration," Staff Report 64, Federal Reserve Bank of Minneapolis. [Downloadable!]

  48. Thomas J. Sargent, 1981. "Stopping moderate inflations: the methods of Poincaré and Thatcher," Working Papers 0, Federal Reserve Bank of Minneapolis. [Downloadable!]

  49. Lars Peter Hansen & Thomas J. Sargent, 1981. "Exact linear rational expectations models: specification and estimation," Staff Report 71, Federal Reserve Bank of Minneapolis. [Downloadable!]

  50. Lars Peter Hansen & Thomas J. Sargent, 1981. "Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time," Staff Report 74, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  51. Lars Peter Hansen & Thomas J. Sargent, 1981. "Instrumental variables procedures for estimating linear rational expectations models," Staff Report 70, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  52. Lars Peter Hansen & Thomas J. Sargent, 1981. "The dimensionality of the aliasing problem in models with rational spectral densities," Staff Report 72, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  53. Thomas J. Sargent, 1981. "The ends of four big inflations," Working Papers 158, Federal Reserve Bank of Minneapolis. [Downloadable!]

  54. Lars Peter Hansen & Thomas J. Sargent, 1980. "Methods for estimating continuous time Rational Expectations models from discrete time data," Staff Report 59, Federal Reserve Bank of Minneapolis. [Downloadable!]

  55. Thomas J. Sargent, 1980. "Interpreting economic time series," Staff Report 58, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  56. Lars Peter Hansen & Thomas J. Sargent, 1980. "Rational expectations models and the aliasing phenomenon," Staff Report 60, Federal Reserve Bank of Minneapolis. [Downloadable!]

  57. Lars Peter Hansen & Thomas J. Sargent, 1980. "Linear rational expectations models for dynamically interrelated variables," Working Papers 135, Federal Reserve Bank of Minneapolis. [Downloadable!]

  58. Thomas J. Sargent, 1979. ""Tobin's q" and the rate of investment in general equilibrium," Staff Report 40, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  59. Lars Peter Hansen & Thomas J. Sargent, 1979. "Formulating and estimating dynamic linear rational expectations models," Working Papers 127, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  60. Thomas J. Sargent, 1978. "Estimation of dynamic labor demand schedules under rational expectations," Staff Report 27, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  61. Thomas J. Sargent, 1978. "A note on maximum likelihood estimation of the rational expectations model of the term structure," Staff Report 26, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  62. Thomas J. Sargent, 1977. "Rational expectations, econometric exogeneity and consumption," Staff Report 25, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  63. Thomas J. Sargent, 1977. "Is Keynesian economics a dead end?," Working Papers 101, Federal Reserve Bank of Minneapolis. [Downloadable!]

  64. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis. [Downloadable!]

  65. Thomas J. Sargent, 1976. "Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: a note," Working Papers 79, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  66. Thomas J. Sargent, 1976. "Observations on improper methods of simulating and teaching Friedman's time series consumption model," Working Papers 53, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  67. Thomas J. Sargent, 1976. "Testing for neutrality and rationality," Working Papers 54, Federal Reserve Bank of Minneapolis. [Downloadable!]

  68. Rusdu Saracoglu & Thomas J. Sargent, 1976. "Seasonality and portfolio balance under rational expectations," Working Papers 58, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  69. Thomas J. Sargent, 1976. "The demand for money during hyperinflations under rational expectations: II," Working Papers 60, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  70. Thomas J. Sargent, 1975. "Naive business cycle theory," Working Papers 23, Federal Reserve Bank of Minneapolis. [Downloadable!]

  71. Thomas J. Sargent, 1975. "The observational equivalence of natural and unnatural rate theories of macroeconomics," Working Papers 48, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  72. Salih Neftci & Thomas J. Sargent, 1975. "A little bit of evidence on the natural rate hypothesis from the U.S," Working Papers 83, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  73. Thomas J. Sargent, 1974. "Dynamic analysis of a Keynesian model," Working Papers 27, Federal Reserve Bank of Minneapolis. [Downloadable!]

  74. Dale W. Henderson & Thomas J. Sargent, 1974. "Unemployment and stabilization policy in a two-sector, two-country aggregative model," Working Papers 26, Federal Reserve Bank of Minneapolis. [Downloadable!]

