Thomas Sargent
Personal Details
First Name: | Thomas |
Middle Name: | J. |
Last Name: | Sargent |
Suffix: | |
RePEc Short-ID: | psa83 |
[This author has chosen not to make the email address public] | |
https://files.nyu.edu/ts43/public/ | |
Thomas Sargent Hoover Institution Stanford, California 94305 | |
650 723 0965 | |
Terminal Degree: | 1968 Department of Economics; Harvard University (from RePEc Genealogy) |
Affiliation
(in no particular order)
National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
Hoover Institution on War Revolution & Peace
Stanford, California (United States)https://www.hoover.org/
RePEc:edi:hostaus (more details at EDIRC)
Department of Economics
New York University (NYU)
New York City, New York (United States)http://econ.as.nyu.edu
RePEc:edi:denyuus (more details at EDIRC)
Research output
Jump to: Working papers Articles Software Chapters BooksWorking papers
- Wei Jiang & Thomas J. Sargent & Neng Wang, 2024. "Implementing a Ramsey Plan," NBER Working Papers 32658, National Bureau of Economic Research, Inc.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Graves, Sebastian & Gregory, Victoria & Ljungqvist, Lars & Sargent, Thomas, 2023.
"Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber,"
CEPR Discussion Papers
18345, C.E.P.R. Discussion Papers.
- Sebastian Graves & Victoria Gregory & Lars Ljungqvist & Thomas J. Sargent, 2023. "Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber," Working Papers 2023-012, Federal Reserve Bank of St. Louis.
- Isaac Bailey & Lars Ljunqvist & Thomas Sargent, 2023.
"Online Appendix to "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence","
Online Appendices
23-154, Review of Economic Dynamics.
- Isaac Baley & Lars Ljunqvist & Thomas Sargent, 2023. "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 43-60, October.
- Wei Jiang & Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2022. "A p Theory of Taxes and Debt Management," NBER Working Papers 29931, National Bureau of Economic Research, Inc.
- Thomas J. Sargent & John Stachurski, 2022. "Economic Networks: Theory and Computation," Papers 2203.11972, arXiv.org, revised Jul 2022.
- Leo R. Aparisi de Lannoy & Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2022. "Managing Public Portfolios," NBER Working Papers 30501, National Bureau of Economic Research, Inc.
- Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2021. "Stochastic Earnings Growth and Equilibrium Wealth Distributions," NBER Working Papers 28473, National Bureau of Economic Research, Inc.
- Ljungqvist, Lars & Sargent, Thomas, 2021.
"The Fundamental Surplus Strikes Again,"
CEPR Discussion Papers
16077, C.E.P.R. Discussion Papers.
- Lars Ljungqvist & Thomas Sargent, 2021. "The fundamental surplus strikes again," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 38-51, July.
- Ljungqvist, Lars & Baley, Isaac & Sargent, Thomas, 2021.
"Returns to Labor Mobility: Layoff Costs and Quit Turbulence,"
CEPR Discussion Papers
16370, C.E.P.R. Discussion Papers.
- Isaac Baley & Lars Ljungqvist & Thomas J. Sargent, 2021. "Returns to labor mobility. Layoff costs and quit turbulence," Economics Working Papers 1798, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2023.
- Isaac Baley & Lars Ljungqvist & Thomas J. Sargent, 2021. "Returns to Labor Mobility," Working Papers 1288, Barcelona School of Economics.
- George Hall & Jonathan Payne & Thomas J. Sargent & Bálint Szőke, 2021. "Costs of Financing US Federal Debt: 1791-1933," Working Papers 2021-25, Princeton University. Economics Department..
- Timothy J. Kehoe & Juan Pablo Nicolini & Thomas J. Sargent, 2020. "A Framework for Studying the Monetary and Fiscal History of Latin America, 1960–2017," Staff Report 607, Federal Reserve Bank of Minneapolis.
- George J. Hall & Thomas J. Sargent, 2020. "Debt and Taxes in Eight U.S. Wars and Two Insurrections," NBER Working Papers 27115, National Bureau of Economic Research, Inc.
- Marco Bassetto & Thomas J. Sargent, 2020.
"Shotgun Wedding: Fiscal and Monetary Policy,"
Staff Report
599, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 659-690, August.
- Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," NBER Working Papers 27004, National Bureau of Economic Research, Inc.
- Lars Peter Hansen & Thomas J. Sargent, 2019.
"Macroeconomic Uncertainty Prices when Beliefs are Tenuous,"
NBER Working Papers
25781, National Bureau of Economic Research, Inc.
- Hansen, Lars Peter & Sargent, Thomas J., 2021. "Macroeconomic uncertainty prices when beliefs are tenuous," Journal of Econometrics, Elsevier, vol. 223(1), pages 222-250.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas Sargent, 2019. "The Optimal Maturity of Government Debt," 2019 Meeting Papers 1011, Society for Economic Dynamics.
- Ellison, Martin & Sargent, Thomas & Scott, Andrew, 2019. "Funding the Great War and the beginning of the end for British hegemony," CEPR Discussion Papers 13848, C.E.P.R. Discussion Papers.
- Ljungqvist, Lars & Sargent, Thomas & Baley, Isaac, 2018.
"Turbulence and Unemployment in Matching Models,"
CEPR Discussion Papers
12683, C.E.P.R. Discussion Papers.
- Thomas Sargent & Lars Ljungqvist & Isaac Baley, 2017. "Turbulence and Unemployment in Matching Models," 2017 Meeting Papers 1391, Society for Economic Dynamics.
- Isaac Baley & Lars Ljungqvist & Thomas J. Sargent, 2018. "Turbulence and unemployment in matching models," Economics Working Papers 1598, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2020.
- Isaac Baley & Lars Ljungqvist & Thomas J. Sargent, 2018. "Turbulence and Unemployment in Matching Models," Working Papers 18-24, New York University, Leonard N. Stern School of Business, Department of Economics.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2018.
"Inequality, Business Cycles, and Monetary-Fiscal Policy,"
NBER Working Papers
24710, National Bureau of Economic Research, Inc.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2021. "Inequality, Business Cycles, and Monetary‐Fiscal Policy," Econometrica, Econometric Society, vol. 89(6), pages 2559-2599, November.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2018. "Inequality, Business Cycles, and Monetary-Fiscal Policy," Working Papers 18-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- George Hall & Jonathan Payne & Thomas Sargent, 2018.
"US Federal Debt 1776 -1960: Quantities and Prices,"
Working Papers
2018-13, Princeton University. Economics Department..
- George Hall & Jonathan Payne & Thomas J. Sargent, 2018. "US Federal Debt 1776-1960: Quantities and Prices," Working Papers 18-25, New York University, Leonard N. Stern School of Business, Department of Economics.
- Isaac Baley & Lars Ljungqvist & Thomas J. Sargent, 2018. "Quit Turbulence and Unemployment," Working Papers 1019, Barcelona School of Economics.
- Robert E. Hall & Thomas J. Sargent, 2017.
"Short-Run and Long-Run Effects of Milton Friedman's Presidential Address,"
NBER Working Papers
24148, National Bureau of Economic Research, Inc.
- Robert E. Hall & Thomas J. Sargent, 2018. "Short-Run and Long-Run Effects of Milton Friedman's Presidential Address," Journal of Economic Perspectives, American Economic Association, vol. 32(1), pages 121-134, Winter.
- Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2017. "Optimal Fiscal-Monetary Policy with Redistribution," 2017 Meeting Papers 1245, Society for Economic Dynamics.
- Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2016.
"Fiscal Policy and Debt Management with Incomplete Markets,"
2016 Meeting Papers
1284, Society for Economic Dynamics.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2017. "Fiscal Policy and Debt Management with Incomplete Markets," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 617-663.
- Lars P. Hansen & Thomas J. Sargent, 2016. "Sets of Models and Prices of Uncertainty," NBER Working Papers 22000, National Bureau of Economic Research, Inc.
- Ljungqvist, Lars & Sargent, Thomas & Kitao, Sagiri, 2016.
"A Life-Cycle Model of Trans-Atlantic Employment Experiences,"
CEPR Discussion Papers
11260, C.E.P.R. Discussion Papers.
- Sagiri Kitao & Lars Ljungqvist & Thomas Sargent, 2017. "A Life-Cycle Model of Trans-Atlantic Employment Experiences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 320-349, April.
- Thomas J. Sargent & Lars Ljungqvist & Sagiri Kitao, 2009. "A Life Cycle Model of Trans-Atlantic Employment Experiences," 2009 Meeting Papers 914, Society for Economic Dynamics.
- Blume, Lawrence E. & Cogley, Timothy & Easley, David A. & Sargent, Thomas J. & Tsyrennikov, Viktor, 2015.
"A Case for Incomplete Markets,"
Economics Series
313, Institute for Advanced Studies.
- Blume, Lawrence E. & Cogley, Timothy & Easley, David A. & Sargent, Thomas J. & Tsyrennikov, Viktor, 2018. "A case for incomplete markets," Journal of Economic Theory, Elsevier, vol. 178(C), pages 191-221.
- Viktor Tsyrennikov & Timothy Cogley & Thomas Sargent & David Easley & Lawrence Blume, 2014. "The Case for Incomplete Markets," 2014 Meeting Papers 1098, Society for Economic Dynamics.
- George J. Hall & Thomas J. Sargent, 2015. "A History of U.S. Debt Limits," NBER Working Papers 21799, National Bureau of Economic Research, Inc.
- Sargent, Thomas & Ljungqvist, Lars, 2015. "The Fundamental Surplus in Matching Models," CEPR Discussion Papers 10489, C.E.P.R. Discussion Papers.
- Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2014. "Optimal Taxation with Incomplete Markets," 2014 Meeting Papers 1276, Society for Economic Dynamics.
- Timothy Cogley & Thomas J. Sargent, 2014. "Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012," Working Papers 2014-33, Economic Research Institute, Bank of Korea.
- Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2013.
"Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs,"
Working Papers
2013-23, Economic Research Institute, Bank of Korea.
- Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2014. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Economic Journal, Royal Economic Society, vol. 124(575), pages 1-30, March.
- Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers 1079, Society for Economic Dynamics.
- George J. Hall & Thomas J. Sargent, 2013.
"Fiscal Discriminations in Three Wars,"
Working Papers
56, Brandeis University, Department of Economics and International Business School.
- Hall, George J. & Sargent, Thomas J., 2014. "Fiscal discriminations in three wars," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 148-166.
- George J. Hall & Thomas J. Sargent, "undated". "Fiscal Discriminations in Three Wars," Economics Working Papers 01-03/2013, School of Business Administration, American University of Sharjah.
- George J. Hall & Thomas J. Sargent, 2013. "Fiscal Discriminations in Three Wars," NBER Working Papers 19008, National Bureau of Economic Research, Inc.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2013. "Taxes, Debts, and Redistributions with Aggregate Shocks," NBER Working Papers 19470, National Bureau of Economic Research, Inc.
- Thomas Sargent & Rody Manuelli, 2013. "Instability, Misallocation and Productivity," 2013 Meeting Papers 1043, Society for Economic Dynamics.
- Honkapohja, Seppo & Sargent, Thomas & Evans, George W. & Williams, Noah, 2012.
"Bayesian Model Averaging, Learning and Model Selection,"
CEPR Discussion Papers
8917, C.E.P.R. Discussion Papers.
- Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Baysian Model Averaging, Learning and Model Selection," SIRE Discussion Papers 2012-11, Scottish Institute for Research in Economics (SIRE).
- Ellison, Martin & Sargent, Thomas J., 2012.
"Welfare cost of business cycles in economies with individual consumption risk,"
Bank of Finland Research Discussion Papers
25/2012, Bank of Finland.
- Martin Ellison & Thomas J. Sargent, 2014. "Welfare Cost of Business Cycles in Economies with Individual Consumption Risk," Working Papers 2014-9, Economic Research Institute, Bank of Korea.
- Ellison, Martin & Sargent, Thomas J., 2012.
"Welfare cost of business cycles in economies with individual consumption risk,"
Bank of Finland Research Discussion Papers
25/2012, Bank of Finland.
- Martin Ellison & Thomas J. Sargent, 2014. "Welfare Cost of Business Cycles in Economies with Individual Consumption Risk," Working Papers 2014-9, Economic Research Institute, Bank of Korea.
- Sargent, Thomas J., 2011. "United States Then, Europe Now," Nobel Prize in Economics documents 2011-6, Nobel Prize Committee.
- Sargent, Thomas J. & Sims, Christopher A., 2011. "Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims," Nobel Prize in Economics documents 2011-3, Nobel Prize Committee.
- George J. Hall & Thomas J. Sargent, 2010.
"Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics,"
Working Papers
01, Brandeis University, Department of Economics and International Business School.
- George J. Hall & Thomas J. Sargent, 2011. "Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
- George J. Hall & Thomas J. Sargent, 2010. "Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics," NBER Working Papers 15702, National Bureau of Economic Research, Inc.
- Thomas J. Sargent & George J. Hall, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," 2010 Meeting Papers 208, Society for Economic Dynamics.
- Sargent, Thomas & Ljungqvist, Lars, 2010. "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, and Social Security," CEPR Discussion Papers 7822, C.E.P.R. Discussion Papers.
- Albert Marcet & Tom Sargent, 2010. "Convergence of Least Squares Learning in Environments With Private Information," Levine's Working Paper Archive 240, David K. Levine.
- Sargent, Thomas & Ellison, Martin, 2009.
"A defence of the FOMC,"
CEPR Discussion Papers
7510, C.E.P.R. Discussion Papers.
- Martin Ellison & Thomas J. Sargent, 2012. "A Defense Of The Fomc," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
- Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
- Lars Peter Hansen & Anastasios G. Karantounias & Thomas J. Sargent, 2009. "Managing expectations and fiscal policy," FRB Atlanta Working Paper 2009-29, Federal Reserve Bank of Atlanta.
- Sargent, Thomas & Surico, Paolo, 2008. "Monetary policies and low-frequency manifestations of the quantity theory," Discussion Papers 26, Monetary Policy Committee Unit, Bank of England.
- 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.
- Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2010. "Inflation-Gap Persistence in the US," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 43-69, January.
- Thomas J. Sargent & Riccardo Colacito & Lars P. Hansen & Timothy Cogley, 2008. "Robustness and US Monetary," 2008 Meeting Papers 228, Society for Economic Dynamics.
- Sargent, Thomas & Zeira, Joseph, 2008.
"Israel 1983: A Bout of Unpleasant Monetarist Arithmetic,"
CEPR Discussion Papers
6792, C.E.P.R. Discussion Papers.
- Thomas Sargent & Joseph Zeira, 2011. "Israel 1983: A bout of unpleasant monetarist arithmetic?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(3), pages 419-431, July.
- Sargent, Thomas & Ljungqvist, Lars, 2007.
"Taxes, Benefits, and Careers: Complete Versus Incomplete Markets,"
CEPR Discussion Papers
6560, C.E.P.R. Discussion Papers.
- 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.
- Thomas J Sargent, 2007.
"Evolution and Intelligent Design,"
Levine's Bibliography
122247000000001821, UCLA Department of Economics.
- Thomas J. Sargent, 2008. "Evolution and Intelligent Design," American Economic Review, American Economic Association, vol. 98(1), pages 5-37, March.
- Sargent, Thomas & Ljungqvist, Lars, 2007.
"Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings,"
CEPR Discussion Papers
6196, C.E.P.R. Discussion Papers.
- Lars Ljungqvist & Thomas J. Sargent, 2007. "Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries, and Savings," NBER Chapters, in: NBER Macroeconomics Annual 2006, Volume 21, pages 181-246, National Bureau of Economic Research, Inc.
- Thomas J. Sargent & Noah Williams & Tao Zha, 2006.
"The conquest of South American inflation,"
FRB Atlanta Working Paper
2006-20, Federal Reserve Bank of Atlanta.
- Thomas Sargent & Noah Williams & Tao Zha, 2009. "The Conquest of South American Inflation," Journal of Political Economy, University of Chicago Press, vol. 117(2), pages 211-256, April.
- Thomas Sargent & Noah Williams & Tao Zha, 2006. "The Conquest of South American Inflation," NBER Working Papers 12606, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2006. "Economic and VAR Shocks: What Can Go Wrong?," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 466-474, 04-05.
- Sargent, Thomas J. & Cogley, Timothy, 2005.
"The conquest of U.S. inflation: learning and robustness to model uncertainty,"
Working Paper Series
478, European Central Bank.
- 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.
- Tim W. Cogley & Thomas J. Sargent, 2005. "The Market Price of Risk and the Equity Premium," Working Papers 55, University of California, Davis, Department of Economics.
- Thomas J. Sargent & Lars Ljungqvist, 2005. "The European Unemployment Experience: Theoretical Robustness," 2005 Meeting Papers 549, Society for Economic Dynamics.
- Tim W. Cogley & Thomas J. Sargent, 2005.
"Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making,"
Working Papers
68, University of California, Davis, Department of Economics.
- 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, February.
- Marco Bassetto & Thomas J. Sargent, 2005.
"Politics and efficiency of separating capital and ordinary Government budgets,"
Working Paper Series
WP-05-07, Federal Reserve Bank of Chicago.
- Marco Bassetto, 2006. "Politics and Efficiency of Separating Capital and Ordinary Government Budgets," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(4), pages 1167-1210.
- Thomas J. Sargent & Marco Bassetto, 2004. "Politics and Efficiency of Separating Capital and Ordinary Government Budgets," 2004 Meeting Papers 3, Society for Economic Dynamics.
- 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.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005.
"A,B,C's (and D's)'s for Understanding VARS,"
Levine's Bibliography
172782000000000096, UCLA Department of Economics.
- 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.
- Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C's (and D)'s for Understanding VARs," NBER Technical Working Papers 0308, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C’s, (and D’s) for understanding VARs," FRB Atlanta Working Paper 2005-09, Federal Reserve Bank of Atlanta.
- 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.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006. "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography 321307000000000646, UCLA Department of Economics.
- Sargent, Thomas & Ljungqvist, Lars, 2005. "Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory," CEPR Discussion Papers 5340, C.E.P.R. Discussion Papers.
- 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.
- Hansen, Lars Peter & Sargent, Thomas J., 2005.
"Recursive robust estimation and control without commitment,"
Discussion Paper Series 1: Economic Studies
2005,28, Deutsche Bundesbank.
- 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.
- Sargent, Thomas & Ljungqvist, Lars, 2004.
"European Unemployment and Turbulence Revisited in a Matching Model,"
CEPR Discussion Papers
4183, C.E.P.R. Discussion Papers.
- 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.
- Thomas J. Sargent & Noah Williams & Tao Zha, 2004.
"Shocks and government beliefs: the rise and fall of American inflation,"
FRB Atlanta Working Paper
2004-22, Federal Reserve Bank of Atlanta.
- 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.
- 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.
- Francois Velde & Thomas Sargent, 2004. "Sustaining a Time-Consistent Ramsey Plan with Options," 2004 Meeting Papers 607, Society for Economic Dynamics.
- Cogley, Timothy W. & Morozov, Sergei & Sargent, Thomas J., 2003.
"Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system,"
CFS Working Paper Series
2003/44, Center for Financial Studies (CFS).
- 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.
- Thomas J. Sargent & Noah Williams, 2003.
"Impacts of priors on convergence and escapes from Nash inflation,"
FRB Atlanta Working Paper
2003-14, Federal Reserve Bank of Atlanta.
- Thomas J. Sargent & Noah Williams, 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.
- Sargent, Thomas & Ljungqvist, Lars, 2002. "The European Employment Experience," CEPR Discussion Papers 3543, C.E.P.R. Discussion Papers.
- Cho, In-Koo & Sargent, Thomas J., 2000.
"Escaping Nash inflation,"
Working Paper Series
23, European Central Bank.
