Research Economists

All Publications and Papers for

Thomas J. Sargent

Consultant



On the Mechanics of Forming and Estimating Dynamic Linear Economies

September 1995 - Staff Report 198
Published In: Handbook of Computational Economics (Vol. 1, 1996, pp. 171-252)

Mechanics of Forming and Estimating Dynamic Linear Economies

September 1994 - Staff Report 182
Additional files (FTP)

A Dynamic Index Model for Large Cross Sections

November 1992 - Discussion Paper
Published In: Business cycles, indicators, and forecasting (1993, pp. 285-306)

The Macroeconomic Causes and Consequences of The French Revolution

December 1991 - The Region

Government Debt and Taxes

January 1986 - Working Paper 293

A Reply to Darby

Winter 1985 - Quarterly Review
Published In: Quarterly Review (Vol. 8, No. 2, Spring 1984, pp. 21-26)

Some Unpleasant Monetarist Arithmetic

Winter 1985 - Quarterly Review
Published In: Quarterly Review (Vol. 5, No. 3, Fall 1981, pp. 1-17)

Identification and Estimation of a Model of Hyperinflation With a Continuum of "Sunspot" Equilibrium

April 1985 - Working Paper 280

A Reply to Darby

Spring 1984 - Quarterly Review

Speculations About the Speculation Against the Hong Kong Dollar

Fall 1983 - Quarterly Review

Identification of Continuous Time Rational Expectations Models From Discrete Time Data

March 1983 - Staff Report 73
Published In: Rational expectations econometrics (1991, pp. 219-235)

A Model of Commodity Money

January 1983 - Staff Report 85
Published In: Journal of Monetary Economics (Vol. 12, No. 1, July 1983, pp. 163-187)

Beyond Demand and Supply Curves in Macroeconomics

February 1982 - Staff Report 77
Published In: American Economic Review (Vol. 72, No. 2, May 1982, pp. 383-389)

Formulating and Estimating Continuous Time Rational Expectations Models

October 1981 - Staff Report 75

Some Unpleasant Monetarist Arithmetic

Fall 1981 - Quarterly Review
Published In: The foundations of monetary economics (Vol. 3, 1999, pp. 321-337)
Published In: The rational expectations revolution: Readings from the front line (1994, pp. 103-129)
Published In: The theory of inflation (1994, pp. 291-307)
Published In: The new classical macroeconomics (Vol. 1, 1992, pp. 324-340)
Published In: Monetarism in the United Kingdom (1984, pp. 15-41)
Published In: Fiscal and monetary policy (Vol. 1, 1995, pp. 285-301)

A Note on Wiener-Kolmogorov Prediction Formulas for Rational Expectations Models

September 1981 - Staff Report 69

Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time

September 1981 - Staff Report 74
Published In: International Economic Review (Vol. 24, No. 1, February 1983, pp. 1-20)

Exact Linear Rational Expectations Models: Specification and Estimation

September 1981 - Staff Report 71

Instrumental Variables Procedures for Estimating Linear Rational Expectations Models

September 1981 - Staff Report 70
Published In: Journal of Monetary Economics (Vol. 9, No. 3, May 1982, pp. 263-296)

The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities

September 1981 - Staff Report 72
Published In: Econometrica (Vol. 51, No. 2, March 1983, pp. 377-387)

Stopping Moderate Inflations: The Methods of Poincare and Thatcher

May 1981 - Working Paper 0

The Ends of Four Big Inflations

Revised May 1981 - Working Paper 158
Published In: The theory of inflation (1994, pp. 433-489)
Published In: Inflation: Causes and Effects (1982, pp. 41-97)

"Dollarization," Seignorage, and the Demand for Money

April 1981 - Working Paper 170

The Real Bills Doctrine Vs. the Quantity Theory: A Reconsideration

January 1981 - Staff Report 64
Published In: Journal of Political Economy (Vol. 90, No. 6, December 1982, pp. 1212-1236)
Published In: The new classical macroeconomics (Vol. 2, 1992, pp. 440-464)

Rational Expectations and the Reconstruction of Macroeconomics

Summer 1980 - Quarterly Review
Published In: The rational expectations revolution: Readings from the front line (1994, pp. 31-39)

Rational Expectations Models and the Aliasing Phenomenon

May 1980 - Staff Report 60

Interpreting Economic Time Series

April 1980 - Staff Report 58
Published In: The legacy of Robert Lucas, Jr. (Vol. 2, 1999, pp. 370-405)
Published In: The reappraisal of econometrics (1997, pp. 3-38)
Published In: The new classical macroeconomics (Vol. 2, 1992, pp. 61-96)
Published In: Journal of Political Economy (Vol. 89, No. 2, April 1981, pp. 213-248)

Methods for Estimating Continuous Time Rational Expectations Models From Discrete Time Data

April 1980 - Staff Report 59

Linear Rational Expectations Models for Dynamically Interrelated Variables

Revised January 1980 - Working Paper 135

Formulating and Estimating Dynamic Linear Rational Expectations Models

Revised November 1979 - Working Paper 127
Published In: The legacy of Robert Lucas, Jr. (Vol. 2, 1999, pp. 330-369)
Published In: Journal of Economic Dynamics and Control (Vol. 2, 1980, pp. 7-46)

Estimating Vector Autoregressions Using Methods Not Based on Explicit Economic Theories

Summer 1979 - Quarterly Review
Published In: Time series models, causality and exogeneity (1997, pp. 272-279)

After Keynesian Macroeconomics

Spring 1979 - Quarterly Review
Published In: A macroeconomics reader (1997, pp. 270-294)
Published In: The rational expectations revolution: Readings from the front line (1994, pp. 5-30)
Published In: Current readings on money, banking, and financial markets (1987, pp. 252-267)

“Tobin’s q” and the Rate of Investment in General Equilibrium

April 1979 - Staff Report 40

Estimation of Dynamic Labor Demand Schedules Under Rational Expectations

April 1978 - Staff Report 27
Published In: Labor economics (Vol. 1, 1995, pp. 209-244)
Published In: Dynamic labor demand and adjustment costs (1992, pp. 106-141)
Published In: Journal of Political Economy (Vol. 86, No. 6, December 1978, pp. 1009-1044)

A Note on Maximum Likelihood Estimation of the Rational Expectations Model of the Term Structure

January 1978 - Staff Report 26
Published In: Journal of Monetary Economics (Vol. 5, No. 1, January 1979, pp. 133-143)

Is Keynesian Economics a Dead End?

October 1977 - Working Paper 101

Rational Expectations, Econometric Exogeneity and Consumption

September 1977 - Staff Report 25
Published In: Journal of Political Economy (Vol. 86, No. 4, August 1978, pp. 673-700)

Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory

Revised January 1977 - Working Paper 55

Observations on Improper Methods of Simulating and Teaching Friedman's Time Series Consumption Model

May 1976 - Working Paper 53
Published In: International Economic Review (Vol. 18, No. 2, June 1977, pp. 445-462)

Seasonality and Portfolio Balance Under Rational Expectations

May 1976 - Working Paper 58
Published In: Journal of Monetary Economics (Vol. 4, No. 3, August 1978, pp. 435-458)

Testing for Neutrality and Rationality

March 1976 - Working Paper 54

Econometric Exogeneity and Alternative Estimators of Portfolio Balance Schedules for Hyperinflations: A Note

February 1976 - Working Paper 79

The Demand for Money During Hyperinflations Under Rational Expectations: II

February 1976 - Working Paper 60
Published In: International Economic Review (Vol. 20, No. 3, October 1979, pp. 741-758)

A Little Bit of Evidence on the Natural Rate Hypothesis From the U.S

November 1975 - Working Paper 83
Published In: The legacy of Robert Lucas, Jr. (Vol. 2, 1999, pp. 424-428)
Published In: Journal of Monetary Economics (Vol. 4, No. 2, April 1978, pp. 315-319)

The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics

September 1975 - Working Paper 48
Published In: Recent developments in macroeconomics (Vol. 2, 1991, pp. 111-120)
Published In: Journal of Political Economy (Vol. 84, No. 3, June 1976, pp. 631-640)

Naive Business Cycle Theory

Revised March 1975 - Working Paper 23

Rational Expectations and the Theory of Economic Policy

August 1974 - Working Paper 29
Published In: Essential readings in economics (1995, pp. 366-382)
Published In: The new classical macroeconomics (Vol. 1, 1992, pp. 275-289)
Published In: Journal of Monetary Economics (Vol. 2, No. 2, April 1976, pp. 169-183)
Published In: The foundations of monetary economics (Vol. 3, 1999, pp. 223-237)
Published In: Economic policy (Vol. 1, 1998, pp. 301-315)

Dynamic Analysis of a Keynesian Model

July 1974 - Working Paper 27

Unemployment and Stabilization Policy in a Two-Sector, Two-Country Aggregative Model

July 1974 - Working Paper 26

Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox

August 1971 - Working Paper 75
Published In: Journal of Money, Credit, and Banking (Vol. 5, No. 1, February 1973, pp. 385-449)

 
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