Thomas J. Sargent

New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

Berkley Professor of Economics and Business

269 Mercer Street

New York, NY 10003

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

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SCHOLARLY PAPERS

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Scholarly Papers (49)

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1.

A, B, C's (and D'S) for Understanding Vars

PIER Working Paper No. 05-018; FRB of Atlanta Working Paper No. 2005-9
Number of pages: 49 Posted: 04 May 2005
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Thomas J. Sargent
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 326 (95,010)
Citation 44

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VARs , Invertibility, Estimation of Dynamic Equilibrium Models, economic shocks, innovations

2.

Macroeconomic Uncertainty Prices when Beliefs are Tenuous

Downloads 233 (135,405)
Citation 4

Macroeconomic Uncertainty Prices when Beliefs are Tenuous

Becker Friedman Institute for Research in Economics Working Paper No. 2888511
Number of pages: 51 Posted: 22 Dec 2016 Last Revised: 25 Jan 2019
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 126 (232,531)
Citation 1

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Risk, uncertainty, asset prices, relative entropy, Chernoff entropy, robustness, variational preferences, baseline, structured, and unstructured models

Prices of Macroeconomic Uncertainties with Tenuous Beliefs

Becker Friedman Institute for Research in Economics Working Paper No. 2973331
Number of pages: 60 Posted: 24 May 2017
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 97 (280,748)
Citation 4

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risk,uncertainty, ambiguity, asset prices, relative entropy, Chernoff entropy, robustness, variational preferences; baseline, structured, and unstructured models

Macroeconomic Uncertainty Prices When Beliefs are Tenuous

NBER Working Paper No. w25781
Number of pages: 55 Posted: 30 Apr 2019
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 10 (625,715)
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3.

The Conquest of U.S. Inflation: Learning and Robustness to Model Uncertainty

ECB Working Paper No. 478
Number of pages: 57 Posted: 01 Jun 2005
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 187 (166,553)
Citation 4

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natural unemployment rate, Phillips curve, Bayes' law, anticipated utility, robustness

4.

Optimal Taxation Without State-Contingent Debt

Downloads 162 (188,839)

Optimal Taxation Without State-Contingent Debt

Univ. of Illinois-Urbana/Champaign-CBA Office of Research Working Paper No. 01-0127
Number of pages: 31 Posted: 27 Mar 2002
Albert Marcet, Thomas J. Sargent and Juha Seppala
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and University of Illinois at Urbana-Champaign
Downloads 162 (189,039)
Citation 6

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Optimal Taxation, Incomplete Markets, Ramsey Problem, Unit Root

Optimal Taxation Without State-Contingent Debt

Journal of Political Economy, Vol. 110, December 2002
Posted: 06 Mar 2003
S. Rao Aiyagari, Juha Seppala, Albert Marcet and Thomas J. Sargent
University of Rochester - William E. Simon Graduate School of Business Administration (Deceased), University of Illinois at Urbana-Champaign, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business

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5.

Three Types of Ambiguity

Journal of Monetary Economics, Forthcoming, BFI Working Paper Series No. 2012-006
Number of pages: 109 Posted: 09 Jun 2012 Last Revised: 11 Jul 2012
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 152 (199,374)
Citation 7

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Robustness, ambiguity, martingales, Ramsey plan, commitment, local predictability, heterogeneous beliefs

6.

Inflation-Gap Persistence in the U.S

NBER Working Paper No. w13749
Number of pages: 42 Posted: 24 Jan 2008 Last Revised: 28 Jul 2010
Timothy Cogley, Giorgio E. Primiceri and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics, Northwestern University - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 120 (240,201)
Citation 5

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7.

The Conquest of South American Inflation

Downloads 118 (243,312)
Citation 8

The Conquest of South American Inflation

FRB of Atlanta Working Paper No. 2006-20
Number of pages: 61 Posted: 26 Nov 2006
Thomas J. Sargent, Noah Williams and Tao A. Zha
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Princeton University - Department of Economics and Federal Reserve Bank of Atlanta
Downloads 88 (299,097)
Citation 8

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self-conirming equilibria, rational expectations, adaptation, inflation, seigniorage, deficits, escape dynamics

The Conquest of South American Inflation

NBER Working Paper No. w12606
Number of pages: 61 Posted: 23 Oct 2006 Last Revised: 08 Mar 2007
Thomas J. Sargent, Noah Williams and Tao A. Zha
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Princeton University - Department of Economics and Federal Reserve Bank of Atlanta
Downloads 30 (494,591)

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8.

