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Sargent, Thomas J.
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Adaptation of macro theory to rational expectations
Response to Gordon and Ando
Business cycle modeling without pretending to have too much a priori economic theory
Business cycle modeling without much a priori economic theory
"Tobin's Q" and the Rate of Investment in General Equilibrium
Using Unobservable Index Models to Estimate Unobservables and Forecast Observables
Formulating and Estimating Dynamic Linear Rational Expectations Models: I
Formulating and Estimating Dynamic Linear Rational Expectations Models
Interpreting Economic Time Series
Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectati...
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Creator
Sargent, Thomas J.
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77
Hansen, Lars Peter
18
Wallace, Neil
10
McGrattan, Ellen R.
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Sims, Christopher A.
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Series
Working paper (Federal Reserve Bank of Minneapolis. Research Department)
53
Staff report (Federal Reserve Bank of Minneapolis. Research Department)
20
New methods in business cycle research
3
Lucas expectations anniversary conference
1
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Research Paper
72
Conference Proceeding
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Subject (JEL)
C32 - Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
6
C02 - Mathematical Methods
3
C51 - Model Construction and Estimation
3
D58 - Computable and Other Applied General Equilibrium Models
3
E24 - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
3
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