  75. Thomas J. Sargent & Neil Wallace, 1974. "Rational expectations and the theory of economic policy," Working Papers 29, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  76. Dale W. Henderson & Thomas J. Sargent, 1972. "Monetary and fiscal policy in a two-sector aggregative model," Special Studies Papers 28, Board of Governors of the Federal Reserve System (U.S.).
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  77. Thomas J. Sargent, 1971. "Interest rates and prices in the long run: a study of the Gibson paradox," Working Papers 75, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Published as:

  78. Timothy Cogley & Thomas Sargent, . "Evolving Post-World War II U.S. Inflation Dynamics," Working Papers 2132872, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]

  79. In-Koo Cho & Thomas Sargent, . "Neural Networks for Encoding and Adapting in Dynamic Economics," Papers _001, Stanford University, Hoover Institution. [Downloadable!]
    Published as:

  80. Thomas Sargent & Rodolfo Manuelli, . "Alternative Monetary Policies in a Turnpike Economy," Papers _006, Stanford University, Hoover Institution. [Downloadable!]

  81. Thomas Sargent, . "Expectations and the Nonneutrality of Lucas," Papers _008, Stanford University, Hoover Institution. [Downloadable!]
    Published as:

  82. Thomas Sargent & He Huang & Selo Imrohoroglu, . "Two Computational Experiments to Fund Social Security," Papers _002, Stanford University, Hoover Institution. [Downloadable!]

  83. Thomas Sargent & Bruce Smith, . "Coinage, Debasements, and Gresham's Laws," Papers _003, Stanford University, Hoover Institution. [Downloadable!]
    Published as:

  84. Thomas Sargent & Lars Peter Hansen, . "An Appreciation of A. W. Phillips," Papers _007, Stanford University, Hoover Institution. [Downloadable!]


Articles

  1. Lars Ljungqvist & Thomas J. Sargent, 2008. "Two Questions about European Unemployment," Econometrica, Econometric Society, vol. 76(1), pages 1-29, 01. [Downloadable!] (restricted)

  2. Ljungqvist, Lars & Sargent, Thomas J., 2008. "Taxes, benefits, and careers: Complete versus incomplete markets," Journal of Monetary Economics, Elsevier, vol. 55(1), pages 98-125, January. [Downloadable!] (restricted)
    Other versions:

  3. Timothy Cogley & Thomas J. Sargent, 2008. "Anticipated Utility And Rational Expectations As Approximations Of Bayesian Decision Making," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(1), pages 185-221, 02. [Downloadable!] (restricted)

  4. Thomas J. Sargent, 2008. "Evolution and Intelligent Design," American Economic Review, American Economic Association, vol. 98(1), pages 5-37, March. [Downloadable!]
    Other versions:

  5. Cogley, Timothy & Sargent, Thomas J., 2008. "The market price of risk and the equity premium: A legacy of the Great Depression?," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 454-476, April. [Downloadable!] (restricted)

  6. Ljungqvist, Lars & Sargent, Thomas J., 2007. "Understanding European unemployment with a representative family model," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2180-2204, November. [Downloadable!] (restricted)

  7. Ljungqvist, Lars & Sargent, Thomas J., 2007. "Understanding European unemployment with matching and search-island models," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2139-2179, November. [Downloadable!] (restricted)

  8. Thomas J. Sargent, 2007. "Commentary on "Long-run risks and financial markets"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 301-304. [Downloadable!]

  9. Hansen, Lars Peter & Sargent, Thomas J., 2007. "Recursive robust estimation and control without commitment," Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September. [Downloadable!] (restricted)
    Other versions:

  10. Timothy Cogley & Riccardo Colacito & Thomas J. Sargent, 2007. "Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(s1), pages 67-99, 02. [Downloadable!] (restricted)

  11. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007. "ABCs (and Ds) of Understanding VARs," American Economic Review, American Economic Association, vol. 97(3), pages 1021-1026, June. [Downloadable!]

