Access Statistics for Thomas Sargent

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Case for Incomplete Markets 1 2 5 138 3 12 21 371
A Dynamic Index Model for Large Cross Sections 0 0 0 0 2 9 9 146
A Framework for Studying the Monetary and Fiscal History of Latin America, 1960–2017 0 2 9 170 2 9 21 272
A History of U.S. Debt Limits 0 0 1 98 4 8 10 165
A Life Cycle Model of Trans-Atlantic Employment Experiences 0 0 0 90 1 9 18 279
A Life-Cycle Model of Trans-Atlantic Employment Experiences 0 0 0 118 1 6 12 110
A defence of the FOMC 0 0 0 53 0 3 6 329
A defence of the FOMC 0 0 1 214 2 9 21 581
A dynamic index model for large cross sections 0 0 0 269 3 15 20 1,281
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 32 1 5 6 156
A model of commodity money 0 0 0 417 1 9 14 1,437
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 2 526 1 7 13 1,680
A note on maximum likelihood estimation of the rational expectations model of the term structure 0 0 0 293 2 11 14 626
A p Theory of Taxes and Debt Management 0 0 2 72 2 13 27 152
A, B, C's (and D)'s for Understanding VARs 0 1 3 456 2 13 26 1,179
A, B, C’s (And D’s) For Understanding VARS 0 0 5 1,086 1 6 17 2,515
A, B, C’s, (and D’s) for understanding VARs 0 0 1 242 1 8 15 657
A,B,C's (and D's)'s for Understanding VARS 0 0 0 736 1 9 19 1,187
A,B,C's (and D's)'s for Understanding VARS 0 0 1 267 0 2 7 607
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 0 0 0 98 0 4 6 397
Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making 0 2 2 10 1 7 10 42
Bayesian Model Averaging, Learning and Model Selection 0 0 2 107 5 10 16 260
Bayesian fan charts for UK inflation: Forecasting and sources of uncertainty in an evolving monetary system 1 1 3 651 1 9 13 2,105
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson 0 0 0 73 2 6 8 284
Beyond demand and supply curves in macroeconomics 1 1 1 420 2 13 20 2,027
Business cycle modeling without pretending to have too much a priori economic theory 0 0 20 1,731 6 23 100 3,970
Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, and Social Security 0 0 0 61 4 9 12 205
Convergence of Least Squares Learning in Environments With Private Information 0 0 0 154 1 6 10 277
Costs of Financing US Federal Debt: 1791-1933 0 1 3 27 3 6 14 33
Debt and Taxes in Eight U.S. Wars and Two Insurrections 1 1 5 78 3 9 22 132
Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings 0 0 1 199 1 4 11 582
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US 2 3 7 275 2 10 22 1,075
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S 1 1 3 609 4 11 23 1,461
Dynamic Programming: Finite States 0 1 14 33 0 13 54 93
Dynamic analysis of a Keynesian model 0 0 0 57 2 5 6 136
Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: a note 0 0 1 29 1 10 12 128
Economic Networks: Theory and Computation 1 1 3 45 3 8 26 133
Economic and VAR Shocks: What Can Go Wrong? 0 0 0 288 4 9 12 589
Escaping Nash inflation 0 0 1 385 1 9 15 937
Estimation of dynamic labor demand schedules under rational expectations 0 0 0 427 2 11 18 1,468
European Unemployment and Turbulence Revisited in a Matching Model 0 0 1 171 4 7 12 468
Evolution and Intelligent Design 0 0 0 323 0 1 8 649
Evolving Post-World War II U.S. Inflation Dynamics 0 0 3 801 0 5 19 4,657
Exact linear rational expectations models: specification and estimation 0 1 1 456 1 9 18 1,008
Fiscal Discriminations in Three Wars 0 0 0 220 0 3 10 433
Fiscal Discriminations in Three Wars 0 0 0 31 0 2 3 142
Fiscal Discriminations in Three Wars 0 0 0 84 0 4 6 162
Fiscal Policy and Debt Management with Incomplete Markets 0 1 6 102 0 7 24 235
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 2 6 391
Formulating and estimating continuous time rational expectations models 0 0 3 297 1 4 12 801
Formulating and estimating dynamic linear rational expectations models 0 0 0 694 2 5 15 1,420