- In-Koo Cho & Noah Williams & Thomas J. Sargent, 2002. "Escaping Nash Inflation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(1), pages 1-40.
- Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent, 1998.
"Projected U.S. demographics and social security,"
Working Paper Series
WP-98-14, Federal Reserve Bank of Chicago.
- 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.
- 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.
- Thomas J. Sargent & Francois R. Velde, 1997.
"The big problem of small change,"
Working Paper Series, Macroeconomic Issues
WP-97-08, Federal Reserve Bank of Chicago.
- 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 137-161, May.
- Ljungqvist, Lars & Sargent, Thomas J., 1997.
"The European Unemployment Dilemma,"
Working Paper Series
481, Research Institute of Industrial Economics.
- 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.
- Lars Ljungqvist & Thomas J. Sargent, 1996. "The European Unemployment Dilemma," EUI-RSCAS Working Papers 36, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
- Lars Ljungqvist & Thomas J. Sargent, 1995. "The European unemployment dilemma," Working Paper Series, Macroeconomic Issues 95-17, Federal Reserve Bank of Chicago.
- Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," SSE/EFI Working Paper Series in Economics and Finance 178, Stockholm School of Economics.
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997.
"Robust Permanent Income and Pricing,"
Levine's Working Paper Archive
596, David K. Levine.
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini, 1999. "Robust Permanent Income and Pricing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(4), pages 873-907.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Permanent Income and Pricing," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 3, pages 33-81, World Scientific Publishing Co. Pte. Ltd..
- Lars Hansen & Thomas Sargent & Thomas Tallarini, "undated". "Robust Permanent Income and Pricing," GSIA Working Papers 1997-51, Carnegie Mellon University, Tepper School of Business.
- Lars Ljungqvist & Thomas J. Sargent, 1996.
"The European Unemployment Dilemma,"
EUI-RSCAS Working Papers
36, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
- 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.
- Lars Ljungqvist & Thomas J. Sargent, 1995. "The European unemployment dilemma," Working Paper Series, Macroeconomic Issues 95-17, Federal Reserve Bank of Chicago.
- Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," SSE/EFI Working Paper Series in Economics and Finance 178, Stockholm School of Economics.
- Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," Working Paper Series 481, Research Institute of Industrial Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- Lars Peter 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.
- 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.
- Danny Quah & Thomas J. Sargent, 1993.
"A Dynamic Index Model for Large Cross Sections,"
CEP Discussion Papers
dp0132, Centre for Economic Performance, LSE.
- Danny Quah & Thomas J. Sargent, 1993. "A Dynamic Index Model for Large Cross Sections," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 285-310, National Bureau of Economic Research, Inc.
- Danny Quah & Thomas J. Sargent, 1992. "A dynamic index model for large cross sections," Discussion Paper / Institute for Empirical Macroeconomics 77, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- Lars Peter Hansen & Thomas J. Sargent, 1990.
"Recursive Linear Models of Dynamic Economies,"
NBER Working Papers
3479, National Bureau of Economic Research, Inc.
- Lars Peter Hansen & Thomas J. Sargent, 1993. "Recursive linear models of dynamic economies," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Gary D. Hansen & Thomas J. Sargent, 1987.
"Straight Time and Overtime in Equilibrium,"
UCLA Economics Working Papers
455, UCLA Department of Economics.
- 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.
- Thomas J. Sargent, 1986. "Government debt and taxes," Working Papers 293, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- Thomas J. Sargent & Neil Wallace, 1983.
"A model of commodity money,"
Staff Report
85, Federal Reserve Bank of Minneapolis.
- Sargent, Thomas J. & Wallace, Meil, 1983. "A model of commodity money," Journal of Monetary Economics, Elsevier, vol. 12(1), pages 163-187.
- Lars Peter Hansen & Thomas J. Sargent, 1982. "Formulating and estimating continuous time rational expectations models," Staff Report 75, Federal Reserve Bank of Minneapolis.
- Thomas J. Sargent, 1982.
"Beyond demand and supply curves in macroeconomics,"
Staff Report
77, Federal Reserve Bank of Minneapolis.
- Sargent, Thomas J, 1982. "Beyond Demand and Supply Curves in Macroeconomics," American Economic Review, American Economic Association, vol. 72(2), pages 382-389, May.
- Thomas J. Sargent, 1981. "Stopping moderate inflations: the methods of Poincaré and Thatcher," Working Papers 1, Federal Reserve Bank of Minneapolis.
- Lars Peter Hansen & Thomas J. Sargent, 1981.
"Instrumental variables procedures for estimating linear rational expectations models,"
Staff Report
70, Federal Reserve Bank of Minneapolis.
- 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.
- Thomas J. Sargent, 1981.
"The ends of four big inflations,"
Working Papers
158, Federal Reserve Bank of Minneapolis.
- Thomas J. Sargent, 1982. "The Ends of Four Big Inflations," NBER Chapters, in: Inflation: Causes and Effects, pages 41-98, National Bureau of Economic Research, Inc.
- Lars Peter Hansen & Thomas J. Sargent, 1981. "Exact linear rational expectations models: specification and estimation," Staff Report 71, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- 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.
- 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.
- Thomas J. Sargent, 1981. "\"Dollarization,\" seignorage, and the demand for money," Working Papers 170, Federal Reserve Bank of Minneapolis.
- 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.
- 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 377-387, March.
- Thomas J. Sargent & Neil Wallace, 1981. "The real bills doctrine vs. the quantity theory: a reconsideration," Staff Report 64, Federal Reserve Bank of Minneapolis.
- Lars Peter Hansen & Thomas J. Sargent, 1980. "Rational expectations models and the aliasing phenomenon," Staff Report 60, Federal Reserve Bank of Minneapolis.
- 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.
- Lars Peter Hansen & Thomas J. Sargent, 1980. "Linear rational expectations models for dynamically interrelated variables," Working Papers 135, Federal Reserve Bank of Minneapolis.
- Thomas J. Sargent, 1980.
"Interpreting economic time series,"
Staff Report
58, Federal Reserve Bank of Minneapolis.
- Sargent, Thomas J, 1981. "Interpreting Economic Time Series," Journal of Political Economy, University of Chicago Press, vol. 89(2), pages 213-248, April.
- Thomas J. Sargent, 1979. "\\"Tobin's Q\\" and the rate of investment in general equilibrium," Staff Report 40, Federal Reserve Bank of Minneapolis.
- Lars Peter Hansen & Thomas J. Sargent, 1979.
"Formulating and estimating dynamic linear rational expectations models,"
Working Papers
127, Federal Reserve Bank of Minneapolis.
- Hansen, Lars Peter & Sargent, Thomas J., 1980. "Formulating and estimating dynamic linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 7-46, May.
- 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.
- 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.
- Thomas J. Sargent, 1978.
"Estimation of dynamic labor demand schedules under rational expectations,"
Staff Report
27, Federal Reserve Bank of Minneapolis.
- 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 1009-1044, December.
- Thomas J. Sargent, 1977.
"Rational expectations, econometric exogeneity and consumption,"
Staff Report
25, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- Tom Doan, "undated". "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
- Thomas J. Sargent, 1977. "Is Keynesian economics a dead end?," Working Papers 101, Federal Reserve Bank of Minneapolis.
- 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.
- 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 445-462, June.
- 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.
- 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.
- Thomas J. Sargent, 1976. "Testing for neutrality and rationality," Working Papers 54, Federal Reserve Bank of Minneapolis.
- Rusdu Saracoglu & Thomas J. Sargent, 1976.
"Seasonality and portfolio balance under rational expectations,"
Working Papers
58, Federal Reserve Bank of Minneapolis.
- 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.
- Thomas J. Sargent, 1976.
"The demand for money during hyperinflations under rational expectations: II,"
Working Papers
60, Federal Reserve Bank of Minneapolis.
- 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.
- Salemi, Michael K & Sargent, Thomas J, 1979. "The Demand for Money during Hyperinflation under Rational Expectations: II," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 741-758, October.
- 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.
- 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.
- Thomas J. Sargent, 1975.
"The observational equivalence of natural and unnatural rate theories of macroeconomics,"
Working Papers
48, Federal Reserve Bank of Minneapolis.
- 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 631-640, June.
- Thomas J. Sargent, 1975. "Naive business cycle theory," Working Papers 23, Federal Reserve Bank of Minneapolis.
- 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.
- Thomas J. Sargent & Neil Wallace, 1974.
"Rational expectations and the theory of economic policy,"
Working Papers
29, Federal Reserve Bank of Minneapolis.
- 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.
- Thomas J. Sargent, 1974. "Dynamic analysis of a Keynesian model," Working Papers 27, Federal Reserve Bank of Minneapolis.
- 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.).
- 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 345-365, June.
- 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.
- 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.
- Timothy Cogley & Thomas Sargent, "undated".
"Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US,"
Working Papers
2133503, Department of Economics, W. P. Carey School of Business, Arizona State University.
- 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.
- Timothy Cogley & Thomas J. Sargent, 2003. "Drifts and volatilities: monetary policies and outcomes in the post WWII U.S," FRB Atlanta Working Paper 2003-25, Federal Reserve Bank of Atlanta.
- Timothy Cogley & Thomas Sargent, "undated".
"Evolving Post-World War II U.S. Inflation Dynamics,"
Working Papers
2132872, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Timothy Cogley & Thomas J. Sargent, 2002. "Evolving Post-World War II US Inflation Dynamics," NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 331-388, National Bureau of Economic Research, Inc.
repec:cfs:cfswop:wp200344 is not listed on IDEAS
Articles
- Sargent, Thomas J., 2024. "Critique and consequence," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 2-13.
- Wei Jiang & Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2024. "Managing government debt," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 121(11), pages 2318365121-, March.
- Isaac Baley & Lars Ljunqvist & Thomas Sargent, 2023.
"Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 43-60, October.
- Isaac Bailey & Lars Ljunqvist & Thomas Sargent, 2023. "Online Appendix to "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence"," Online Appendices 23-154, Review of Economic Dynamics.