Robustness and U.S. Monetary Policy Experimentation

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 29 Posted: 18 Sep 2008
Timothy Cogley, Ric Colacito, Lars Peter Hansen and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School, University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 108 (259,096)
Citation 1

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Learning, model uncertainty, Bayes' law, Phillips curve, experimentation, robustness, pessimism, entropy

9.

Managing Expectations and Fiscal Policy

Number of pages: 39 Posted: 03 Nov 2009 Last Revised: 29 Aug 2013
Anastasios G. Karantounias, Lars Peter Hansen and Thomas J. Sargent
Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 106 (262,539)
Citation 9

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Ramsey plan, misspecification, robustness, taxes, debt, martingale, expansion

10.

Politics and Efficiency of Separating Capital and Ordinary Government Budgets

Downloads 106 (262,539)
Citation 24

Politics and Efficiency of Separating Capital and Ordinary Government Budgets

FRB Chicago Working Paper No. 2005-07
Number of pages: 53 Posted: 26 Oct 2005
Marco Bassetto and Thomas J. Sargent
Federal Reserve Bank of Chicago and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 59 (375,925)

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Golden rule, majority rule, Pareto efficient allocation, public goods, government

Politics and Efficiency of Separating Capital and Ordinary Government Budgets

NBER Working Paper No. w11030
Number of pages: 45 Posted: 01 Jun 2006 Last Revised: 23 Aug 2010
Marco Bassetto and Thomas J. Sargent
Federal Reserve Bank of Chicago and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 47 (417,956)
Citation 2

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11.

Escaping Nash Inflation

ECB Working Paper No. 23
Number of pages: 55 Posted: 07 Jan 2003
In-Koo Cho and Thomas J. Sargent
University of Illinois at Urbana-Champaign and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 94 (284,541)
Citation 1

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Self-confirming Equilibrium, Mean Dynamics, Escape Route, Large Deviation, Natural Rate of Unemployment, Adaptation, Experimentation Trap

12.

Israel 1983: A Bout of Unpleasant Monetarist Arithmetic

Downloads 89 (294,539)
Citation 279

Israel 1983: A Bout of Unpleasant Monetarist Arithmetic

Number of pages: 31 Posted: 07 Apr 2008
Thomas J. Sargent and Joseph Zeira
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Hebrew University of Jerusalem - Department of Economics
Downloads 86 (303,494)
Citation 6

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Inflation, Rational Expectations, Inflation Tax, Public Debt

Israel 1983: A Bout of Unpleasant Monetarist Arithmetic

CEPR Discussion Paper No. DP6792
Number of pages: 33 Posted: 12 Jun 2008
Thomas J. Sargent and Joseph Zeira
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Hebrew University of Jerusalem - Department of Economics
Downloads 3 (678,714)
Citation 16
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Inflation, Inflation Tax, Public Debt, Rational Expectations

13.

Structured Uncertainty and Model Misspecification

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-77
Number of pages: 37 Posted: 10 Nov 2018 Last Revised: 24 Apr 2019
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 86 (300,922)
Citation 4

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Risk, uncertainty, asset prices, relative entropy, robustness, variational preferences; baseline, structured, and unstructured models

14.

Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics

Downloads 79 (316,804)
Citation 11

Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics

Number of pages: 35 Posted: 09 Sep 2010
George J. Hall and Thomas J. Sargent
Brandeis University - Department of Economics and International Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 49 (410,530)
Citation 10

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Holding period returns, capital gains, inflation, growth, debt-GDP ratio, government budget constraint

Interest Rate Risk and Other Determinants of Post-Wwii U.S. Government Debt/Gdp Dynamics

NBER Working Paper No. w15702
Number of pages: 31 Posted: 01 Feb 2010 Last Revised: 06 Feb 2010
George J. Hall and Thomas J. Sargent
Brandeis University - Department of Economics and International Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 30 (494,591)

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15.