Funding the Great War and the beginning of the end for British hegemony 0 0 0 113 4 11 12 145
Government debt and taxes 1 1 1 150 1 4 6 338
Identification and estimation of a model of hyperinflation with a continuum of \"sunspot\" equilibrium 0 0 0 66 2 4 7 235
Identification of continuous time rational expectations models from discrete time data 1 1 1 142 2 5 7 427
Impacts of priors on convergence and escapes from Nash inflation 0 0 0 11 1 1 2 246
Implementing a Ramsey Plan 0 0 0 10 3 9 19 37
Indivisible Labor and Its Supply Elasticity: Do Taxes Explain European Employment? 0 0 1 138 2 6 9 353
Inequality, Business Cycles, and Monetary-Fiscal Policy 0 0 4 123 1 16 36 361
Inequality, Business Cycles, and Monetary-Fiscal Policy 0 0 2 69 0 3 10 155
Inflation-Gap Persistence in the U.S 0 0 1 565 2 8 12 1,653
Instability, Misallocation and Productivity 0 0 0 0 3 7 9 247
Instrumental variables procedures for estimating linear rational expectations models 1 1 2 212 5 15 19 533
Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics 1 1 1 317 3 12 21 909
Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics 0 0 0 0 3 7 11 122
Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics 0 0 1 153 4 11 23 403
Interest rates and prices in the long run: a study of the Gibson paradox 0 0 0 92 1 3 5 270
Interpreting economic time series 0 0 0 258 1 6 8 809
Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims 0 0 2 255 0 4 8 723
Is Keynesian economics a dead end? 0 1 1 195 3 9 14 689
Israel 1983: A Bout of Unpleasant Monetarist Arithmetic 0 0 0 119 3 7 10 325
Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory 0 0 1 279 1 5 9 1,271
Linear rational expectations models for dynamically interrelated variables 0 0 3 256 1 11 21 719
Macroeconomic Uncertainty Prices when Beliefs are Tenuous 0 0 1 52 4 8 12 211
Managing Public Portfolios 0 0 1 18 1 9 23 74
Managing expectations and fiscal policy 0 0 1 301 2 4 15 587
Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012 0 1 3 9 2 5 11 39
Mechanics of forming and estimating dynamic linear economies 0 0 1 489 1 6 17 1,259
Methods for estimating continuous time Rational Expectations models from discrete time data 0 0 0 202 0 9 9 695
Monetary and fiscal policy in a two-sector aggregative model 0 0 0 0 0 4 7 486
Monetary policies and low-frequency manifestations of the quantity theory 0 0 0 324 3 12 24 585
Naive business cycle theory 0 0 0 57 0 1 3 222
Observations on improper methods of simulating and teaching Friedman's time series consumption model 0 0 0 32 3 8 12 199
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.) 0 0 0 0 1 3 4 158
On the mechanics of forming and estimating dynamic linear economies 0 0 0 355 5 11 14 1,004
Online Appendix to "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence" 0 0 0 3 5 9 13 19
Optimal Fiscal-Monetary Policy with Redistribution 0 0 1 135 1 7 11 275
Optimal Taxation with Incomplete Markets 0 0 1 103 3 8 16 189
Optimal taxation without state-contingent debt 0 0 0 709 3 13 17 2,251
Politics and Efficiency of Separating Capital and Ordinary Government Budgets 0 0 0 165 59 67 72 610
Politics and Efficiency of Separating Capital and Ordinary Government Budgets 0 0 0 0 0 4 11 468
Politics and efficiency of separating capital and ordinary Government budgets 0 0 0 126 42 46 47 457
Projected U.S. demographics and social security 0 0 0 372 2 10 14 1,616
Quit Turbulence and Unemployment 0 0 0 45 2 7 11 69
Rational expectations and the theory of economic policy 0 1 8 883 0 10 25 2,167
Rational expectations models and the aliasing phenomenon 0 1 1 111 1 8 15 505
Rational expectations, econometric exogeneity and consumption 0 0 0 291 0 6 7 627
Recursive Linear Models of Dynamic Economies 0 0 0 552 8 17 26 1,551
Recursive robust estimation and control without commitment 0 0 0 125 1 6 12 449