- Isaac Baley & Lars Ljunqvist & Thomas Sargent, 2023. "Code and data files for "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence"," Computer Codes 23-154, Review of Economic Dynamics.
- Hansen, Lars Peter & Sargent, Thomas J., 2022. "Structured ambiguity and model misspecification," Journal of Economic Theory, Elsevier, vol. 199(C).
- Thomas J. Sargent, 2022. "Learning from Lucas," Journal of Economic Methodology, Taylor & Francis Journals, vol. 29(1), pages 17-29, January.
- George J. Hall & Thomas J. Sargent, 2022. "Three world wars: Fiscal–monetary consequences," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 119(18), pages 2200349119-, May.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2021.
"Inequality, Business Cycles, and Monetary‐Fiscal Policy,"
Econometrica, Econometric Society, vol. 89(6), pages 2559-2599, November.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2018. "Inequality, Business Cycles, and Monetary-Fiscal Policy," NBER Working Papers 24710, National Bureau of Economic Research, Inc.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2018. "Inequality, Business Cycles, and Monetary-Fiscal Policy," Working Papers 18-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Lars Ljungqvist & Thomas Sargent, 2021.
"The fundamental surplus strikes again,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 38-51, July.
- Lars Ljungqvist & Thomas Sargent, 2021. "Code and data files for "The fundamental surplus strikes again"," Computer Codes 21-119, Review of Economic Dynamics.
- Ljungqvist, Lars & Sargent, Thomas, 2021. "The Fundamental Surplus Strikes Again," CEPR Discussion Papers 16077, C.E.P.R. Discussion Papers.
- Hansen, Lars Peter & Sargent, Thomas J., 2021.
"Macroeconomic uncertainty prices when beliefs are tenuous,"
Journal of Econometrics, Elsevier, vol. 223(1), pages 222-250.
- Lars Peter Hansen & Thomas J. Sargent, 2019. "Macroeconomic Uncertainty Prices when Beliefs are Tenuous," NBER Working Papers 25781, National Bureau of Economic Research, Inc.
- Marco Bassetto & Thomas J. Sargent, 2020.
"Shotgun Wedding: Fiscal and Monetary Policy,"
Annual Review of Economics, Annual Reviews, vol. 12(1), pages 659-690, August.
- Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," Staff Report 599, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Thomas J. Sargent, 2020. "Shotgun Wedding: Fiscal and Monetary Policy," NBER Working Papers 27004, National Bureau of Economic Research, Inc.
- Hansen, Lars Peter & Szőke, Bálint & Han, Lloyd S. & Sargent, Thomas J., 2020. "Twisted probabilities, uncertainty, and prices," Journal of Econometrics, Elsevier, vol. 216(1), pages 151-174.
- Thomas J Sargent, 2019. "Commodity and Token Monies," The Economic Journal, Royal Economic Society, vol. 129(619), pages 1457-1476.
- Robert E. Hall & Thomas J. Sargent, 2018.
"Short-Run and Long-Run Effects of Milton Friedman's Presidential Address,"
Journal of Economic Perspectives, American Economic Association, vol. 32(1), pages 121-134, Winter.
- Robert E. Hall & Thomas J. Sargent, 2017. "Short-Run and Long-Run Effects of Milton Friedman's Presidential Address," NBER Working Papers 24148, National Bureau of Economic Research, Inc.
- Blume, Lawrence E. & Cogley, Timothy & Easley, David A. & Sargent, Thomas J. & Tsyrennikov, Viktor, 2018.
"A case for incomplete markets,"
Journal of Economic Theory, Elsevier, vol. 178(C), pages 191-221.
- Blume, Lawrence E. & Cogley, Timothy & Easley, David A. & Sargent, Thomas J. & Tsyrennikov, Viktor, 2015. "A Case for Incomplete Markets," Economics Series 313, Institute for Advanced Studies.
- Viktor Tsyrennikov & Timothy Cogley & Thomas Sargent & David Easley & Lawrence Blume, 2014. "The Case for Incomplete Markets," 2014 Meeting Papers 1098, Society for Economic Dynamics.
- Bhandari, Anmol & Evans, David & Golosov, Mikhail & Sargent, Thomas J., 2017. "Public debt in economies with heterogeneous agents," Journal of Monetary Economics, Elsevier, vol. 91(C), pages 39-51.
- Lars Ljungqvist & Thomas J. Sargent, 2017. "The Fundamental Surplus," American Economic Review, American Economic Association, vol. 107(9), pages 2630-2665, September.
- Sagiri Kitao & Lars Ljungqvist & Thomas Sargent, 2017.
"A Life-Cycle Model of Trans-Atlantic Employment Experiences,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 320-349, April.
- Thomas J. Sargent & Lars Ljungqvist & Sagiri Kitao, 2009. "A Life Cycle Model of Trans-Atlantic Employment Experiences," 2009 Meeting Papers 914, Society for Economic Dynamics.
- Ljungqvist, Lars & Sargent, Thomas & Kitao, Sagiri, 2016. "A Life-Cycle Model of Trans-Atlantic Employment Experiences," CEPR Discussion Papers 11260, C.E.P.R. Discussion Papers.
- Sagiri Kitao & Lars Ljungqvist & Thomas Sargent, 2016. "Code and data files for "A Life-Cycle Model of Trans-Atlantic Employment Experiences"," Computer Codes 16-93, Review of Economic Dynamics.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2017.
"Fiscal Policy and Debt Management with Incomplete Markets,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 617-663.
- Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2016. "Fiscal Policy and Debt Management with Incomplete Markets," 2016 Meeting Papers 1284, Society for Economic Dynamics.
- Thomas J. Sargent, 2015. "Robert E. Lucas Jr.'s Collected Papers on Monetary Theory," Journal of Economic Literature, American Economic Association, vol. 53(1), pages 43-64, March.
- Timothy COGLEY & Thomas J. SARGENT & Viktor TSYRENNIKOV, 2015. "Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri," Journal of Economics Bibliography, KSP Journals, vol. 2(1), pages 29-34, March.
- Lawrence E. Blume & Thomas J. Sargent, 2015. "Harrod 1939," Economic Journal, Royal Economic Society, vol. 0(583), pages 350-377, March.
- Martin Ellison & Thomas J. Sargent, 2015. "Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 40-57, April.
- Timothy Cogley & Thomas J. Sargent, 2015. "Measuring Price-Level Uncertainty and Instability in the United States, 1850–2012," The Review of Economics and Statistics, MIT Press, vol. 97(4), pages 827-838, October.
- Lars Peter HANSEN & Thomas J. SARGENT, 2015. "[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü," Journal of Economics Bibliography, KSP Journals, vol. 2(2), pages 57-65, June.
- Hansen, Lars Peter & Sargent, Thomas J., 2015. "Four types of ignorance," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 97-113.
- Cogley, Timothy & Sargent, Thomas J. & Surico, Paolo, 2015. "Price-level uncertainty and instability in the United Kingdom," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 1-16.
- Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2014.
"Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs,"
Economic Journal, Royal Economic Society, vol. 124(575), pages 1-30, March.
- Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2013. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," Working Papers 2013-23, Economic Research Institute, Bank of Korea.
- Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012. "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers 1079, Society for Economic Dynamics.
- Thomas J. Sargent, 2014. "Rational Expectations and Ambiguity (corrected)," Financial Analysts Journal, Taylor & Francis Journals, vol. 70(2), pages 14-19, March.
- Lars Ljungvist & Thomas Sargent, 2014.
"Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 1-20, January.
- Lars Ljungvist & Thomas Sargent, 2013. "Code and data files for "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security"," Computer Codes 12-92, Review of Economic Dynamics.
- Hall, George J. & Sargent, Thomas J., 2014.
"Fiscal discriminations in three wars,"
Journal of Monetary Economics, Elsevier, vol. 61(C), pages 148-166.
- George J. Hall & Thomas J. Sargent, 2013. "Fiscal Discriminations in Three Wars," Working Papers 56, Brandeis University, Department of Economics and International Business School.
- George J. Hall & Thomas J. Sargent, "undated". "Fiscal Discriminations in Three Wars," Economics Working Papers 01-03/2013, School of Business Administration, American University of Sharjah.
- George J. Hall & Thomas J. Sargent, 2013. "Fiscal Discriminations in Three Wars," NBER Working Papers 19008, National Bureau of Economic Research, Inc.
- Sargent, Thomas J., 2014. "The evolution of monetary policy rules," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 147-150.
- Thomas J. Sargent & Jacques Le Cacheux, 2012. "Les États-Unis naguère, l'Europe aujourd'hui. Conférence Nobel prononcée à Stockholm le 8 décembre 2011," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(7), pages 5-56.
- Timothy Cogley & Thomas J. Sargent & Viktor Tsyrennikov, 2012. "Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes," American Economic Review, American Economic Association, vol. 102(3), pages 141-146, May.
- Hansen, Lars Peter & Sargent, Thomas J., 2012.
"Three types of ambiguity,"
Journal of Monetary Economics, Elsevier, vol. 59(5), pages 422-445.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Three Types of Ambiguity," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 11, pages 379-430, World Scientific Publishing Co. Pte. Ltd..
- Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J., 2012. "Small noise methods for risk-sensitive/robust economies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 468-500.
- Thomas J. Sargent, 2012. "Nobel Lecture: United States Then, Europe Now," Journal of Political Economy, University of Chicago Press, vol. 120(1), pages 1-40.
- Martin Ellison & Thomas J. Sargent, 2012.
"A Defense Of The Fomc,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
- Sargent, Thomas & Ellison, Martin, 2009. "A defence of the FOMC," CEPR Discussion Papers 7510, C.E.P.R. Discussion Papers.
- Martin Ellison & Thomas J. Sargent, 2009. "A defence of the FOMC," Economics Series Working Papers 457, University of Oxford, Department of Economics.
- Thomas J. Sargent & Paolo Surico, 2011. "Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals," American Economic Review, American Economic Association, vol. 101(1), pages 109-128, February.