  12. Hansen, Lars Peter & Maenhout, Pascal & Rustichini, Aldo & Sargent, Thomas J. & Siniscalchi, Marciano M., 2006. "Introduction to model uncertainty and robustness," Journal of Economic Theory, Elsevier, vol. 128(1), pages 1-3, May. [Downloadable!] (restricted)

  13. Sargent, Thomas J., 2006. "Ambiguity in American monetary and fiscal policy," Japan and the World Economy, Elsevier, vol. 18(3), pages 324-330, August. [Downloadable!] (restricted)

  14. Marco Bassetto & Thomas J Sargent, 2006. "Politics and Efficiency of Separating Capital and Ordinary Government Budgets," The Quarterly Journal of Economics, MIT Press, vol. 121(4), pages 1167-1210, November. [Downloadable!] (restricted)
    Other versions:

  15. Thomas Sargent & Noah Williams & Tao Zha, 2006. "Shocks and Government Beliefs: The Rise and Fall of American Inflation," American Economic Review, American Economic Association, vol. 96(4), pages 1193-1224, September. [Downloadable!]
    Other versions:

  16. Hansen, Lars Peter & Sargent, Thomas J. & Turmuhambetova, Gauhar & Williams, Noah, 2006. "Robust control and model misspecification," Journal of Economic Theory, Elsevier, vol. 128(1), pages 45-90, May. [Downloadable!] (restricted)

  17. Cogley, Timothy & Morozov, Sergei & Sargent, Thomas J., 2005. "Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1893-1925, November. [Downloadable!] (restricted)
    Other versions:

  18. HUANG, HE & IMROHOROG[caron]LU, SELAHATTIN & SARGENT, THOMAS J., 2005. "Two Computations To Fund Social Security," Macroeconomic Dynamics, Cambridge University Press, vol. 1(01), pages 7-44, March. [Downloadable!]

  19. Thomas J. Sargent & Noah William, 2005. "Impacts of Priors on Convergence and Escapes from Nash Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 360-391, April. [Downloadable!] (restricted)
    Other versions:

  20. Timothy Cogley & Thomas J. Sargent, 2005. "Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 262-302, April. [Downloadable!] (restricted)
    Other versions:

  21. Lars Peter Hansen & Thomas J. Sargent, 2005. "Certainty equivalence and model uncertainty," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 17-38. [Downloadable!]

  22. Joseph G. Pearlman & Thomas J. Sargent, 2005. "Knowing the Forecasts of Others," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 480-497, April. [Downloadable!] (restricted)

  23. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April. [Downloadable!] (restricted)
    Other versions:

  24. Hansen, Lars Peter & Sargent, Thomas J., 2005. "Robust estimation and control under commitment," Journal of Economic Theory, Elsevier, vol. 124(2), pages 258-301, October. [Downloadable!] (restricted)

  25. Lars Ljungqvist & Thomas J. Sargent, 2004. "European Unemployment and Turbulence Revisited in a Matching Model," Journal of the European Economic Association, MIT Press, vol. 2(2-3), pages 456-468, 04/05. [Downloadable!] (restricted)
    Other versions:

  26. Hansen, Lars Peter & Sargent, Thomas J., 2003. "Robust control of forward-looking models," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 581-604, April. [Downloadable!] (restricted)

  27. Evan W. Anderson & Lars Peter Hansen & Thomas J. Sargent, 2003. "A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection," Journal of the European Economic Association, MIT Press, vol. 1(1), pages 68-123, 03. [Downloadable!] (restricted)

  28. Cho, In-Koo & Williams, Noah & Sargent, Thomas J, 2002. "Escaping Nash Inflation," Review of Economic Studies, Blackwell Publishing, vol. 69(1), pages 1-40, January.
    Other versions:

    Also available as:

  29. S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala, 2002. "Optimal Taxation without State-Contingent Debt," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1220-1254, December. [Downloadable!] (restricted)
    Other versions:

  30. Marco Cagetti & Lars Peter Hansen & Thomas Sargent & Noah Williams, 2002. "Robustness and Pricing with Uncertain Growth," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(2), pages 363-404, March.

  31. Thomas J. Sargent, 2002. "Commentary : the evolution of economic understanding and postwar stabilization policy," Proceedings, Federal Reserve Bank of Kansas City, pages 79-94. [Downloadable!]

  32. Hansen, Lars-Peter & Sargent, Thomas-J, 2001. "Acknowledgement Misspecification in Macroeconomic Theory," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 213-27, February. [Downloadable!]