Returns to Labor Mobility 0 0 1 7 0 6 12 19
Returns to Labor Mobility: Layoff Costs and Quit Turbulence 0 0 0 2 0 6 8 22
Returns to labor mobility. Layoff costs and quit turbulence 0 0 2 22 0 9 19 58
Robust Permanent Income and Pricing 0 0 0 131 0 6 10 513
Robust Permanent Income and Pricing 0 0 0 340 1 6 16 959
Robustness and US Monetary 0 0 0 0 5 8 11 128
Seasonality and portfolio balance under rational expectations 0 0 0 30 2 7 8 147
Sets of Models and Prices of Uncertainty 1 1 8 131 2 12 25 295
Shocks and Government Beliefs: The Rise and Fall of American Inflation 0 0 0 227 1 8 14 963
Shocks and government beliefs: the rise and fall of American inflation 0 0 0 128 0 6 7 587
Short-Run and Long-Run Effects of Milton Friedman's Presidential Address 0 0 0 88 0 5 8 127
Shotgun Wedding: Fiscal and Monetary Policy 0 1 3 49 2 19 28 132
Shotgun Wedding: Fiscal and Monetary Policy 0 0 1 62 3 10 16 152
Speed of convergence of recursive least squares learning with ARMA perceptions 0 0 0 242 2 9 18 1,011
Stochastic Earnings Growth and Equilibrium Wealth Distributions 0 0 2 54 1 6 13 102
Stopping moderate inflations: the methods of Poincaré and Thatcher 0 3 4 499 6 24 31 942
Straight Time and Overtime in Equilibrium 0 0 0 268 1 3 7 820
Sustaining a Time-Consistent Ramsey Plan with Options 0 0 0 0 0 1 4 225
Taxes, Benefits, and Careers: Complete Versus Incomplete Markets 0 0 0 91 0 3 3 291
Taxes, Debts, and Redistributions with Aggregate Shocks 0 0 1 138 3 8 14 285
Testing for neutrality and rationality 0 0 0 47 2 4 5 113
The Case for Incomplete Markets 0 0 0 0 3 7 14 116
The Conquest of South American Inflation 0 0 1 181 4 11 18 841
The European Employment Experience 0 0 0 248 1 2 6 918
The European Unemployment Dilemma 0 0 0 137 0 9 13 574
The European Unemployment Dilemma 0 0 1 1,062 3 17 28 6,205
The European Unemployment Dilemma 0 0 0 70 2 5 15 1,563
The European Unemployment Experience: Theoretical Robustness 0 0 0 1 2 7 9 201
The European unemployment dilemma 0 0 0 0 1 10 17 892
The Fundamental Surplus Strikes Again 0 0 0 11 1 8 14 39
The Fundamental Surplus in Matching Models 0 0 0 126 1 7 11 202
The Market Price of Risk and the Equity Premium 0 0 0 3 3 10 14 79
The Optimal Maturity of Government Debt 0 0 3 105 3 17 32 348
The big problem of small change 0 3 5 446 2 13 26 1,292
The conquest of South American inflation 0 0 0 120 4 5 8 444
The conquest of U.S. inflation: learning and robustness to model uncertainty 0 0 1 395 4 9 13 925
The demand for money during hyperinflations under rational expectations: II 0 0 1 113 7 12 17 339
The dimensionality of the aliasing problem in models with rational spectral densities 0 0 0 66 0 3 9 324
The ends of four big inflations 3 4 11 1,193 7 12 34 2,632
The evolution of small change 1 1 1 240 4 7 8 649
The observational equivalence of natural and unnatural rate theories of macroeconomics 0 0 0 102 3 6 10 340
The real bills doctrine vs. the quantity theory: a reconsideration 1 1 1 407 4 13 25 1,359
Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber 0 0 1 1 1 9 13 13
Time Averaging Meets Labor Supplies of Heckman, Lochner, and Taber 0 0 1 13 1 4 10 30
Turbulence and Unemployment in Matching Models 0 0 0 24 2 6 6 39
Turbulence and Unemployment in Matching Models 0 0 0 30 1 9 16 58
Turbulence and Unemployment in Matching Models 0 0 0 35 0 9 14 128
Turbulence and unemployment in matching models 0 0 0 27 3 5 9 65
US Federal Debt 1776 -1960: Quantities and Prices 0 0 5 21 2 7 19 58
US Federal Debt 1776-1960: Quantities and Prices 1 4 39 305 6 26 101 646
Unemployment and stabilization policy in a two-sector, two-country aggregative model 0 0 0 28 4 8 11 144
United States Then, Europe Now 0 0 2 115 0 5 10 243
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 2 1 6 9 52
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 89 1 3 6 247