- Lars Ljungqvist & Thomas J. Sargent, 2011. "A Labor Supply Elasticity Accord?," American Economic Review, American Economic Association, vol. 101(3), pages 487-491, May.
- Thomas J. Sargent, 2011. "Where to Draw Lines: Stability Versus Efficiency," Economica, London School of Economics and Political Science, vol. 78(310), pages 197-214, April.
- George J. Hall & Thomas J. Sargent, 2011.
"Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 192-214, July.
- George J. Hall & Thomas J. Sargent, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," Working Papers 01, Brandeis University, Department of Economics and International Business School.
- George J. Hall & Thomas J. Sargent, 2010. "Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics," NBER Working Papers 15702, National Bureau of Economic Research, Inc.
- Thomas J. Sargent & George J. Hall, 2010. "Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics," 2010 Meeting Papers 208, Society for Economic Dynamics.
- Thomas Sargent & Joseph Zeira, 2011.
"Israel 1983: A bout of unpleasant monetarist arithmetic?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(3), pages 419-431, July.
- Sargent, Thomas & Zeira, Joseph, 2008. "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic," CEPR Discussion Papers 6792, C.E.P.R. Discussion Papers.
- Thomas Sargent & Joseph Zeira, 2011. "Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic"," Computer Codes 08-166, Review of Economic Dynamics.
- Hansen, Lars Peter & Sargent, Thomas J., 2011. "Robustness and ambiguity in continuous time," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1195-1223, May.
- Manuelli, Rodolfo & Sargent, Thomas J., 2010. "Alternative Monetary Policies In A Turnpike Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 14(5), pages 727-762, November.
- Hansen, Lars Peter & Mayer, Ricardo & Sargent, Thomas, 2010. "Robust hidden Markov LQG problems," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1951-1966, October.
- Sargent, Thomas J. & Smith, Bruce D., 2010. "The Timing Of Tax Collections And The Structure Of “Irrelevance” Theorems In A Cash-In-Advance Model," Macroeconomic Dynamics, Cambridge University Press, vol. 14(4), pages 585-603, September.
- Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent, 2010.
"Inflation-Gap Persistence in the US,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 2(1), pages 43-69, January.
- 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.
- Lars Peter Hansen & Thomas J. Sargent, 2010.
"Fragile beliefs and the price of uncertainty,"
Quantitative Economics, Econometric Society, vol. 1(1), pages 129-162, July.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Fragile Beliefs and the Price of Uncertainty," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 9, pages 293-330, World Scientific Publishing Co. Pte. Ltd..
- Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J., 2009.
"Doubts or variability?,"
Journal of Economic Theory, Elsevier, vol. 144(6), pages 2388-2418, November.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Doubts or Variability?," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 7, pages 217-256, World Scientific Publishing Co. Pte. Ltd..
- Thomas Sargent & Noah Williams & Tao Zha, 2009.
"The Conquest of South American Inflation,"
Journal of Political Economy, University of Chicago Press, vol. 117(2), pages 211-256, April.
- Thomas J. Sargent & Noah Williams & Tao Zha, 2006. "The conquest of South American inflation," FRB Atlanta Working Paper 2006-20, Federal Reserve Bank of Atlanta.
- Thomas Sargent & Noah Williams & Tao Zha, 2006. "The Conquest of South American Inflation," NBER Working Papers 12606, National Bureau of Economic Research, Inc.
- Timothy Cogley & ThomasJ. Sargent, 2009.
"Diverse Beliefs, Survival and the Market Price of Risk,"
Economic Journal, Royal Economic Society, vol. 119(536), pages 354-376, March.
- Timothy Cogley & Thomas J. Sargent, 2009. "Diverse Beliefs, Survival and the Market Price of Risk," Economic Journal, Royal Economic Society, vol. 119(536), pages 354-376, March.
- Lars Ljungqvist & Thomas J. Sargent, 2008. "Two Questions about European Unemployment," Econometrica, Econometric Society, vol. 76(1), pages 1-29, January.
- 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.
- Sargent, Thomas & Ljungqvist, Lars, 2007. "Taxes, Benefits, and Careers: Complete Versus Incomplete Markets," CEPR Discussion Papers 6560, C.E.P.R. Discussion Papers.
- Timothy Cogley & Riccardo Colacito & Lars Peter Hansen & Thomas J. Sargent, 2008.
"Robustness and U.S. Monetary Policy Experimentation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1599-1623, December.
- Timothy Cogley & Riccardo Colacito & Lars Peter Hansen & Thomas J. Sargent, 2008. "Robustness and U.S. Monetary Policy Experimentation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1599-1623, December.
- 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.
- 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, February.
- Tim W. Cogley & Thomas J. Sargent, 2005. "Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making," Working Papers 68, University of California, Davis, Department of Economics.
- Thomas J. Sargent, 2008.
"Evolution and Intelligent Design,"
American Economic Review, American Economic Association, vol. 98(1), pages 5-37, March.
- Thomas J Sargent, 2007. "Evolution and Intelligent Design," Levine's Bibliography 122247000000001821, UCLA Department of Economics.
- Thomas J. Sargent, 2007. "Foreword," American Economic Review, American Economic Association, vol. 97(2), pages 1-1, May.
- Thomas J. Sargent, 2007. "Commentary on \\"Long-run risks and financial markets\\"," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 301-304.
- 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.
- 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.
- 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.
- Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank.
- 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.
- Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C's (and D)'s for Understanding VARs," NBER Technical Working Papers 0308, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A, B, C’s, (and D’s) for understanding VARs," FRB Atlanta Working Paper 2005-09, Federal Reserve Bank of Atlanta.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005. "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography 172782000000000096, UCLA Department of Economics.
- 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.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006. "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography 321307000000000646, UCLA Department of Economics.
- Sargent, Thomas J., 2006. "Ambiguity in American monetary and fiscal policy," Japan and the World Economy, Elsevier, vol. 18(3), pages 324-330, August.
- 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.
- 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.
- Thomas J. Sargent & Noah Williams & Tao Zha, 2004. "Shocks and government beliefs: the rise and fall of American inflation," FRB Atlanta Working Paper 2004-22, Federal Reserve Bank of Atlanta.
- 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.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Control and Model Misspecification," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 6, pages 155-216, World Scientific Publishing Co. Pte. Ltd..
- 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.
- 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.
- Cogley, Timothy W. & Morozov, Sergei & Sargent, Thomas J., 2003. "Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system," CFS Working Paper Series 2003/44, Center for Financial Studies (CFS).
- Charlotte Bucht & Nils Gottfries & Tomas Lindstrom & Magnus Lundin, 2005.
"Price and investment dynamics: theory and plant level data,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Magnus Lundin & Nils Gottfries & Charlotte Bucht & Tomas Lindstr÷M, 2009. "Price and Investment Dynamics: Theory and Plant-Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 907-934, August.
- Thomas J. Sargent & Noah Williams, 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.
- Thomas J. Sargent & Noah Williams, 2003. "Impacts of priors on convergence and escapes from Nash inflation," FRB Atlanta Working Paper 2003-14, Federal Reserve Bank of Atlanta.
- 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.
- Timothy Cogley & Thomas Sargent, "undated". "Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US," Working Papers 2133503, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Timothy Cogley & Thomas J. Sargent, 2003. "Drifts and volatilities: monetary policies and outcomes in the post WWII U.S," FRB Atlanta Working Paper 2003-25, Federal Reserve Bank of Atlanta.
- 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.
- Timothy Cogley & Riccardo Colacito & Thomas J. Sargent, 2005.
"Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas,"
Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- 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, February.
- 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, February.
- 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.
- 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.
- Sargent, Thomas J. & Cogley, Timothy, 2005. "The conquest of U.S. inflation: learning and robustness to model uncertainty," Working Paper Series 478, European Central Bank.
- 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.
- 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.
- Sargent, Thomas & Ljungqvist, Lars, 2004. "European Unemployment and Turbulence Revisited in a Matching Model," CEPR Discussion Papers 4183, C.E.P.R. Discussion Papers.
- 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.
- 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, March.
- Lars Peter Hansen & Thomas J Sargent, 2014. "A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 4, pages 83-143, World Scientific Publishing Co. Pte. Ltd..
- Hansen, Lars Peter & Sargent, Thomas J. & Wang, Neng E., 2002. "Robust Permanent Income And Pricing With Filtering," Macroeconomic Dynamics, Cambridge University Press, vol. 6(1), pages 40-84, February.
- 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.
- 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.
- Marco Cagetti & Lars Peter Hansen & Thomas Sargent & Noah Williams, 2002. "Robustness and Pricing with Uncertain Growth," The Review of Financial Studies, Society for Financial Studies, vol. 15(2), pages 363-404, March.
- Thomas J. Sargent, 2002. "Commentary : the evolution of economic understanding and postwar stabilization policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 79-94.
- In-Koo Cho & Noah Williams & Thomas J. Sargent, 2002.
"Escaping Nash Inflation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(1), pages 1-40.
- Cho, In-Koo & Sargent, Thomas J., 2000. "Escaping Nash inflation," Working Paper Series 23, European Central Bank.
- 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 213-227, February.
- 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.
- Thomas J. Sargent & LarsPeter Hansen, 2001.
"Robust Control and Model Uncertainty,"
American Economic Review, American Economic Association, vol. 91(2), pages 60-66, May.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Control and Model Uncertainty," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 5, pages 145-154, World Scientific Publishing Co. Pte. Ltd..
- M De Nardi & S Imrohoroglu & TJ Sargent, 2001. "Saving and pension reform in general equilibrium models," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 17(1), pages 20-39, Spring.
- 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 617-625, May.
- Sargent, Thomas J., 1999. "A primer on monetary and fiscal policy," Journal of Banking & Finance, Elsevier, vol. 23(10), pages 1463-1482, October.
- 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 137-161, May.
- Thomas J. Sargent & Francois R. Velde, 1997. "The big problem of small change," Working Paper Series, Macroeconomic Issues WP-97-08, Federal Reserve Bank of Chicago.
