Thomas J. Sargent, 1943-
Major Works of Thomas J. Sargent
- "A Note on the Accelerationist Controversy", 1971, JMCB
- "Expectations at the Short End of the Yield Curve", 1971, in Guttentag,
editor, Essays on Interest Rates
- "Rational Expectations, the Real Rate of Interest and the Natural Rate of
Unemployment", 1973, BPEA.
- "The Stability of Models of Money and Growth with Perfect Foresight", with N. Wallace 1973, Econometrica
- "Rational Expectations and the Dynamics of Hyperinflation", with N. Wallace, 1973, IER
- ""Rational" Expectations, the Optimal Monetary Instrument and the Optimal
Money Supply Rule", with N. Wallace, 1975, JPE.
- "Rational Expectations and the Theory of Economic Policy", with N. Wallace, 1976, JME.
- "A Classical Macroeconomic Model for the United States", 1976, JPE.
- "The Observational Equivalence of Natural and Unnatural Rate Theories of
Macroeconomics", 1976, JPE.
- "The Demand for Money during Hyperinflation under Rational Expectations",
1977, IER
- "Business Cycle Models without Pretending to Have Too Much A Priori Theory",
with C. Sims, 1977, FRB Minneapolis
- "Rational Expectations, Econometric Exogeneity and Consumption", 1978, JPE
- "Estimation of Dynamic Labor Demand Schedules under Rational Expectations",
1978, JPE.
- "`New' Explanations of the Persistence of Inflation and Unemployment", with
R.E. Lucas, 1978, in After the Phillips Curve.
- "After Keynesian Macroeconomics" with R.E. Lucas,
1978, in After the Phillips Curve.
- Macroeconomic Theory, 1979.
- "A Note on the Estimation of the Rational Expectations Model of the Term
Structure", 1979, JME
- "Tobin's q and the Rate of Investment in General Equilibrium", 1980, CROCH
- "Some Unpleasant Monetarist Arithmetic", with N. Wallace,
1981, FRB Minneapolis QR
- "The Real Bills Doctrine vs the Quantity Theory: A reconsideration", with N. Wallace, 1982, JPE.
- "A Model of Commodity Money", with N. Wallace, 1983,
JME.
- "The Ends of Four Big Inflations", 1983, in Hall, editor, Inflation: Causes
and effects
- "Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive
Expectations in Continuous Time", with L.P. Hansen, 1983, IER
- "Interest on Reserves", with N. Wallace, 1985, JME
- Rational Expectations and Inflation, 1986.
- "Irrelevance of Open Market Operations in Some Economies with Government Currency
Being Dominated in Rate of Return", with B.D. Smith, 1987, AER
- Dynamic Macroeconomic Theory, 1987.
- "Convergence of Least Squares Learning Mechanisms in Self Referential Linear
Stochastic Models", with A. Marcet, 1989, JET
- "Convergence of Least Squares Learning in Environments with Hidden State Variables
and Private Information", with A. Marcet, 1989, JET
- "Convergence of Least Squares Learning and the Dynamics of Hyperinflation",
with A. Marcet, 1989, in Barnett et al., editors, Economic Complexity
- "Convergence of Least Squares Learning Mechanisms in Self Referential Linear
Stochastic Models", 1989,
- "Equilibrium with Signal Extraction from Endogenous Variables", 1991, JEDC
- "The Convergence of Vector Autoregressions to Rational Expectations
Equilibrium", with A. Marcet, 1992 in Vercelli and Dimitri, editors, Macroeconomics:
A strategic survey
- "Speed of Convergence of Recursive Least Squares Learning with ARMA
Perceptions", 1993, in Kirman and Salmon, editors, Learning and Rationality in
Economics
- "On the Preservation of Deterministic Cycles when Some Agents Perceive them to be
Deterministic", with G. Evans and S. Honkopohja, 1993, JEDC
- Bounded Rationality in Macroeconomics, 1993.
- "Seasonality and Approximation Errors in Rational Expectations Models", with
L.P. Hansen, 1993, J of Econometrics
- "Coinage, Debasement and Gresham's Laws", with B.D. Smith.
- "Expectations and the Nonneutrality of Lucas"
- Recursive Macroeconomics,
with L. Ljungqvist, 1995.
- Recursive Models of Dynamic Linear
Economies with L.P. Hansen, 1997.
Resources on Thomas Sargent