Books
Unpublished Monographs
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Questioning Carlo Cipolla
with Robert TownsendFall 1985This manuscript records outcomes from a two-day interview of Carlo Cipolla by Thomas Sargent and Robert Townsend focused on the history of money, banking, contracts, and markets.
Published Books
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Uncertainty within Macroeconomic Models
with Lars Peter HansenOctober 2014A collection of papers about model uncertainty and robust control, with a forward by Eric Maskin. An introductory chapter describes a vision about interactions between data sets and models that underlies the papers. -
Rational Expectations and Inflation, 3rd edition
May 2013This Princeton University Press monograph is an updated edition with two additional articles and three additional essays in persuasion. -
Robustness
with Lars HansenJanuary 2008This Princeton University Press monograph is about robust filtering and control. It adapts H_2, H_\infty, and entropy methods to handle discounted problems. Both single agent and multiple agent settings are studied. There are new chapters about recursive equilibria in this version. The book includes two chapters about robust filtering and estimation.
Source code
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Recursive Models of Dynamic Linear Economies
with Lars Peter HansenSeptember 2013This Princeton University Press monograph is about a class of linear quadratic economies for which competitive equilibria can be computed quickly using linear control theory. The book discusses model formulation and estimation and provides a variety of examples.
Source code
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Recursive Macroeconomic Theory, 3rd edition
with Lars LjungqvistSeptember 2012- Articles referenced in various chapters of RMT
- Rough version of answers to exercises by Stijn Van Nieuwenburg and Pierre-Olivier Weill
- Source code
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The Big Problem of Small Change
with Francois Velde
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The Conquest of American Inflation
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Rational Expectations Econometrics
with Lars Peter Hansen1991