- 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.
- Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent, 1998. "Projected U.S. demographics and social security," Working Paper Series WP-98-14, Federal Reserve Bank of Chicago.
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini, 1999.
"Robust Permanent Income and Pricing,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(4), pages 873-907.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Permanent Income and Pricing," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 3, pages 33-81, World Scientific Publishing Co. Pte. Ltd..
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997. "Robust Permanent Income and Pricing," Levine's Working Paper Archive 596, David K. Levine.
- Lars Hansen & Thomas Sargent & Thomas Tallarini, "undated". "Robust Permanent Income and Pricing," GSIA Working Papers 1997-51, Carnegie Mellon University, Tepper School of Business.
- 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.
- Lars Ljungqvist & Thomas J. Sargent, 1996. "The European Unemployment Dilemma," EUI-RSCAS Working Papers 36, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS).
- Lars Ljungqvist & Thomas J. Sargent, 1995. "The European unemployment dilemma," Working Paper Series, Macroeconomic Issues 95-17, Federal Reserve Bank of Chicago.
- Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," SSE/EFI Working Paper Series in Economics and Finance 178, Stockholm School of Economics.
- Ljungqvist, Lars & Sargent, Thomas J., 1997. "The European Unemployment Dilemma," Working Paper Series 481, Research Institute of Industrial Economics.
- Bruce D. Smith & Thomas J. Sargent, 1997. "Coinage, debasements, and Gresham's laws," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(2), pages 197-226.
- Huang, He & İmrohorogˇlu, Selahattin & Sargent, Thomas J., 1997. "Two Computations To Fund Social Security," Macroeconomic Dynamics, Cambridge University Press, vol. 1(1), pages 7-44, January.
- Sargent, Thomas J, 1997. "Comment on "Stopping Inflation, Big and Small."," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(4), pages 776-777, November.
- George J. Hall & Thomas J. Sargent, 1997. "Accounting for the federal government's cost of funds," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 21(Jul), pages 18-28.
- Lars Ljungqvist & Thomas J. Sargent, 1996. "A supply-side explanation of European unemployment," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 20(Sep), pages 2-15.
- Sargent, Thomas J., 1996. "Expectations and the nonneutrality of Lucas," Journal of Monetary Economics, Elsevier, vol. 37(3), pages 535-548, June.
- Ljungqvist, Lars & Sargent, Thomas J., 1995.
"The Swedish unemployment experience,"
European Economic Review, Elsevier, vol. 39(5), pages 1043-1070, May.
- Ljungqvist, L., 1994. "The Swedish Unemployment Experience," Working papers 9424, Wisconsin Madison - Social Systems.
- Ljungqvist, Lars & Sargent, Thomas J, 1995. "Welfare States and Unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 6(1), pages 143-160, June.
- 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.
- 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.
- Lars Peter 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.
- 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.
- 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.
- Lars Peter Hansen & Thomas J. Sargent, 1993.
"Recursive linear models of dynamic economies,"
Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Lars Peter Hansen & Thomas J. Sargent, 1990. "Recursive Linear Models of Dynamic Economies," NBER Working Papers 3479, National Bureau of Economic Research, Inc.
- 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.
- 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.
- 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.
- 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.
- 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 1306-1322, December.
- Sargent, Thomas J, 1989. "Two Models of Measurements and the Investment Accelerator," Journal of Political Economy, University of Chicago Press, vol. 97(2), pages 251-287, April.
- 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.
- Manuelli, Rodolfo & Sargent, Thomas J., 1988. "Models of business cycles : A review essay," Journal of Monetary Economics, Elsevier, vol. 22(3), pages 523-542.
- Marcet, Albert & Sargent, Thomas J, 1988. "The Fate of Systems with "Adaptive" Expectations," American Economic Review, American Economic Association, vol. 78(2), pages 168-172, May.
- 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.
- Gary D. Hansen & Thomas J. Sargent, 1987. "Straight Time and Overtime in Equilibrium," UCLA Economics Working Papers 455, UCLA Department of Economics.
- 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.
- Thomas J. Sargent, 1986. "Interpreting the Reagan deficits," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 5-12.
- Sargent, Thomas & Wallace, Neil, 1985. "Interest on reserves," Journal of Monetary Economics, Elsevier, vol. 15(3), pages 279-290, May.
- Sargent, Thomas J, 1984. "Autoregressions, Expectations, and Advice," American Economic Review, American Economic Association, vol. 74(2), pages 408-415, May.
- Preston J. Miller & Thomas J. Sargent, 1984. "A reply to Darby," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 8(Spr).
- 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 377-387, March.
- 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.
- 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, vol. 7(Fall).
- 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.
- 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.
- Sargent, Thomas J. & Wallace, Meil, 1983.
"A model of commodity money,"
Journal of Monetary Economics, Elsevier, vol. 12(1), pages 163-187.
- Thomas J. Sargent & Neil Wallace, 1983. "A model of commodity money," Staff Report 85, Federal Reserve Bank of Minneapolis.
- 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.
- Lars Peter Hansen & Thomas J. Sargent, 1981. "Instrumental variables procedures for estimating linear rational expectations models," Staff Report 70, Federal Reserve Bank of Minneapolis.
- Sargent, Thomas J, 1982.
"Beyond Demand and Supply Curves in Macroeconomics,"
American Economic Review, American Economic Association, vol. 72(2), pages 382-389, May.
- Thomas J. Sargent, 1982. "Beyond demand and supply curves in macroeconomics," Staff Report 77, Federal Reserve Bank of Minneapolis.
- 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 1212-1236, December.
- Thomas J. Sargent & Neil Wallace, 1981.
"Some unpleasant monetarist arithmetic,"
Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 5(Fall).
- Thomas J. Sargent & Neil Wallace, 1984. "Some Unpleasant Monetarist Arithmetic," Palgrave Macmillan Books, in: Brian Griffiths & Geoffrey E. Wood (ed.), Monetarism in the United Kingdom, pages 15-41, Palgrave Macmillan.
- Sargent, Thomas J, 1981.
"Interpreting Economic Time Series,"
Journal of Political Economy, University of Chicago Press, vol. 89(2), pages 213-248, April.
- Thomas J. Sargent, 1980. "Interpreting economic time series," Staff Report 58, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- Hansen, Lars Peter & Sargent, Thomas J., 1980.
"Formulating and estimating dynamic linear rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 7-46, May.
- Lars Peter Hansen & Thomas J. Sargent, 1979. "Formulating and estimating dynamic linear rational expectations models," Working Papers 127, Federal Reserve Bank of Minneapolis.
- Thomas J. Sargent, 1980. "Rational expectations and the reconstruction of macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 4(Sum).
- 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.
- 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 403-409, April.
- Robert E. Lucas & Thomas J. Sargent, 1979. "After Keynesian macroeconomics," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Spr).
- Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 3(Sum).
- 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.
- 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.
- 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.
- Thomas J. Sargent, 1977. "Rational expectations, econometric exogeneity and consumption," Staff Report 25, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- 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 1009-1044, December.
- Thomas J. Sargent, 1978. "Estimation of dynamic labor demand schedules under rational expectations," Staff Report 27, Federal Reserve Bank of Minneapolis.
- 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.
- Rusdu Saracoglu & Thomas J. Sargent, 1976. "Seasonality and portfolio balance under rational expectations," Working Papers 58, Federal Reserve Bank of Minneapolis.
- 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.
- Salemi, Michael K & Sargent, Thomas J, 1979. "The Demand for Money during Hyperinflation under Rational Expectations: II," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 741-758, October.
- Thomas J. Sargent, 1976. "The demand for money during hyperinflations under rational expectations: II," Working Papers 60, Federal Reserve Bank of Minneapolis.
- 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 445-462, June.
- 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.
- Sargent, Thomas, 1976. "Response to Rodney Jacobs," Journal of Monetary Economics, Elsevier, vol. 2(4), pages 529-529, November.
- Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-237, April.
- 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.
- 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.
- 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 631-640, June.
- Thomas J. Sargent, 1975. "The observational equivalence of natural and unnatural rate theories of macroeconomics," Working Papers 48, Federal Reserve Bank of Minneapolis.
- 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.
- Thomas J. Sargent & Neil Wallace, 1974. "Rational expectations and the theory of economic policy," Working Papers 29, Federal Reserve Bank of Minneapolis.
- 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 241-254, April.
- 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.
- 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 257-263, May.
- Thomas J. Sargent, 1973. ""Rational Expectations": A Correction," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(3), pages 799-800.
- 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 345-365, June.
- 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.).
- 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.
- 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.
- Sargent, Thomas J & Wallace, Neil, 1973. "The Stability of Models of Money and Growth with Perfect Foresight," Econometrica, Econometric Society, vol. 41(6), pages 1043-1048, November.
- 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(2), pages 429-480.
- 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 328-350, June.
- 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.
- Thomas J. Sargent, 1972. "Anticipated Inflation and the Nominal Rate of Interest," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 86(2), pages 212-225.
- Blattberg, Robert & Sargent, Thomas J, 1971.
"Regression with Non-Gaussian Stable Disturbances: Some Sampling Results,"
Econometrica, Econometric Society, vol. 39(3), pages 501-510, May.
- Robert Blattberg & Thomas Sargent, 2010. "Regression With Non-Gaussian Stable Disturbances: Some Sampling Results," World Scientific Book Chapters, in: Greg M Allenby (ed.), Perspectives On Promotion And Database Marketing The Collected Works of Robert C Blattberg, chapter 1, pages 7-16, World Scientific Publishing Co. Pte. Ltd..
- Sargent, Thomas J, 1971. "A Note on the 'Accelerationist' Controversy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 3(3), pages 721-725, August.
- 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.
- 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.
- 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.
- 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.
- Thomas J. Sargent, 1969. "Commodity Price Expectations and the Interest Rate," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 83(1), pages 127-140.
- 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.
RePEc:nas:journl:v:115:y:2018:p:2942-2945 is not listed on IDEAS
Software components
- Isaac Baley & Lars Ljunqvist & Thomas Sargent, 2023.
"Code and data files for "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence","
Computer Codes
23-154, Review of Economic Dynamics.
- Isaac Baley & Lars Ljunqvist & Thomas Sargent, 2023. "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 43-60, October.
- Lars Ljungqvist & Thomas Sargent, 2021.
"Code and data files for "The fundamental surplus strikes again","
Computer Codes
21-119, Review of Economic Dynamics.
- Lars Ljungqvist & Thomas Sargent, 2021. "The fundamental surplus strikes again," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 38-51, July.
- Sagiri Kitao & Lars Ljungqvist & Thomas Sargent, 2016.
"Code and data files for "A Life-Cycle Model of Trans-Atlantic Employment Experiences","
Computer Codes
16-93, Review of Economic Dynamics.
- Sagiri Kitao & Lars Ljungqvist & Thomas Sargent, 2017. "A Life-Cycle Model of Trans-Atlantic Employment Experiences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 320-349, April.
- Lars Ljungvist & Thomas Sargent, 2013.
"Code and data files for "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security","
Computer Codes
12-92, Review of Economic Dynamics.
- Lars Ljungvist & Thomas Sargent, 2014. "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 1-20, January.
- Thomas Sargent & Joseph Zeira, 2011.
"Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic","
Computer Codes
08-166, Review of Economic Dynamics.
- Thomas Sargent & Joseph Zeira, 2011. "Israel 1983: A bout of unpleasant monetarist arithmetic?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(3), pages 419-431, July.
- 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.
- Thomas Sargent, 2000. "Matlab code for policy iteration algorithm," QM&RBC Codes 30, Quantitative Macroeconomics & Real Business Cycles.
- Lars Ljungqvist & Thomas Sargent, 1999.
"Matlab code for the Bewley model with production,"
QM&RBC Codes
19, Quantitative Macroeconomics & Real Business Cycles.
- Bewley, Truman, 1983. "A Difficulty with the Optimum Quantity of Money," Econometrica, Econometric Society, vol. 51(5), pages 1485-1504, September.
- Truman Bewley, 1979. "The Optimum Quantity of Money," Discussion Papers 383, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Thomas Sargent, 1999.
"Matlab code for Neal's model of career choice,"
QM&RBC Codes
29, Quantitative Macroeconomics & Real Business Cycles.
- Neal, Derek, 1999. "The Complexity of Job Mobility among Young Men," Journal of Labor Economics, University of Chicago Press, vol. 17(2), pages 237-261, April.
- Lars Ljungqvist & Thomas Sargent, 1999.
"Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model,"
QM&RBC Codes
18, Quantitative Macroeconomics & Real Business Cycles.
- Hopenhayn, Hugo A & Nicolini, Juan Pablo, 1997. "Optimal Unemployment Insurance," Journal of Political Economy, University of Chicago Press, vol. 105(2), pages 412-438, April.
- Hopenhayn, H. & Nicolini, P.J., 1996. "Optimal Unemployment Insurance," RCER Working Papers 421, University of Rochester - Center for Economic Research (RCER).
- Thomas J. Sargent & Francois R. Velde, 1998. "Optimal Fiscal Policy in a Linear Stochastic Economy," QM&RBC Codes 130, Quantitative Macroeconomics & Real Business Cycles.
- Lars Peter Hansen & Thomas Sargent, 1995. "Matlab code for robust Muth decision filter," QM&RBC Codes 34, Quantitative Macroeconomics & Real Business Cycles.
- Lars Peter Hansen & Thomas Sargent, 1995. "Matlab code for robustifying Muth Filter," QM&RBC Codes 35, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated". "Matlab code for the frequency response of a digital filter," QM&RBC Codes 23, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated". "Matlab code for the Kalman filter," QM&RBC Codes 20, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated". "Matlab code for limit of a Nash linear quadratic two-player dynamic game," QM&RBC Codes 28, Quantitative Macroeconomics & Real Business Cycles.
- Lars Ljungqvist & Thomas Sargent, "undated". "Hansen-Janagathan bounds computation," QM&RBC Codes 17, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated".
"Matlab code for Jovanovic's matching model,"
QM&RBC Codes
24, Quantitative Macroeconomics & Real Business Cycles.
- Jovanovic, Boyan, 1979. "Job Matching and the Theory of Turnover," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 972-990, October.
- Thomas Sargent, "undated". "Matlab code for the Riccati solution to linear quadratic model," QM&RBC Codes 21, Quantitative Macroeconomics & Real Business Cycles.
- Lars Hansen & Thomas Sargent, "undated". "Matlab programs by Hansen and T. Sargent," Matlab codes hansar, .
- Thomas Sargent, "undated". "Matlab code for the spectrum of a stochastic process," QM&RBC Codes 31, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated". "Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game," QM&RBC Codes 25, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated". "Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter," QM&RBC Codes 22, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated". "Matlab code for a Laffer curve equilibrium," QM&RBC Codes 26, Quantitative Macroeconomics & Real Business Cycles.
- Thomas Sargent, "undated". "Matlab code for robust Ramsey tax policies," QM&RBC Codes 33, Quantitative Macroeconomics & Real Business Cycles.
Chapters
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Beliefs, Doubts and Learning: Valuing Macroeconomic Risk,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 10, pages 331-377,
World Scientific Publishing Co. Pte. Ltd..
- Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Macroeconomic Risk," American Economic Review, American Economic Association, vol. 97(2), pages 1-30, May.
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Three Types of Ambiguity,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 11, pages 379-430,
World Scientific Publishing Co. Pte. Ltd..
- Hansen, Lars Peter & Sargent, Thomas J., 2012. "Three types of ambiguity," Journal of Monetary Economics, Elsevier, vol. 59(5), pages 422-445.
- Lars Peter Hansen & Thomas J Sargent, 2014.
"A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 4, pages 83-143,
World Scientific Publishing Co. Pte. Ltd..
- 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, March.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Robust Estimation and Control without Commitment," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 8, pages 257-291, World Scientific Publishing Co. Pte. Ltd..
- Lars Peter Hansen & Thomas J Sargent, 2014. "Discounted Linear Exponential Quadratic Gaussian Control," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 2, pages 23-32, World Scientific Publishing Co. Pte. Ltd..
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Fragile Beliefs and the Price of Uncertainty,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 9, pages 293-330,
World Scientific Publishing Co. Pte. Ltd..
- Lars Peter Hansen & Thomas J. Sargent, 2010. "Fragile beliefs and the price of uncertainty," Quantitative Economics, Econometric Society, vol. 1(1), pages 129-162, July.
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Robust Control and Model Uncertainty,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 5, pages 145-154,
World Scientific Publishing Co. Pte. Ltd..
- Thomas J. Sargent & LarsPeter Hansen, 2001. "Robust Control and Model Uncertainty," American Economic Review, American Economic Association, vol. 91(2), pages 60-66, May.
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Robust Permanent Income and Pricing,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 3, pages 33-81,
World Scientific Publishing Co. Pte. Ltd..
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini, 1999. "Robust Permanent Income and Pricing," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(4), pages 873-907.
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997. "Robust Permanent Income and Pricing," Levine's Working Paper Archive 596, David K. Levine.
- Lars Hansen & Thomas Sargent & Thomas Tallarini, "undated". "Robust Permanent Income and Pricing," GSIA Working Papers 1997-51, Carnegie Mellon University, Tepper School of Business.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Introduction," World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 1, pages 1-21, World Scientific Publishing Co. Pte. Ltd..
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Robust Control and Model Misspecification,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 6, pages 155-216,
World Scientific Publishing Co. Pte. Ltd..
- 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.
- Lars Peter Hansen & Thomas J Sargent, 2014.
"Doubts or Variability?,"
World Scientific Book Chapters, in: UNCERTAINTY WITHIN ECONOMIC MODELS, chapter 7, pages 217-256,
World Scientific Publishing Co. Pte. Ltd..
- Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J., 2009. "Doubts or variability?," Journal of Economic Theory, Elsevier, vol. 144(6), pages 2388-2418, November.
- Thomas J. Sargent, 2013. "Drawing lines in US monetary and fiscal history," Chapters, in: G. Page West III & Robert M. Whaples (ed.), The Economic Crisis in Retrospect, chapter 8, pages 161-180, Edward Elgar Publishing.
- Hansen, Lars Peter & Sargent, Thomas J., 2010. "Wanting Robustness in Macroeconomics," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 20, pages 1097-1157, Elsevier.
- Lars Ljungqvist & Thomas J. Sargent, 2010. "How Sweden's Unemployment Became More Like Europe's," NBER Chapters, in: Reforming the Welfare State: Recovery and Beyond in Sweden, pages 189-223, National Bureau of Economic Research, Inc.
- Robert Blattberg & Thomas Sargent, 2010.
"Regression With Non-Gaussian Stable Disturbances: Some Sampling Results,"
World Scientific Book Chapters, in: Greg M Allenby (ed.), Perspectives On Promotion And Database Marketing The Collected Works of Robert C Blattberg, chapter 1, pages 7-16,
World Scientific Publishing Co. Pte. Ltd..
- Blattberg, Robert & Sargent, Thomas J, 1971. "Regression with Non-Gaussian Stable Disturbances: Some Sampling Results," Econometrica, Econometric Society, vol. 39(3), pages 501-510, May.
- Lars Peter Hansen & Thomas J. Sargent, 2008. "Time Inconsistency of Robust Control?," Chapters, in: Roger E.A. Farmer (ed.), Macroeconomics in the Small and the Large, chapter 7, Edward Elgar Publishing.
- Lars Peter Hansen & Thomas J. Sargent, 2007. "Introduction to Robustness," Introductory Chapters, in: Robustness, Princeton University Press.
- Lars Ljungqvist & Thomas J. Sargent, 2007.
"Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries, and Savings,"
NBER Chapters, in: NBER Macroeconomics Annual 2006, Volume 21, pages 181-246,
National Bureau of Economic Research, Inc.