Welfare Cost of Business Cycles in Economies with Individual Consumption Risk

Downloads 72 (334,071)
Citation 2

Welfare Cost of Business Cycles in Economies with Individual Consumption Risk

Bank of Finland Research Discussion Paper No. 25/2012
Number of pages: 23 Posted: 31 Jul 2012
Martin Ellison and Thomas J. Sargent
University of Oxford and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 37 (459,985)
Citation 3

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cost of business cycles, idiosyncratic risk, model uncertainty, robustness

Welfare Cost of Business Cycles in Economies with Individual Consumption Risk

Bank of Korea WP 2014-9
Number of pages: 27 Posted: 28 Mar 2015
Martin Ellison and Thomas J. Sargent
University of Oxford and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 35 (469,257)
Citation 1

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Cost of Business Cycles, Idiosyncratic Risk, Model Uncertainty, Robustness

16.

Twisted Probabilities, Uncertainty, and Prices

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-02
Number of pages: 55 Posted: 15 Jan 2019
Lars Peter Hansen, Balint Szoke, Lloyd S. Han and Thomas J. Sargent
University of Chicago - Department of Economics, NYU, Pacific Investment Management Company (PIMCO) and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 69 (341,994)
Citation 3

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Risk, uncertainty, relative entropy, robustness, asset prices, exponential quadratic stochastic discount factor

17.

Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas

Journal of Money, Credit, and Banking, Vol. 39, No. 2, 2007
Number of pages: 34 Posted: 15 Sep 2008
Timothy Cogley, Ric Colacito and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 67 (347,527)
Citation 1

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18.

Recursive Linear Models of Dynamic Economies

NBER Working Paper No. w3479
Number of pages: 41 Posted: 27 Jun 2007 Last Revised: 14 Jul 2010
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 59 (370,650)

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19.

Shocks and Government Beliefs: The Rise and Fall of American Inflation

Downloads 58 (373,724)
Citation 24

Shocks and Government Beliefs: The Rise and Fall of American Inflation

NBER Working Paper No. w10764
Number of pages: 50 Posted: 29 Sep 2004 Last Revised: 07 Jul 2014
Thomas J. Sargent, Noah Williams and Tao A. Zha
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Princeton University - Department of Economics and Federal Reserve Bank of Atlanta
Downloads 45 (425,854)
Citation 1

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Shocks and Government Beliefs: The Rise and Fall of American Inflation

FRB Atlanta Working Paper No. 2004-22
Number of pages: 41 Posted: 23 Feb 2015
Thomas J. Sargent, Noah Williams and Tao A. Zha
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business, Princeton University - Department of Economics and Federal Reserve Bank of Atlanta
Downloads 13 (604,167)
Citation 23

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updating beliefs, policy evaluation, self-confirming equilibrium, Nash inflation, Ramsey outcomes

20.

A, B, C's (and D)'s for Understanding Vars

NBER Working Paper No. t0308
Number of pages: 49 Posted: 06 Jul 2005
Jesús Fernández-Villaverde, Juan Francisco Rubio-Ramirez and Thomas J. Sargent
University of Pennsylvania - Department of Economics, Federal Reserve Bank of Atlanta - Research Department and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 53 (389,871)

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21.

Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012

Bank of Korea WP 2014-33
Number of pages: 38 Posted: 30 Mar 2015
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 50 (400,005)
Citation 4

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Price stability, inflation uncertainty, deflation risk, postwar stabilization, nonlinear signal extraction

22.

Fiscal Discriminations in Three Wars

Downloads 46 (414,166)
Citation 14

Fiscal Discriminations in Three Wars

Number of pages: 40 Posted: 26 Apr 2013
George J. Hall and Thomas J. Sargent
Brandeis University - Department of Economics and International Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 32 (483,963)
Citation 1

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repudiation, reputation, discrimination, legal tender, greenbacks, Alexander Hamilton, Albert Gallatin, Ulysses S. Grant

Fiscal Discriminations in Three Wars

NBER Working Paper No. w19008
Number of pages: 41 Posted: 04 May 2013
George J. Hall and Thomas J. Sargent
Brandeis University - Department of Economics and International Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 14 (597,104)
Citation 4

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23.

Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.

FRB Atlanta Working Paper No. 2003-25
Number of pages: 48 Posted: 23 Feb 2015
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 40 (437,356)
Citation 109

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Bayesian analysis, inflation, monetary policy

24.

Jobs and Unemployment in Macroeconomic Theory: A Turbulence Laboratory

CEPR Discussion Paper No. 5340
Number of pages: 78 Posted: 05 Jan 2006
Lars Ljungqvist and Thomas J. Sargent
Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 29 (486,716)
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Discouraged worker, employment protection, job, matching, search, skills, turbulence, unemployment, unemployment insurance

25.