  33. Lars Peter Hansen & Thomas J. Sargent, 2001. "Robust Control and Model Uncertainty," American Economic Review, American Economic Association, vol. 91(2), pages 60-66, May. [Downloadable!] (restricted)

  34. M De Nardi & S Imrohoroglu & TJ Sargent, 2001. "Saving and pension reform in general equilibrium models," Oxford Review of Economic Policy, Oxford University Press, vol. 17(1), pages 20-39, Spring.

  35. Sargent, Thomas J, 2001. "Comment on Fiscal Consequences for Mexico of Adopting the Dollar," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 33(2), pages 617-25, May.

  36. Lars Peter Hansen & Thomas J. Sargent, 2001. "Acknowledging Misspecification in Macroeconomic Theory," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 519-535, July. [Downloadable!] (restricted)

  37. Hansen, Lars Peter & Sargent, Thomas J & Tallarini, Thomas D, Jr, 1999. "Robust Permanent Income and Pricing," Review of Economic Studies, Blackwell Publishing, vol. 66(4), pages 873-907, October. [Downloadable!] (restricted)
    Other versions:

  38. Sargent, Thomas J & Velde, Francois R, 1999. "The Big Problem of Small Change," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(2), pages 137-61, May.
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  39. Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent, 1999. "Projected U.S. Demographics and Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(3), pages 575-615, July. [Downloadable!] (restricted)
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  40. Sargent, Thomas J., 1999. "A primer on monetary and fiscal policy," Journal of Banking & Finance, Elsevier, vol. 23(10), pages 1463-1482, October. [Downloadable!] (restricted)

  41. Lars Ljungqvist & Thomas J. Sargent, 1998. "The European Unemployment Dilemma," Journal of Political Economy, University of Chicago Press, vol. 106(3), pages 514-550, June. [Downloadable!] (restricted)
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  42. George J. Hall & Thomas J. Sargent, 1997. "Accounting for the federal government's cost of funds," Economic Perspectives, Federal Reserve Bank of Chicago, issue Jul, pages 18-28. [Downloadable!]

  43. Bruce D. Smith & Thomas J. Sargent, 1997. "Coinage, debasements, and Gresham's laws," Economic Theory, Springer, vol. 10(2), pages 197-226. [Downloadable!] (restricted)
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  44. Sargent, Thomas J, 1997. "Comment on "Stopping Inflation, Big and Small."," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 776-77, November.

  45. Sargent, Thomas J., 1996. "Expectations and the nonneutrality of Lucas," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 535-548, June. [Downloadable!] (restricted)
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  46. Ljungqvist, Lars & Sargent, Thomas J., 1995. "The Swedish unemployment experience," European Economic Review, Elsevier, vol. 39(5), pages 1043-1070, May. [Downloadable!] (restricted)

  47. Sargent, Thomas J & Velde, Francois R, 1995. "Macroeconomic Features of the French Revolution," Journal of Political Economy, University of Chicago Press, vol. 103(3), pages 474-518, June. [Downloadable!] (restricted)

  48. Ljungqvist, Lars & Sargent, Thomas J, 1995. "Welfare States and Unemployment," Economic Theory, Springer, vol. 6(1), pages 143-60, June.

  49. Lars Peter Hansen & Thomas J. Sargent, 1993. "Flat rate taxes with adjustment costs and several capital stocks and household types," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
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  50. Evans, George W. & Honkapohja, Seppo & Sargent, Thomas J., 1993. "On the preservation of deterministic cycles when some agents perceive them to be random fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 705-721. [Downloadable!] (restricted)

  51. Hansen, Lars Peter & Sargent, Thomas J., 1993. "Seasonality and approximation errors in rational expectations models," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 21-55. [Downloadable!] (restricted)

  52. Lars Peter Hansen & Thomas J. Sargent, 1993. "Recursive linear models of dynamic economies," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
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  53. Sargent, Thomas J., 1991. "Equilibrium with signal extraction from endogenous variables," Journal of Economic Dynamics and Control, Elsevier, vol. 15(2), pages 245-273, April. [Downloadable!] (restricted)

  54. Thomas J. Sargent & Francois R. Velde, 1990. "The analytics of German monetary unification," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 33-50. [Downloadable!]