Welfare Cost of Business Cycles in Economies with Individual Consumption Risk 0 0 0 6 0 6 8 61
Welfare cost of business cycles in economies with individual consumption risk 0 0 1 170 3 8 12 280
\"Dollarization,\" seignorage, and the demand for money 0 0 0 85 1 2 8 224
\\"Tobin's Q\\" and the rate of investment in general equilibrium 0 0 0 618 2 10 11 1,363
Total Working Papers 19 45 245 32,346 400 1,345 2,466 99,996


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Rational Expectations": A Correction 0 0 0 59 0 2 5 130
"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule 4 11 27 2,167 9 38 104 5,685
"Tobin's q" and the rate of investment in general equilibrium 0 0 2 212 1 3 10 481
A Classical Macroeconometric Model for the United States 0 0 1 488 7 23 30 1,146
A DEFENSE OF THE FOMC 1 1 1 61 1 3 8 224
A Labor Supply Elasticity Accord? 0 0 1 60 3 9 20 311
A Life-Cycle Model of Trans-Atlantic Employment Experiences 0 0 0 96 2 10 18 403
A Note on the 'Accelerationist' Controversy 1 3 13 387 3 14 34 1,019
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection 0 1 4 234 0 9 28 648
A case for incomplete markets 1 2 3 21 3 11 18 112
A little bit of evidence on the natural rate hypothesis from the U.S 0 0 0 28 2 6 6 118
A model of commodity money 0 0 2 154 5 9 19 422
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 0 96 1 4 10 357
A note on maximum likelihood estimation of the rational expectations model of the term structure 0 0 0 153 1 8 14 383
A primer on monetary and fiscal policy 0 1 1 356 0 11 22 683
A reply to Darby 0 0 0 66 0 3 5 238
A supply-side explanation of European unemployment 0 0 0 53 0 3 4 161
ABCs (and Ds) of Understanding VARs 0 1 4 999 3 17 32 2,600
ALTERNATIVE MONETARY POLICIES IN A TURNPIKE ECONOMY 0 0 1 104 0 3 5 219
ANTICIPATED UTILITY AND RATIONAL EXPECTATIONS AS APPROXIMATIONS OF BAYESIAN DECISION MAKING 0 0 0 217 6 18 25 707
Accounting for the federal government's cost of funds 0 0 3 205 3 9 20 922
Acknowledgement Misspecification in Macroeconomic Theory 0 0 1 23 3 8 12 451
Acknowledging Misspecification in Macroeconomic Theory 0 0 1 290 0 4 10 1,394
After Keynesian macroeconomics 0 1 9 1,809 3 16 48 3,708
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 0 29 1 7 11 160
Ambiguity in American monetary and fiscal policy 0 0 0 46 2 10 10 151
Anticipated Inflation and the Nominal Rate of Interest 0 0 0 77 0 4 7 489
Asset Princes and Wealth Dynamics with Heterogeneous Beliefs - Varlýk Fiyatlarý ve Heterojen Düþünceler ile Servet Dinamikleri 0 0 0 13 0 5 8 85
Autoregressions, Expectations, and Advice 0 2 3 144 1 10 14 343
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system 1 2 2 365 6 12 23 1,024
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 2 0 2 5 17
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas 0 0 0 57 1 6 7 293
Benefits from U.S. monetary policy experimentation in the days of Samuelson and Solow and Lucas 0 0 0 21 2 11 12 131
Beyond Demand and Supply Curves in Macroeconomics 0 0 1 172 1 12 18 848
Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security 0 0 1 149 4 11 17 513
Causality, Exogeneity, and Natural Rate Models: Reply to C. R. Nelson and B. T. McCallum 0 0 0 55 0 4 6 339
Certainty equivalence and model uncertainty 0 2 4 210 8 16 21 666
Coinage, debasements, and Gresham's laws 0 0 1 132 4 16 21 727
Comment on "Stopping Inflation, Big and Small." 0 0 0 0 0 2 4 229
Comment on Fiscal Consequences for Mexico of Adopting the Dollar 0 0 0 0 2 5 11 356
Commentary on \\"Long-run risks and financial markets\\" 1 1 1 42 2 7 11 136
Commentary: the evolution of economic understanding and postwar stabilization policy 0 0 0 72 1 8 9 299
Commodity Price Expectations and the Interest Rate 0 1 2 198 0 14 19 666
Commodity and Token Monies 0 1 2 9 2 4 10 81
Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information 0 0 1 286 5 13 22 821
Convergence of least squares learning mechanisms in self-referential linear stochastic models 0 0 0 509 0 5 8 1,033
Costs of Financing U.S. Federal Debt Under a Gold Standard: 1791-1933* 1 1 12 12 3 14 52 52
Critique and consequence 0 2 4 22 1 10 19 72
Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence 1 1 1 6 3 7 15 50
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 0 1 3 4 12
Diverse Beliefs, Survival and the Market Price of Risk 0 0 0 97 1 10 13 272
Doubts or variability? 0 0 1 145 1 8 18 471
Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S 1 6 29 2,141 21 40 121 5,329
Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: A note 0 0 0 14 1 6 8 94
Equilibrium with signal extraction from endogenous variables 1 1 1 369 4 7 8 672
Escaping Nash Inflation 0 0 1 54 6 18 25 791
Estimating vector autoregressions using methods not based on explicit economic theories 0 0 2 147 2 7 11 323
Estimation of Dynamic Labor Demand Schedules under Rational Expectations 0 1 3 329 1 7 13 996
European Unemployment and Turbulence Revisited in a Matching Model 0 0 0 64 2 3 4 222
Evolution and Intelligent Design 0 0 0 234 5 9 19 1,074
Expectations and the nonneutrality of Lucas 0 0 4 289 0 10 20 585
Fiscal Policy and Debt Management with Incomplete Markets 0 0 3 129 0 9 41 584
Fiscal discriminations in three wars 0 0 2 76 3 11 24 366
Foreword 0 0 0 3 2 6 7 56
Formulating and estimating dynamic linear rational expectations models 0 0 0 439 0 10 21 1,151
Four types of ignorance 0 0 1 58 0 3 8 593
Fragile beliefs and the price of uncertainty 0 0 0 44 2 7 9 162
Harrod 1939 0 0 0 43 1 4 4 141
Impacts of Priors on Convergence and Escapes from Nash Inflation 0 0 0 158 2 7 9 430
Inequality, Business Cycles, and Monetary‐Fiscal Policy 1 1 5 72 4 13 36 195
Inflation-Gap Persistence in the US 0 1 5 556 3 10 22 1,401
Instrumental variables procedures for estimating linear rational expectations models 0 0 0 76 2 8 12 233
Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics 3 8 20 492 5 19 54 1,256
Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox 0 0 0 158 3 7 12 446
Interest on reserves 0 0 0 130 0 3 6 317
Interpreting Economic Time Series 0 0 0 173 3 9 12 472
Interpreting new evidence about China and U.S. silver purchases 0 1 2 157 5 12 18 521
Interpreting the Reagan deficits 1 1 2 232 1 8 15 938
Introduction to model uncertainty and robustness 0 0 1 135 1 3 6 311
Irrelevance of Open Market Operations in Some Economies with Government Currency Being Dominated in Rate of Return 0 1 2 128 3 10 14 510
Israel 1983: A bout of unpleasant monetarist arithmetic? 0 0 0 129 3 9 15 575
Knowing the Forecasts of Others 0 0 1 248 0 3 8 686
Learning from Lucas 0 0 7 15 1 5 15 34
Les États-Unis naguère, l'Europe aujourd'hui. Conférence Nobel prononcée à Stockholm le 8 décembre 2011 0 0 0 6 0 3 4 40
Machine Learning a Ramsey Plan 1 1 3 3 2 7 13 13
Macroeconomic Features of the French Revolution 2 2 5 656 6 14 38 3,130
Macroeconomic uncertainty prices when beliefs are tenuous 0 0 1 15 1 13 23 89
Macroeconomics after Lucas 4 12 16 16 6 40 65 65
Managing government debt 0 1 1 1 0 5 10 13
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes 0 0 1 52 3 7 13 269
Market Transaction Costs, Asset Demand Functions, and the Relative Potency of Monetary and Fiscal Policy 0 0 1 87 0 6 8 538
Measuring Price-Level Uncertainty and Instability in the United States, 1850–2012 0 0 0 42 1 3 7 164
Models of business cycles: A review essay 0 0 1 180 0 5 10 556
Monetary and Fiscal Policy in a Two-Sector Aggregative Model 0 1 2 71 0 1 4 250
Money Within the General Framework of the Economic System: Discussion 0 0 0 2 2 4 7 145
Money as a medium of exchange in an economy with artificially intelligent agents 0 1 10 496 3 9 30 1,287