The European Employment Experience

CEPR Discussion Paper No. 3543
Number of pages: 65 Posted: 18 Oct 2002
Lars Ljungqvist and Thomas J. Sargent
Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 29 (486,716)
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Europe, unemployment, unemployment compensation, layoff costs

26.

A History of U.S. Debt Limits

NBER Working Paper No. w21799
Number of pages: 54 Posted: 14 Dec 2015
George J. Hall and Thomas J. Sargent
Brandeis University - Department of Economics and International Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 23 (519,865)

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27.

Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making

International Economic Review, Vol. 49, Issue 1, pp. 185-221, February 2008
Number of pages: 37 Posted: 18 Feb 2008
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 22 (525,841)
Citation 4
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28.

Short-Run and Long-Run Effects of Milton Friedman's Presidential Address

NBER Working Paper No. w24148
Number of pages: 21 Posted: 28 Dec 2017 Last Revised: 19 Jan 2018
Robert E. Hall and Thomas J. Sargent
Hoover Institution and Department of Economics, Stanford University and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 20 (537,655)
Citation 1

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29.

Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs

Downloads 20 (537,655)
Citation 2

Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs

Bank of Korea WP 2013-23
Number of pages: 47 Posted: 09 Apr 2015
Timothy Cogley, Thomas J. Sargent and Viktor Tsyrennikov
Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Cornell University - Department of Economics
Downloads 20 (556,243)
Citation 3

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Wealth dynamics, survival, incomplete markets, diverse beliefs, learning

Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs

The Economic Journal, Vol. 124, Issue 575, pp. 1-30, 2014
Number of pages: 30 Posted: 18 Mar 2014
Timothy Cogley, Thomas J. Sargent and Viktor Tsyrennikov
Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Cornell University
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30.

European Unemployment and Turbulence Revisited in a Matching Model

CEPR Discussion Paper No. 4183
Number of pages: 23 Posted: 11 Feb 2004
Lars Ljungqvist and Thomas J. Sargent
Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 17 (556,041)
Citation 168
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European unemployment, turbulence

31.

Impacts of Priors on Convergence and Escapes from Nash Inflation

FRB Atlanta Working Paper No. 2003-14
Number of pages: 28 Posted: 18 Feb 2015
Thomas J. Sargent and Noah Williams
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Princeton University - Department of Economics
Downloads 16 (561,962)
Citation 11

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self-confirming equilibrium, mean dynamics, escape route, large deviation, natural rate of unemployment, adaptation, priors

32.

Inequality, Business Cycles, and Monetary-Fiscal Policy

NBER Working Paper No. w24710
Number of pages: 83 Posted: 18 Jun 2018
Anmol Bhandari, David Evans, Mikhail Golosov and Thomas J. Sargent
University of Minnesota - Minneapolis - Department of Economics, University of Oregon - Department of Economics, Princeton University - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 12 (587,492)
Citation 1

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33.

Taxes, Debts, and Redistributions with Aggregate Shocks

NBER Working Paper No. w19470
Number of pages: 57 Posted: 28 Sep 2013
Anmol Bhandari, David Evans, David Evans, Mikhail Golosov and Thomas J. Sargent
University of Minnesota - Minneapolis - Department of Economics, University of Oregon - Department of Economics, New York University (NYU) - Department of Economics, Princeton University - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 10 (600,473)

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34.

Recursive Robust Estimation and Control Without Commitment

Bundesbank Series 1 Discussion Paper No. 2005,28
Number of pages: 56 Posted: 08 Jun 2016
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 9 (607,053)
Citation 9

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35.

Sets of Models and Prices of Uncertainty

NBER Working Paper No. w22000
Number of pages: 64 Posted: 22 Feb 2016
Lars Peter Hansen and Thomas J. Sargent
University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 7 (620,416)

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36.

A Defence of the FOMC

CEPR Discussion Paper No. DP7510
Number of pages: 26 Posted: 17 Nov 2009
Martin Ellison and Thomas J. Sargent
University of Oxford and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 7 (620,416)
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forecasting, monetary policy, robustness

37.

Bayesian Model Averaging, Learning and Model Selection

CEPR Discussion Paper No. DP8917
Number of pages: 27 Posted: 04 Apr 2012
George W. Evans, Seppo Honkapohja, Thomas J. Sargent and Noah Williams
University of Oregon - Department of Economics, Aalto University School of Business, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Princeton University - Department of Economics
Downloads 5 (633,963)
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grain of truth, rational expectations equilibrium, Time-varying perceptions

38.