  55. Marimon, Ramon & McGrattan, Ellen & Sargent, Thomas J., 1990. "Money as a medium of exchange in an economy with artificially intelligent agents," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 329-373, May. [Downloadable!] (restricted)
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  56. Marcet, Albert & Sargent, Thomas J., 1989. "Convergence of least squares learning mechanisms in self-referential linear stochastic models," Journal of Economic Theory, Elsevier, vol. 48(2), pages 337-368, August. [Downloadable!] (restricted)

  57. Brandt, Loren & Sargent, Thomas J., 1989. "Interpreting new evidence about China and U.S. silver purchases," Journal of Monetary Economics, Elsevier, vol. 23(1), pages 31-51, January. [Downloadable!] (restricted)

  58. Marcet, Albert & Sargent, Thomas J, 1989. "Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information," Journal of Political Economy, University of Chicago Press, vol. 97(6), pages 1306-22, December. [Downloadable!] (restricted)

  59. Sargent, Thomas J, 1989. "Two Models of Measurements and the Investment Accelerator," Journal of Political Economy, University of Chicago Press, vol. 97(2), pages 251-87, April. [Downloadable!] (restricted)

  60. Marcet, Albert & Sargent, Thomas J, 1988. "The Fate of Systems with "Adaptive" Expectations," American Economic Review, American Economic Association, vol. 78(2), pages 168-72, May. [Downloadable!] (restricted)

  61. Hansen, Gary D. & Sargent, Thomas J., 1988. "Straight time and overtime in equilibrium," Journal of Monetary Economics, Elsevier, vol. 21(2-3), pages 281-308. [Downloadable!] (restricted)
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  62. Manuelli, Rodolfo & Sargent, Thomas J., 1988. "Models of business cycles : A review essay," Journal of Monetary Economics, Elsevier, vol. 22(3), pages 523-542. [Downloadable!] (restricted)

  63. Sargent, Thomas J & Smith, Bruce D, 1987. "Irrelevance of Open Market Operations in Some Economies with Government Currency Being Dominated in Rate of Return," American Economic Review, American Economic Association, vol. 77(1), pages 78-92, March. [Downloadable!] (restricted)

  64. Thomas J. Sargent, 1986. "Interpreting the Reagan deficits," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 5-12. [Downloadable!]

  65. Sargent, Thomas & Wallace, Neil, 1985. "Interest on reserves," Journal of Monetary Economics, Elsevier, vol. 15(3), pages 279-290, May. [Downloadable!] (restricted)

  66. Sargent, Thomas J, 1984. "Autoregressions, Expectations, and Advice," American Economic Review, American Economic Association, vol. 74(2), pages 408-15, May. [Downloadable!] (restricted)

  67. Preston J. Miller & Thomas J. Sargent, 1984. "A reply to Darby," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr. [Downloadable!]

  68. Hansen, Lars Peter & Sargent, Thomas J, 1983. "The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities," Econometrica, Econometric Society, vol. 51(2), pages 377-87, March. [Downloadable!] (restricted)
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  69. David T. Beers & Thomas J. Sargent & Neil Wallace, 1983. "Speculations about the speculation against the Hong Kong dollar," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall. [Downloadable!]

  70. Hansen, Lars Peter & Sargent, Thomas J, 1983. "Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(1), pages 1-20, February. [Downloadable!] (restricted)
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  71. Sargent, Thomas J. & Wallace, Meil, 1983. "A model of commodity money," Journal of Monetary Economics, Elsevier, vol. 12(1), pages 163-187. [Downloadable!] (restricted)
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  72. Hansen, Lars Peter & Sargent, Thomas J., 1982. "Instrumental variables procedures for estimating linear rational expectations models," Journal of Monetary Economics, Elsevier, vol. 9(3), pages 263-296. [Downloadable!] (restricted)
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  73. Sargent, Thomas J, 1982. "Beyond Demand and Supply Curves in Macroeconomics," American Economic Review, American Economic Association, vol. 72(2), pages 382-89, May. [Downloadable!] (restricted)
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  74. Sargent, Thomas J & Wallace, Neil, 1982. "The Real-Bills Doctrine versus the Quantity Theory: A Reconsideration," Journal of Political Economy, University of Chicago Press, vol. 90(6), pages 1212-36, December. [Downloadable!] (restricted)

  75. Sargent, Thomas J, 1981. "Interpreting Economic Time Series," Journal of Political Economy, University of Chicago Press, vol. 89(2), pages 213-48, April. [Downloadable!] (restricted)
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  76. Thomas J. Sargent & Neil Wallace, 1981. "Some unpleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall. [Downloadable!]