Money-Market Rates, the Discount Rate, and Borrowing from the Federal Reserve 0 0 0 97 1 3 6 883
Nobel Lecture: United States Then, Europe Now 0 0 1 374 2 8 19 1,200
Observations on Improper Methods of Simulating and Teaching Friedman's Time Series Consumption Model 0 0 0 19 0 2 5 129
On the preservation of deterministic cycles when some agents perceive them to be random fluctuations 0 1 1 35 2 13 17 222
Optimal Taxation without State-Contingent Debt 0 3 10 1,178 4 22 83 3,032
Price and investment dynamics: theory and plant level data 0 0 0 14 4 6 8 88
Price-level uncertainty and instability in the United Kingdom 0 1 3 55 0 4 7 216
Projected U.S. Demographics and Social Security 1 2 5 569 5 16 24 4,550
Public debt in economies with heterogeneous agents 0 0 1 71 0 3 17 342
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING 0 0 0 44 1 7 13 146
Ramsey Plan for Calvo’s Model 0 1 1 1 0 9 9 9
Rational Expectations and Ambiguity (corrected) 0 0 0 0 1 6 6 6
Rational Expectations and the Dynamics of Hyperinflation 0 0 8 622 3 12 31 1,459
Rational Expectations and the Term Structure of Interest Rates 0 0 1 245 0 5 13 732
Rational Expectations, Econometric Exogeneity, and Consumption 1 1 2 203 2 6 13 525
Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment 1 2 10 502 5 21 53 1,537
Rational expectations and the reconstruction of macroeconomics 0 0 1 152 1 6 7 308
Rational expectations and the theory of economic policy 1 4 12 1,175 8 20 47 2,756
Recursive robust estimation and control without commitment 0 0 1 156 3 8 21 440
Regression with Non-Gaussian Stable Disturbances: Some Sampling Results 0 0 0 125 0 4 8 447
Response to Rodney Jacobs 1 1 1 13 2 10 11 137
Returns to Labour Mobility 0 0 3 3 8 17 32 32
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics 1 2 5 6 5 15 19 22
Robert E. Lucas Jr.'s Collected Papers on Monetary Theory 0 0 1 145 0 7 13 426
Robust Control and Model Uncertainty 0 1 2 896 1 13 30 1,990
Robust Permanent Income and Pricing 0 0 3 442 3 17 30 990
Robust control and model misspecification 0 0 0 266 0 5 14 663
Robust control of forward-looking models 0 0 1 217 4 14 22 607
Robust estimation and control under commitment 0 0 0 51 2 4 10 196
Robust hidden Markov LQG problems 1 1 2 59 2 7 10 291
Robustness and Pricing with Uncertain Growth 0 0 0 1 3 6 11 388
Robustness and U.S. Monetary Policy Experimentation 0 0 0 90 1 3 5 270
Robustness and U.S. Monetary Policy Experimentation 1 1 1 3 4 6 8 22
Robustness and ambiguity in continuous time 0 0 1 43 1 6 14 184
Saving and pension reform in general equilibrium models 0 0 0 2 0 7 10 236
Seasonality and approximation errors in rational expectations models 0 0 2 148 0 10 16 376
Seasonality and portfolio balance under rational expectations 0 0 0 66 0 8 9 779
Shocks and Government Beliefs: The Rise and Fall of American Inflation 0 0 0 192 1 6 11 850
Short-Run and Long-Run Effects of Milton Friedman's Presidential Address 1 1 1 45 5 18 27 369
Shotgun Wedding: Fiscal and Monetary Policy 0 2 5 23 6 14 22 102
Singles, couples, time-averaging, and taxation 0 0 3 3 0 6 13 14
Small noise methods for risk-sensitive/robust economies 0 1 2 42 1 6 10 190
Some unpleasant monetarist arithmetic 11 43 215 6,765 59 207 752 15,888
Sources of artificial intelligence 0 1 1 1 2 6 12 19
Speculations about the speculation against the Hong Kong dollar 0 0 0 55 0 2 4 216
Straight time and overtime in equilibrium 0 0 1 141 2 10 15 494
Structured ambiguity and model misspecification 0 0 1 22 0 9 17 66
THE TIMING OF TAX COLLECTIONS AND THE STRUCTURE OF “IRRELEVANCE” THEOREMS IN A CASH-IN-ADVANCE MODEL 0 0 0 43 0 1 2 134
TWO COMPUTATIONS TO FUND SOCIAL SECURITY 0 1 1 75 1 7 20 226
Taxes, benefits, and careers: Complete versus incomplete markets 0 0 0 69 0 1 5 248
The Big Problem of Small Change 0 0 0 0 7 17 29 1,391
The Conquest of South American Inflation 0 1 4 233 1 8 21 997
