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Thomas J. Sargent
Results: 98

#	Item
51	A Quartet of Semigroups for Model Speciﬁcation, Robustness, Prices of Risk, and Model Detection Evan W. Anderson University of North Carolina Lars Peter Hansen Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:04 Functional analysis Algebraic structures Stochastic processes Semigroup Economic model C0-semigroup Markov model Contraction Thomas J. Sargent Mathematics Semigroup theory Mathematical analysis
52	Robust control of forward-looking models Lars Peter Hansen University of Chicago Thomas J. Sargent New York University and Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:47 Science Mathematical optimization Equations Operations research Stochastic control Stackelberg competition Bellman equation Mathematical model Economic model Systems theory Mathematics Control theory
53	The Market Price of Risk and the Equity Premium: A Legacy of the Great Depression?∗ Timothy Cogley† Thomas J. Sargent‡ Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:13 Rational expectations Economic model Economics Financial economics Ethics Futures contract Risk
54	Laboratory Experiments with an Expectational Phillips Curve Jasmina Arifovic Simon Fraser University Thomas J. Sargent Stanford University and Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:06
55	Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.∗ Timothy Cogley Arizona State University Thomas J. Sargent New York University and Hoover Institution Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:46 Time series analysis Stochastic volatility Variance Loss function Volatility Markov chain Economic model Unit root Prior probability Statistics Econometrics Mathematical finance
56	Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. Sargent Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:15 Consumer theory Microeconomics Business cycle Welfare cost of business cycles Equity premium puzzle Elasticity of intertemporal substitution Economic model Epstein-Zin preferences Isoelastic utility Economics Macroeconomics Utility
57	KNOWING THE FORECASTS OF OTHERS JOSEPH G. PEARLMAN AND THOMAS J. SARGENT A BSTRACT. We apply recursive methods to obtain a finite dimensional and recursive representation of an equilibrium of one of Townsend’s models o Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:53
58	Sets of Models and Prices of Uncertainty Lars Peter Hansen Thomas J. Sargent∗ March 8, 2015 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:50
59	A Defence of the FOMC∗ Martin Ellison Thomas J. Sargent University of Oxford Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:00
60	Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas∗ Timothy Cogley† Riccardo Colacito‡ Thomas J. Sargent§ Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:16

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