Career Length: Effects of Curvature of Earnings Profiles, Earnings Shocks, and Social Security

CEPR Discussion Paper No. DP7822
Number of pages: 42 Posted: 19 May 2010
Lars Ljungqvist and Thomas J. Sargent
Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 4 (641,022)
Citation 3
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career length, earnings profile, earnings shocks, indivisible labor, labor supply elasticity, social security, taxes

39.

Do Taxes Explain European Employment? Indivisible Labour, Human Capital, Lotteries and Savings

CEPR Discussion Paper No. DP6196
Number of pages: 41 Posted: 20 May 2008
Lars Ljungqvist and Thomas J. Sargent
Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 4 (641,022)
Citation 8
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Aggregation theories, employment lotteries, human capital, indivisible labour, labour supply elasticity, labour taxation, social and private insurance

40.

Taxes, Benefits, and Careers: Complete versus Incomplete Markets

CEPR Discussion Paper No. DP6560
Number of pages: 44 Posted: 06 Jun 2008
Lars Ljungqvist and Thomas J. Sargent
Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 3 (648,807)
Citation 3
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benefits, career, complete markets, employment lotteries, human capital, incomplete markets, indivisible labour, labour supply elasticity, retirement, taxes

41.

Funding the Great War and the Beginning of the End for British Hegemony

CEPR Discussion Paper No. DP13848
Number of pages: 22 Posted: 30 Jul 2019
Martin Ellison, Thomas J. Sargent and Andrew Scott
University of Oxford, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and London Business School - Department of Economics
Downloads 2 (658,335)
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British Hegemony, National Debt, World War I

42.

Where to Draw Lines: Stability Versus Efficiency

Economica, Vol. 78, No. 310, pp. 197-214, 2011
Number of pages: 18 Posted: 16 Mar 2011
Thomas J. Sargent
New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 2 (658,335)
Citation 1
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43.

Diverse Beliefs, Survival and the Market Price of Risk

The Economic Journal, Vol. 119, Issue 536, pp. 354-376, March 2009
Number of pages: 23 Posted: 27 Apr 2009
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 2 (658,335)
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44.

A Defense of the FOMC

International Economic Review, Vol. 53, Issue 4, pp. 1047-1065, 2012
Number of pages: 19 Posted: 11 Oct 2012
Martin Ellison and Thomas J. Sargent
University of Oxford and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 1 (670,319)
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45.

Turbulence and Unemployment in Matching Models

CEPR Discussion Paper No. DP12683
Number of pages: 49 Posted: 05 Feb 2018
Isaac Baley, Lars Ljungqvist and Thomas J. Sargent
Universitat Pompeu Fabra, Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 0 (687,283)
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layoff costs, layoffs, matching model, quits, skills, turbulence, unemployment

46.

A Life-Cycle Model of Trans-Atlantic Employment Experiences

CEPR Discussion Paper No. DP11260
Number of pages: 62 Posted: 09 May 2016
Sagiri Kitao, Lars Ljungqvist and Thomas J. Sargent
City University of New York, CUNY Hunter College - Department of Economics, Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
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benefits, employment protection, Europe, minimum wage, U.S., Unemployment

47.

Harrod 1939

The Economic Journal, Vol. 125, Issue 583, pp. 350-377, 2015
Number of pages: 28 Posted: 31 Mar 2015
Lawrence E. Blume and Thomas J. Sargent
Cornell University - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
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48.

The Fundamental Surplus in Matching Models

CEPR Discussion Paper No. DP10489
Number of pages: 48 Posted: 16 Mar 2015
Lars Ljungqvist and Thomas J. Sargent
Stockholm School of Economics - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
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Abstract:

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business cycle, fundamental surplus, market tightness, matching model, unemployment, volatility, welfare state

49.

Robust Permanent Income and Pricing with Filtering

Macroeconomic Dynamics, Vol. 6, pp. 40-84, 2002
Posted: 07 May 2005
Lars Peter Hansen, Thomas J. Sargent and Neng Wang
University of Chicago - Department of Economics, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Columbia Business School - Finance and Economics

Abstract:

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Kalman filter, approximating model, Knightian uncertainty, robustness, equity premium, market price of uncertainty, permanent income