Thomas J. Sargent

Results: 98



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41

IMPACTS OF PRIORS ON CONVERGENCE AND ESCAPES FROM NASH INFLATION THOMAS J. SARGENT AND NOAH WILLIAMS Abstract. Recent papers have analyzed how economies with adaptive agents may converge to and escape from self-confirmin

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Language: English - Date: 2015-04-08 13:04:15
    42Information theory / Stochastic processes / Martingale theory / Game theory / Martingale / Entropy / Kullback–Leibler divergence / Independence / Normal distribution / Statistics / Probability and statistics / Statistical theory

    Robust Estimation and Control under Commitment Lars Peter Hansen∗ Thomas J. Sargent‡† May 4, 2010 When Shannon had invented his quantity and consulted von Neumann on what

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    Language: English - Date: 2015-04-08 13:03:56
    43Academia / Thomas J. Sargent / Rational expectations / Phillip D. Cagan / Neil Wallace / Monetary economics / Lars Peter Hansen / Daron Acemoğlu / Monetarism / Fellows of the Econometric Society / Economics / Macroeconomics

    Curriculum Vitae Thomas J. Sargent Business Addresses: Department of Economics New York University 19 W. 4th Street, 6FL

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    Language: English - Date: 2015-04-08 13:06:28
    44Economic model / Elasticity of intertemporal substitution

    Fragile beliefs and the price of model uncertainty Lars Peter Hansen∗ Thomas J. Sargent‡† December 8, 2008 Abstract

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    Language: English - Date: 2015-04-08 13:04:45
    45Precautionary savings / General equilibrium theory / JEL classification codes / Arrow security / Bond / Economic model / Insurance / Knowledge / Microeconomics / Economics / Mathematical finance / Incomplete markets

    Speculation And Wealth When Investors Have Diverse Beliefs And Financial Markets Are Incomplete Timothy Cogley∗, Thomas J. Sargent†, Viktor Tsyrennikov‡ July 28, 2012

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    Language: English - Date: 2015-04-08 13:04:01
    46Markov models / Markov processes / Statistical models / Markov chain / Conjugate prior / Sufficient statistic / Graphical model / Statistics / Bayesian statistics / Statistical theory

    Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making ∗ Timothy Cogley† Thomas J. Sargent‡

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    Language: English - Date: 2015-04-08 13:03:55
    47

    Robust Estimation and Control under Commitment Lars Peter Hansen∗ Thomas J. Sargent†‡ June 21, 2005 When Shannon had invented his quantity and consulted von Neumann on what

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    Language: English - Date: 2015-04-08 13:04:44
      48

      SELF-CONFIRMING EQUILIBRIUM IN-KOO CHO AND THOMAS J. SARGENT 1. Introduction

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      Language: English - Date: 2015-04-08 13:04:03
        49

        “Certainty Equivalence” and “Model Uncertainty” Lars Peter Hansen University of Chicago and Thomas J. Sargent New York University and

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        Language: English - Date: 2015-04-08 13:04:13
          50Estimation theory / Monetary policy / Phillips curve / Unemployment / Bayesian statistics / Inflation / Normal distribution / Vector autoregression / Rational expectations / Statistics / Economics / Multivariate statistics

          Evolving Post-World War II U.S. Inflation Dynamics∗ Timothy Cogley Arizona State University Thomas J. Sargent Stanford University and Hoover Institution

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          Language: English - Date: 2015-04-08 13:04:47
          UPDATE