  77. Hansen, Lars Peter & Sargent, Thomas J., 1981. "A note on Wiener-Kolmogorov prediction formulas for rational expectations models," Economics Letters, Elsevier, vol. 8(3), pages 255-260. [Downloadable!] (restricted)
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  78. Hansen, Lars Peter & Sargent, Thomas J., 1980. "Formulating and estimating dynamic linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 2(2), pages 7-46, May. [Downloadable!] (restricted)
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  79. Sargent, Thomas J., 1980. ""Tobin's q" and the rate of investment in general equilibrium," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 12(1), pages 107-154, January. [Downloadable!] (restricted)
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  80. Thomas J. Sargent, 1980. "Rational expectations and the reconstruction of macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum. [Downloadable!]

  81. Sargent, Thomas J, 1979. "Causality, Exogeneity, and Natural Rate Models: Reply to C. R. Nelson and B. T. McCallum," Journal of Political Economy, University of Chicago Press, vol. 87(2), pages 403-09, April. [Downloadable!] (restricted)

  82. Robert E. Lucas, Jr. & Thomas J. Sargent, 1979. "After Keynesian macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr. [Downloadable!]

  83. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum. [Downloadable!]

  84. Sargent, Thomas J., 1979. "A note on maximum likelihood estimation of the rational expectations model of the term structure," Journal of Monetary Economics, Elsevier, vol. 5(1), pages 133-143, January. [Downloadable!] (restricted)
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  85. Sargent, Thomas J, 1978. "Rational Expectations, Econometric Exogeneity, and Consumption," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 673-700, August. [Downloadable!] (restricted)
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  86. Neftci, Salih & Sargent, Thomas J., 1978. "A little bit of evidence on the natural rate hypothesis from the U.S," Journal of Monetary Economics, Elsevier, vol. 4(2), pages 315-319, April. [Downloadable!] (restricted)
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  87. Sargent, Thomas J, 1978. "Estimation of Dynamic Labor Demand Schedules under Rational Expectations," Journal of Political Economy, University of Chicago Press, vol. 86(6), pages 1009-44, December. [Downloadable!] (restricted)
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  88. Saracoglu, Rusdu & Sargent, Thomas J., 1978. "Seasonality and portfolio balance under rational expectations," Journal of Monetary Economics, Elsevier, vol. 4(3), pages 435-458, August. [Downloadable!] (restricted)
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  89. Sargent, Thomas J, 1977. "The Demand for Money During Hyperinflations under Rational Expectations: I," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 59-82, February. [Downloadable!] (restricted)
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    Published as:

  90. Sargent, Thomas J, 1977. "Observations on Improper Methods of Simulating and Teaching Friedman's Time Series Consumption Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 445-62, June. [Downloadable!] (restricted)
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  91. Sargent, Thomas, 1976. "Response to Rodney Jacobs," Journal of Monetary Economics, Elsevier, vol. 2(4), pages 529-529, November. [Downloadable!] (restricted)

  92. Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-37, April. [Downloadable!] (restricted)

  93. Sargent, Thomas, 1976. "Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations : A note," Journal of Monetary Economics, Elsevier, vol. 2(4), pages 511-521, November. [Downloadable!] (restricted)
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  94. Sargent, Thomas J, 1976. "The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 631-40, June. [Downloadable!] (restricted)
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  95. Sargent, Thomas J. & Wallace, Neil, 1976. "Rational expectations and the theory of economic policy," Journal of Monetary Economics, Elsevier, vol. 2(2), pages 169-183, April. [Downloadable!] (restricted)
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  96. Anderson, Paul A. & Sargent, Thomas & Thistlethwaite, Carol, 1975. "The response of interest rates to expected inflation in the MPS model," Journal of Monetary Economics, Elsevier, vol. 1(1), pages 111-115, January. [Downloadable!] (restricted)

  97. Sargent, Thomas J & Wallace, Neil, 1975. ""Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 241-54, April. [Downloadable!] (restricted)

  98. Sargent, Thomas J & Wallace, Neil, 1974. "The Elasticity of Substitution and Cyclical Behavior of Productivity, Wages, and Labor's Share," American Economic Review, American Economic Association, vol. 64(2), pages 257-63, May. [Downloadable!] (restricted)

  99. Sargent, Thomas J, 1973. "Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(1), pages 385-449, Part II F. [Downloadable!] (restricted)
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  100. Thomas J. Sargent, 1973. ""Rational Expectations": A Correction," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(1973-3), pages 799-800. [Downloadable!]