The Demand for Money During Hyperinflations under Rational Expectations: I 0 0 0 172 2 5 11 464
The Demand for Money during Hyperinflation under Rational Expectations: II 0 0 1 107 0 5 8 378
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 0 46 1 10 15 269
The Elasticity of Substitution and Cyclical Behavior of Productivity, Wages, and Labor's Share 0 0 0 64 1 8 13 282
The European Unemployment Dilemma 0 0 1 1,634 4 14 31 5,543
The Fate of Systems with "Adaptive" Expectations 0 0 0 172 3 7 9 421
The Fundamental Surplus 1 2 3 76 2 12 19 349
The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics 0 0 1 271 5 7 12 685
The Optimum Monetary Instrument Variable in a Linear Economic Model 0 0 0 23 0 5 7 395
The Real-Bills Doctrine versus the Quantity Theory: A Reconsideration 0 1 2 440 4 19 29 1,315
The Stability of Models of Money and Growth with Perfect Foresight 0 0 4 562 2 12 22 1,184
The Swedish unemployment experience 0 0 0 103 1 5 8 378
The Term Structure of Interest Rates in Canada 0 1 1 42 2 8 9 372
The analytics of German monetary unification 0 0 2 117 0 6 11 358
The conquest of US inflation: Learning and robustness to model uncertainty 0 0 0 449 2 8 11 1,184
The evolution of monetary policy rules 0 0 1 73 3 7 11 168
The fundamental surplus strikes again 0 0 1 39 4 8 14 286
The market price of risk and the equity premium: A legacy of the Great Depression? 0 0 2 377 2 8 23 962
The response of interest rates to expected inflation in the MPS model 0 0 0 21 0 2 4 87
Three types of ambiguity 0 0 0 106 3 9 11 1,067
Three world wars: Fiscal–monetary consequences 0 1 5 34 3 12 26 95
Time Averaging Meets Heckman, Lochner, and Taber and Ben-Porath 1 2 2 2 7 25 29 29
Twisted probabilities, uncertainty, and prices 0 0 0 8 0 7 14 54
Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals 0 1 2 417 2 9 17 1,048
Two Models of Measurements and the Investment Accelerator 5 5 9 599 6 14 22 1,795
Two Questions about European Unemployment 0 0 0 281 2 8 14 910
Understanding European unemployment with a representative family model 0 0 1 106 1 3 6 245
Understanding European unemployment with matching and search-island models 0 1 1 186 1 3 5 474
Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs 0 0 0 37 3 9 12 140
Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness 0 0 0 34 0 7 12 171
Welfare States and Unemployment 0 0 0 0 1 5 11 563
Where to Draw Lines: Stability Versus Efficiency 0 0 0 0 3 7 10 228
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü 0 0 0 13 1 10 12 103
Total Journal Articles 52 158 594 42,535 452 1,815 3,830 130,723
3 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures 0 0 0 0 3 12 28 6,495
Economic Networks 0 0 0 0 1 3 6 8
Economic Networks 0 0 0 0 2 7 10 23
Rational Expectations and Inflation (Third Edition) 0 0 0 0 4 16 37 348
Recursive Macroeconomic Theory, 2nd Edition 0 0 0 0 5 22 55 1,959
Recursive Macroeconomic Theory, Third Edition 0 0 0 0 8 27 62 1,767
Recursive Models of Dynamic Linear Economies 0 0 0 0 2 9 12 429
Uncertainty within Economic Models 0 0 0 89 2 11 16 280
Total Books 0 0 0 89 27 107 226 11,309


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Index Model for Large Cross Sections 0 1 2 192 3 11 19 503
A Framework for Studying the Monetary and Fiscal History of Latin America 0 0 0 0 1 27 37 43
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection 0 0 0 8 1 6 9 40
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 1 7 11 19
Detecting Fiscal-Monetary Causes of Inflation 0 0 0 0 0 6 10 12
Discounted Linear Exponential Quadratic Gaussian Control 0 1 2 15 1 6 10 36
Do Taxes Explain European Employment? Indivisible Labor, Human Capital, Lotteries, and Savings 0 0 0 114 3 8 10 324
Doubts or Variability? 0 0 1 5 5 9 14 27
Drawing lines in US monetary and fiscal history 0 0 0 26 1 3 7 56