- Sargent, Thomas & Ljungqvist, Lars, 2007. "Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings," CEPR Discussion Papers 6196, C.E.P.R. Discussion Papers.
- Timothy Cogley & Thomas J. Sargent, 2002.
"Evolving Post-World War II US Inflation Dynamics,"
NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 331-388,
National Bureau of Economic Research, Inc.
- Timothy Cogley & Thomas Sargent, "undated". "Evolving Post-World War II U.S. Inflation Dynamics," Working Papers 2132872, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Lars Ljungqvist & Thomas J. Sargent, 1997. "Taxes and Subsidies in Swedish Unemployment," NBER Chapters, in: The Welfare State in Transition: Reforming the Swedish Model, pages 299-314, National Bureau of Economic Research, Inc.
- 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.
- 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.
- 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.
- 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.
- Danny Quah & Thomas J. Sargent, 1993.
"A Dynamic Index Model for Large Cross Sections,"
NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 285-310,
National Bureau of Economic Research, Inc.
- Danny Quah & Thomas J. Sargent, 1993. "A Dynamic Index Model for Large Cross Sections," CEP Discussion Papers dp0132, Centre for Economic Performance, LSE.
- Danny Quah & Thomas J. Sargent, 1992. "A dynamic index model for large cross sections," Discussion Paper / Institute for Empirical Macroeconomics 77, Federal Reserve Bank of Minneapolis.
- Thomas Sargent & Neil Wallace, 1987. "Inflation and the Government Budget Constraint," Palgrave Macmillan Books, in: Assaf Razin & Efraim Sadka (ed.), Economic Policy in Theory and Practice, chapter 5, pages 170-207, Palgrave Macmillan.
- Thomas J. Sargent & Neil Wallace, 1984.
"Some Unpleasant Monetarist Arithmetic,"
Palgrave Macmillan Books, in: Brian Griffiths & Geoffrey E. Wood (ed.), Monetarism in the United Kingdom, pages 15-41,
Palgrave Macmillan.
- Thomas J. Sargent & Neil Wallace, 1981. "Some unpleasant monetarist arithmetic," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 5(Fall).
- Thomas J. Sargent, 1982.
"The Ends of Four Big Inflations,"
NBER Chapters, in: Inflation: Causes and Effects, pages 41-98,
National Bureau of Economic Research, Inc.
- Thomas J. Sargent, 1981. "The ends of four big inflations," Working Papers 158, Federal Reserve Bank of Minneapolis.
- Thomas J. Sargent, 1976. "Interest Rates and Expected Inflation: A Selective Summary of Recent Research," NBER Chapters, in: Explorations in Economic Research, Volume 3, number 3, pages 303-325, National Bureau of Economic Research, Inc.
- Thomas J. Sargent, 1973. "What Do Regressions of Interest on Inflation Show?," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 3, pages 289-301, National Bureau of Economic Research, Inc.
- Thomas Sargent, 1971. "Expectations at the Short End of the Yield Curve: An Application of Macaulay's Test," NBER Chapters, in: Essays on Interest Rates, Volume 2, pages 391-412, National Bureau of Economic Research, Inc.
Books
- Sargent,Thomas J. & Stachurski,John, 2024.
"Economic Networks,"
Cambridge Books,
Cambridge University Press, number 9781009456357, October.
- Sargent,Thomas J. & Stachurski,John, 2024. "Economic Networks," Cambridge Books, Cambridge University Press, number 9781009456364, October.
- Sargent, Thomas J. & Vilmunen, Jouko (ed.), 2015. "Macroeconomics at the Service of Public Policy," OUP Catalogue, Oxford University Press, number 9780198743767.
- Lars Peter Hansen & Thomas J Sargent, 2014. "Uncertainty within Economic Models," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9028, August.
- Thomas J. Sargent, 2013. "Rational Expectations and Inflation (Third Edition)," Economics Books, Princeton University Press, edition 3, volume 1, number 10000.
- Sargent, Thomas J. & Vilmunen, Jouko (ed.), 2013. "Macroeconomics at the Service of Public Policy," OUP Catalogue, Oxford University Press, number 9780199666126.
- Lars Peter Hansen & Thomas J. Sargent, 2013. "Recursive Models of Dynamic Linear Economies," Economics Books, Princeton University Press, edition 1, number 10141.
- Ljungqvist, Lars & Sargent, Thomas J., 2012. "Recursive Macroeconomic Theory, Third Edition," MIT Press Books, The MIT Press, edition 3, volume 1, number 0262018748, April.
- Lars Ljungqvist & Thomas J. Sargent, 2004. "Recursive Macroeconomic Theory, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 026212274x, April.
- Sargent, Thomas J., 1993. "Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures," OUP Catalogue, Oxford University Press, number 9780198288695.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:- Thomas J. Sargent in Wikipedia (Spanish)
- Thomas J. Sargent in Wikipedia (Hungarian)
- í ë¨¸ì¤ ì¬ì í¸ in Wikipedia (Korean)
- Thomas J. Sargent in Wikipedia (Catalan)
- Recursive Macroeconomic Theory
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
- Learning and Expectations Macroeconomists
- Nobel laureates in economics
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 80 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (41) 2003-03-14 2004-02-23 2004-02-29 2004-09-30 2005-01-16 2005-05-14 2005-06-05 2005-11-05 2005-12-09 2006-01-24 2006-11-04 2007-01-13 2007-03-31 2007-11-17 2008-01-26 2008-04-29 2008-12-21 2009-11-21 2010-02-20 2011-02-05 2013-05-11 2013-10-02 2015-03-22 2015-12-28 2016-03-23 2016-05-21 2018-01-22 2018-01-22 2018-02-12 2018-02-19 2018-02-26 2018-09-03 2019-04-08 2020-05-04 2020-05-25 2020-06-22 2020-08-10 2021-04-05 2021-09-06 2022-03-14 2022-05-16. Author is listed
- NEP-DGE: Dynamic General Equilibrium (32) 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 2008-12-21 2009-11-21 2012-04-03 2013-10-02 2015-03-05 2015-03-22 2015-06-20 2016-05-21 2016-11-06 2018-01-22 2018-01-22 2018-02-12 2018-02-19 2018-02-26 2018-09-03 2019-04-08 2019-04-08 2019-09-30 2021-04-05 2021-09-06 2022-10-24 2023-06-26 2024-08-26. Author is listed
- NEP-MON: Monetary Economics (19) 2000-08-26 2002-03-14 2002-03-14 2004-02-23 2004-05-16 2004-09-30 2005-01-10 2005-05-14 2006-11-04 2006-12-16 2008-01-26 2008-04-29 2008-12-21 2009-10-24 2009-11-27 2018-01-22 2018-09-03 2020-05-04 2020-06-22. Author is listed
- NEP-CBA: Central Banking (16) 2002-03-14 2005-05-14 2006-11-04 2006-12-16 2008-01-26 2008-04-29 2008-12-21 2009-10-24 2009-11-21 2009-11-27 2010-02-20 2010-12-18 2011-02-05 2018-09-03 2020-05-04 2020-08-10. Author is listed
- NEP-HIS: Business, Economic and Financial History (15) 2005-01-16 2005-11-05 2006-11-04 2008-04-29 2010-02-20 2011-02-05 2013-05-11 2013-05-22 2015-12-28 2018-01-22 2019-04-08 2019-08-26 2020-05-25 2020-08-10 2022-03-14. Author is listed
- 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
- NEP-PBE: Public Economics (11) 1998-09-14 1999-05-03 2005-01-16 2005-11-05 2006-01-24 2013-10-02 2015-03-05 2016-11-06 2020-05-25 2022-05-16 2024-08-26. Author is listed
- NEP-LAB: Labour Economics (8) 2003-03-14 2005-12-09 2007-11-17 2015-03-22 2016-05-21 2018-02-19 2021-04-05 2021-09-06. Author is listed
- NEP-PUB: Public Finance (5) 1998-09-14 2009-11-21 2015-03-05 2020-05-25 2022-05-16. Author is listed
- NEP-EEC: European Economics (3) 2003-03-14 2007-01-13 2007-03-31
- NEP-FOR: Forecasting (3) 2009-10-24 2009-11-27 2012-04-03
- NEP-HPE: History and Philosophy of Economics (3) 2008-12-21 2015-12-28 2018-01-22
- NEP-LTV: Unemployment, Inequality and Poverty (3) 2005-12-09 2016-05-21 2021-04-05
- NEP-ORE: Operations Research (3) 2019-05-06 2020-06-22 2021-04-05
- NEP-POL: Positive Political Economics (3) 1998-04-27 2005-01-16 2005-11-05
- NEP-AGE: Economics of Ageing (2) 2016-05-21 2023-06-26
- NEP-BEC: Business Economics (2) 2005-04-09 2005-05-23
- NEP-FDG: Financial Development and Growth (2) 2022-05-16 2022-10-24
- NEP-IAS: Insurance Economics (2) 2007-01-13 2007-03-31
- NEP-LAM: Central and South America (2) 2006-11-04 2020-08-10
- NEP-UPT: Utility Models and Prospect Theory (2) 2015-03-05 2016-03-23
- NEP-BAN: Banking (1) 2022-10-24
- NEP-CIS: Confederation of Independent States (1) 2019-08-26
- NEP-CTA: Contract Theory and Applications (1) 2010-12-18
- NEP-ECM: Econometrics (1) 2005-04-09
- NEP-ENV: Environmental Economics (1) 1998-09-14
- NEP-GRO: Economic Growth (1) 2021-04-05
- NEP-HRM: Human Capital and Human Resource Management (1) 2016-05-21
- NEP-INV: Investment (1) 2024-08-26
- NEP-ISF: Islamic Finance (1) 2021-09-06
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2023-06-26
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-MIC: Microeconomics (1) 2004-02-23
- NEP-NET: Network Economics (1) 2022-05-02
- NEP-RMG: Risk Management (1) 2005-04-09
Corrections
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