scientific article

From MaRDI portal
Publication:3916328

zbMath0464.90002MaRDI QIDQ3916328

Thomas J. Sargent

Publication date: 1979


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (34)

Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisonsHours and employment variation in business cycle theoryOn rational belief equilibriaMonetary policy and price level determinacy in a cash-in-advance economyOptimality conditions and comparative statics for horizon and endpoint choices in optimal control theoryHabit persistence, heterogeneous tastes, and imperfect competitionMultiperiodicity and irregularity in growth cycles: a continuous model of monetary attractorsAggregate fluctuations as an information transmission mechanismSolving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationshipConvergence of least squares learning mechanisms in self-referential linear stochastic modelsEmpirically feasible solutions and explicit dynamics for rational expectation modelsHow misleading is linearization? Evaluating the dynamics of the neoclassical growth modelMultiple partial adjustment of portfolios under rational expectationsA linear algebraic procedure for solving linear perfect foresight modelsMonotonic saddle-path dynamicsTime-aggregated information and stock price volatilityConditional forecasting with a multivariate time series modelEndogenous business cycle propagation and the persistence problem: the role of labor-market frictionsFourier Analysis of Periodic Weakly Stationary Processes: A Note on Slutsky’s ObservationSmooth dynamics and computation in models of economic growthEquilibrium interest-rate determination under adjustment costsSystematic risk over various frequency bandsOptimal funding rulesSmooth dynamics and computation in models of economic growthDiscrete stochastic dynamics of income inequality in education: An applied stochastic model and a case studyEconomic policy rules for risk-sensitive decision makingOn nonlinear theories of economic cycles and the persistence of business cyclesFundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset pricesTime series smoothing by penalized least squaresEstimation of a regression model on two or more sets of differently grouped dataMarket structure and competitive equilibrium in dynamic economic modelsSufficient conditions for infinite-horizon calculus of variations problemsLearning rational expectations in a policy gameOn a mixed competitive-monopolistic macrodynamic model in a monetary economy




This page was built for publication: