Thomas J. Sargent

Results: 98



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61Game theory / Financial economics / Decision theory / Business / Consumer theory / Elasticity of intertemporal substitution / Ambiguity aversion / Expected utility hypothesis / Risk aversion / Utility / Economics / Behavioral finance

Doubts or Variability? Francisco Barillas ∗ Lars Peter Hansen† Thomas J. Sargent§‡ July 25, 2008

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Language: English - Date: 2015-04-08 13:03:54
62Statistics / New classical macroeconomics / Thomas J. Sargent / Rational expectations / Economic model / Lars Peter Hansen / Macroeconomic model / Bayesian probability / Mathematical model / Macroeconomics / Fellows of the Econometric Society / Economics

ACKNOWLEDGING MISSPECIFICATION IN MACROECONOMIC THEORY LARS PETER HANSEN AND THOMAS J. SARGENT We explore methods for confronting model misspeci cation in macroeconomics. We construct dynamic equilibria in which private

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Language: English - Date: 2015-04-08 13:04:20
63Thomas J. Sargent / Lars Peter Hansen / Education in the United States / Lars Hansen / Rational expectations / Hansen / Albert Marcet / Fellows of the Econometric Society / Economics / Academia

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Language: English - Date: 2015-04-08 13:06:52
64Mathematical analysis / Mathematics / Continuous game / Mechanism design / Game theory / Nash equilibrium / Problem solving

Learning to be Credible In-Koo Cho 1 and Thomas J. Sargent 2 JanuaryThis paper was prepared for presentation at the conference to celebrate the Bank of

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Language: English - Date: 2015-04-08 13:04:15
65Stochastic processes / Multiplier / Economic model / Martingale / Autoregressive conditional heteroskedasticity / General equilibrium theory / Statistics / Game theory / Macroeconomics

Managing expectations and fiscal policy Anastasios G. Karantounias with Lars Peter Hansen and Thomas J. Sargent∗ October 6, 2009

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Language: English - Date: 2015-04-08 13:03:49
66

Questioning Carlo Cipolla Thomas J. Sargent New York University and Hoover Institution Robert Townsend Massachusetts Institute of Technology May 31, 2009

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    67Fellows of the Econometric Society / Economic theories / Macroeconomic policy / Rational expectations / Adaptive expectations / Thomas J. Sargent / Policy Ineffectiveness Proposition / Macroeconomic model / John Muth / Macroeconomics / Economics / New classical macroeconomics

    Macroeconomic Dynamics, 9, 2005, 561–583. Printed in the United States of America. DOI: S1365100505050042 MD INTERVIEW AN INTERVIEW WITH

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    68Ethics / General equilibrium theory / Incomplete markets / Bond / Futures contract / Volatility / Interest rate / Risk / Mathematical finance / Economics / Management

    Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes By Timothy Cogley, Thomas J. Sargent and Viktor Tsyrennikov We compare market prices of risk in economies with identical patterns of endowments, prio

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    Language: English - Date: 2015-04-08 13:04:07
    69

    Time Inconsistency of Robust Control? Thomas J. Sargent∗ Lars Peter Hansen November 22, 2006

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    Language: English - Date: 2015-04-08 13:04:19
      70Knowledge / Fellows of the Econometric Society / Mathematical optimization / Mathematical finance / Equations / Economic model / Lars Peter Hansen / Decision theory / Risk / Statistics / Control theory / Science

      Robust Permanent Income and Pricing with Filtering∗ Lars Peter Hansen† University of Chicago Thomas J. Sargent‡ Stanford University and Hoover Institution

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