  101. Sargent, Thomas J & Wallace, Neil, 1973. "The Stability of Models of Money and Growth with Perfect Foresight," Econometrica, Econometric Society, vol. 41(6), pages 1043-48, November. [Downloadable!] (restricted)

  102. Henderson, Dale W & Sargent, Thomas J, 1973. "Monetary and Fiscal Policy in a Two-Sector Aggregative Model," American Economic Review, American Economic Association, vol. 63(3), pages 345-65, June. [Downloadable!] (restricted)
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  103. Thomas J. Sargent, 1973. "Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(1973-2), pages 429-480. [Downloadable!]

  104. Sargent, Thomas J & Wallace, Neil, 1973. "Rational Expectations and the Dynamics of Hyperinflation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(2), pages 328-50, June. [Downloadable!] (restricted)

  105. Sargent, Thomas J, 1972. "Rational Expectations and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 4(1), pages 74-97, Part I Fe. [Downloadable!] (restricted)

  106. Sargent, Thomas J, 1972. "Anticipated Inflation and Nominal Interest," The Quarterly Journal of Economics, MIT Press, vol. 86(2), pages 212-25, May. [Downloadable!] (restricted)

  107. Blattberg, Robert & Sargent, Thomas J, 1971. "Regression with Non-Gaussian Stable Disturbances: Some Sampling Results," Econometrica, Econometric Society, vol. 39(3), pages 501-10, May. [Downloadable!] (restricted)

  108. Sargent, Thomas J, 1971. "A Note on the 'Accelerationist' Controversy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 3(3), pages 721-25, August. [Downloadable!] (restricted)

  109. Sargent, Thomas J & Wallace, Neil, 1971. "Market Transaction Costs, Asset Demand Functions, and the Relative Potency of Monetary and Fiscal Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 3(2), pages 469-505, May. [Downloadable!] (restricted)

  110. Thomas J. Sargent, 1971. "The Optimum Monetary Instrument Variable in a Linear Economic Model," Canadian Journal of Economics, Canadian Economics Association, vol. 4(1), pages 50-60, February. [Downloadable!] (restricted)

  111. Sargent, Thomas J, 1970. "Money Within the General Framework of the Economic System: Discussion," American Economic Review, American Economic Association, vol. 60(2), pages 57-58, May.

  112. Frost, Peter A & Sargent, Thomas J, 1970. "Money-Market Rates, the Discount Rate, and Borrowing from the Federal Reserve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 2(1), pages 56-82, February. [Downloadable!] (restricted)

  113. Sargent, Thomas J, 1969. "Commodity Price Expectations and the Interest Rate," The Quarterly Journal of Economics, MIT Press, vol. 83(1), pages 127-40, February. [Downloadable!] (restricted)

  114. Rodney Dobell & Thomas Sargent, 1969. "The Term Structure of Interest Rates in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 2(1), pages 65-77, February. [Downloadable!] (restricted)

  115. RePEc:fip:fedhep:y:1996:i:sep:p:2-15 is not listed on IDEAS


Software components

  1. Thomas Sargent & Stijn Van Nieuwerburgh, 2001. "Matlab code for the robustness in forward looking models, oligopoly example," QM&RBC Codes 32, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  2. Thomas Sargent, 2000. "Matlab code for policy iteration algorithm," QM&RBC Codes 30, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  3. Lars Ljungqvist & Thomas Sargent, 1999. "Matlab code for the Bewley model with production," QM&RBC Codes 19, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

    Published as:

  4. Thomas Sargent, 1999. "Matlab code for Neal's model of career choice," QM&RBC Codes 29, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Published as:

  5. Lars Ljungqvist & Thomas Sargent, 1999. "Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model," QM&RBC Codes 18, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Other versions:

    Published as:

  6. Thomas J. Sargent & Francois R. Velde, 1998. "Optimal Fiscal Policy in a Linear Stochastic Economy," QM&RBC Codes 130, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  7. Lars Peter Hansen & Thomas Sargent, 1995. "Matlab code for robust Muth decision filter," QM&RBC Codes 34, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  8. Lars Peter Hansen & Thomas Sargent, 1995. "Matlab code for robustifying Muth Filter," QM&RBC Codes 35, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  9. Thomas Sargent, . "Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game," QM&RBC Codes 25, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  10. Thomas Sargent, . "Matlab code for the frequency response of a digital filter," QM&RBC Codes 23, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  11. Thomas Sargent, . "Matlab code for the Kalman filter," QM&RBC Codes 20, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  12. Thomas Sargent, . "Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter," QM&RBC Codes 22, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  13. Thomas Sargent, . "Matlab code for limit of a Nash linear quadratic two-player dynamic game," QM&RBC Codes 28, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  14. Lars Ljungqvist & Thomas Sargent, . "Hansen-Janagathan bounds computation," QM&RBC Codes 17, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  15. Thomas Sargent, . "Matlab code for a Laffer curve equilibrium," QM&RBC Codes 26, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  16. Thomas Sargent, . "Matlab code for Jovanovic's matching model," QM&RBC Codes 24, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Published as:

  17. Thomas Sargent, . "Matlab code for the Riccati solution to linear quadratic model," QM&RBC Codes 21, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  18. Thomas Sargent, . "Matlab code for robust Ramsey tax policies," QM&RBC Codes 33, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  19. Lars Hansen & Thomas Sargent, . "Matlab programs by Hansen and T. Sargent," Matlab codes hansar, . [Downloadable!]

  20. Thomas Sargent, . "Matlab code for the spectrum of a stochastic process," QM&RBC Codes 31, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]


Chapters

  1. Lars Peter Hansen & Thomas J. Sargent, 2007. "Introduction to Robustness," Introductory Chapters, in: Robustness Princeton University Press. [Downloadable!]

  2. Cho, In-Koo & Sargent, Thomas J., 1996. "Neural networks for encoding and adapting in dynamic economies," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 9, pages 441-470 Elsevier. [Downloadable!] (restricted)
    Other versions:

  3. Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J., 1996. "Mechanics of forming and estimating dynamic linear economies," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 4, pages 171-252 Elsevier. [Downloadable!] (restricted)
    Other versions:


NEP Fields

40 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2005-04-09 2005-05-23
  2. NEP-CBA: Central Banking (6) 2002-03-14 2005-05-14 2006-11-04 2006-12-16 2008-01-26 2008-04-29 Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (9) 1998-09-14 2004-02-29 2005-04-09 2005-11-05 2005-12-09 2006-01-24 2007-01-13 2007-03-31 2007-11-17 Author is listed
  4. NEP-ECM: Econometrics (1) 2005-04-09
  5. NEP-EEC: European Economics (3) 2003-03-14 2007-01-13 2007-03-31
  6. NEP-ENV: Environmental Economics (1) 1998-09-14
  7. NEP-ETS: Econometric Time Series (12) 2002-03-14 2002-03-14 2002-03-14 2002-03-14 2002-03-14 2002-03-14 2002-03-14 2004-02-23 2005-04-09 2005-05-23 2006-01-24 2006-12-16 Author is listed
  8. NEP-HIS: Business, Economic & Financial History (5) 2005-01-16 2005-10-04 2005-11-05 2006-11-04 2008-04-29 Author is listed
  9. NEP-IAS: Insurance Economics (2) 2007-01-13 2007-03-31
  10. NEP-LAB: Labour Economics (3) 2003-03-14 2005-12-09 2007-11-17
  11. NEP-LAM: Central & South America (1) 2006-11-04
  12. NEP-LTV: Unemployment, Inequality & Poverty (1) 2005-12-09
  13. NEP-MAC: Macroeconomics (17) 2003-03-14 2004-02-23 2004-02-29 2004-09-30 2005-01-16 2005-05-14 2005-06-05 2005-10-04 2005-11-05