Evolving Post-World War II US Inflation Dynamics 0 0 2 384 4 19 36 1,110
Expectations at the Short End of the Yield Curve: An Application of Macaulay's Test 0 0 0 46 0 3 8 249
Fragile Beliefs and the Price of Uncertainty 0 0 0 1 2 5 9 17
How Sweden's Unemployment Became More Like Europe's 0 0 0 35 3 5 9 144
Inflation and the Government Budget Constraint 0 1 1 1 3 8 26 98
Interest Rates and Expected Inflation: A Selective Summary of Recent Research 0 0 0 49 3 6 8 163
Introduction 0 0 0 1 1 5 6 9
Introduction to Robustness 0 0 1 144 3 11 20 437
Mechanics of forming and estimating dynamic linear economies 0 0 0 276 3 13 20 743
Neural networks for encoding and adapting in dynamic economies 0 0 0 121 3 7 11 389
REGRESSION WITH NON-GAUSSIAN STABLE DISTURBANCES: SOME SAMPLING RESULTS 0 0 0 3 1 2 4 45
Robust Control and Model Misspecification 0 0 1 5 1 9 17 46
Robust Control and Model Uncertainty 0 2 5 25 11 49 60 119
Robust Estimation and Control without Commitment 0 0 0 0 0 1 3 6
Robust Permanent Income and Pricing 0 0 0 4 0 4 4 24
Some Unpleasant Monetarist Arithmetic 0 0 1 6 5 10 39 207
Taxes and Subsidies in Swedish Unemployment 0 0 0 19 0 4 5 66
The Ends of Four Big Inflations 4 11 62 1,364 11 50 237 3,939
Three Types of Ambiguity 0 0 0 0 1 5 6 13
Time Inconsistency of Robust Control? 0 1 1 15 1 5 11 79
Wanting Robustness in Macroeconomics 0 0 1 185 3 10 20 596
What Do Regressions of Interest on Inflation Show? 0 0 0 19 1 4 4 57
Total Chapters 4 17 80 3,063 76 318 690 9,616


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "A Life-Cycle Model of Trans-Atlantic Employment Experiences" 0 2 5 199 0 5 12 347
Code and data files for "Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, Taxes, and Social Security" 0 0 0 104 1 1 2 242
Code and data files for "Cross-Phenomenon Restrictions: Unemployment Effects of Layoff Costs and Quit Turbulence" 0 0 0 13 1 7 9 34
Code and data files for "Israel 1983: A Bout of Unpleasant Monetarist Arithmetic" 0 0 2 71 1 8 13 207
Code and data files for "The fundamental surplus strikes again" 0 0 0 71 2 4 12 222
Code and data files for "Time Averaging Meets Heckman, Lochner, and Taber and Ben-Porath" 1 3 6 6 3 15 20 20
Hansen-Janagathan bounds computation 0 0 2 330 2 3 6 719
Matlab code for Hopenhayn-Nicolini's optimal unemployment insurance model 0 1 5 1,653 3 7 26 3,629
Matlab code for Jovanovic's matching model 3 3 15 2,098 6 12 43 5,180
Matlab code for Nash feedback equilibrium of a linear quadratic dynamic game 0 0 8 1,529 1 6 34 3,751
Matlab code for Neal's model of career choice 0 0 0 681 2 10 15 1,873
Matlab code for a Laffer curve equilibrium 0 0 1 505 1 3 6 1,200
Matlab code for limit of a Nash linear quadratic two-player dynamic game 0 0 0 500 1 4 9 1,498
Matlab code for policy iteration algorithm 0 2 19 5,829 3 11 53 12,035
Matlab code for robust Muth decision filter 0 0 1 222 2 10 14 811
Matlab code for robust Ramsey tax policies 0 2 2 1,028 1 6 12 1,838
Matlab code for robustifying Muth Filter 0 0 1 146 1 3 9 604
Matlab code for the Bewley model with production 1 2 16 3,266 2 10 40 6,530
Matlab code for the Kalman filter 1 4 27 39,976 3 16 64 79,365
Matlab code for the Riccati solution to linear quadratic model 0 0 0 1,829 4 4 8 4,092
Matlab code for the frequency response of a digital filter 0 0 0 2,247 1 6 7 6,749
Matlab code for the robustness in forward looking models, oligopoly example 0 0 1 429 1 3 8 1,405
Matlab code for the solution to Riccati matrix difference equations associated with the Kalman filter 0 0 4 2,947 1 9 22 8,424
Matlab code for the spectrum of a stochastic process 0 0 2 1,488 0 5 9 5,111
Matlab programs by Hansen and T. Sargent 0 1 15 10,440 2 12 41 26,742
Optimal Fiscal Policy in a Linear Stochastic Economy 0 0 1 406 1 6 8 773
Total Software Items 6 20 133 78,013 46 186 502 173,401


Statistics updated 2026-03-04