GitHub

@@ -3,6 +3,28 @@

33

Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/

44

###

556+

@article{evans2005interview,

7+

title={An interview with thomas j. sargent},

8+

author={Evans, George W and Honkapohja, Seppo},

9+

journal={Macroeconomic Dynamics},

10+

volume={9},

11+

number={4},

12+

pages={561--583},

13+

year={2005},

14+

publisher={Cambridge University Press}

15+

}

16+17+

@article{hansen2014nobel,

18+

title={Nobel lecture: Uncertainty outside and inside economic models},

19+

author={Hansen, Lars Peter},

20+

journal={Journal of Political Economy},

21+

volume={122},

22+

number={5},

23+

pages={945--987},

24+

year={2014},

25+

publisher={University of Chicago Press Chicago, IL}

26+

}

27+628

@book{Sargent_Stachurski_2025,

729

place={Cambridge},

830

title={Dynamic Programming: Finite States},

@@ -2460,6 +2482,16 @@ @article{hicks1937mr

24602482

year={1937}

24612483

}

246224842485+

@article{GrossmanShiller1981,

2486+

title={The determinants of the variability of stock market prices},

2487+

author={Grossman, Sanford J and Shiller, Robert J},

2488+

journal={American Economic Review},

2489+

volume={71},

2490+

number={2},

2491+

pages={222--227},

2492+

year={1981}

2493+

}

2494+24632495

@article{hansen1983stochastic,

24642496

title={Stochastic consumption, risk aversion, and the temporal behavior of asset returns},

24652497

author={Hansen, Lars Peter and Singleton, Kenneth J},

@@ -2480,6 +2512,69 @@ @article{hansen1982generalized

24802512

publisher={JSTOR}

24812513

}

248225142515+

@article{abel1990asset,

2516+

title={Asset prices under habit formation and catching up with the Joneses},

2517+

author={Abel, Andrew B},

2518+

journal={American Economic Review},

2519+

volume={80},

2520+

number={2},

2521+

pages={38--42},

2522+

year={1990}

2523+

}

2524+2525+

@article{campbell1999force,

2526+

title={By force of habit: A consumption-based explanation of aggregate stock market behavior},

2527+

author={Campbell, John Y and Cochrane, John H},

2528+

journal={Journal of Political Economy},

2529+

volume={107},

2530+

number={2},

2531+

pages={205--251},

2532+

year={1999},

2533+

publisher={The University of Chicago Press}

2534+

}

2535+2536+

@article{barro2006rare,

2537+

title={Rare disasters and asset markets in the twentieth century},

2538+

author={Barro, Robert J},

2539+

journal={The Quarterly Journal of Economics},

2540+

volume={121},

2541+

number={3},

2542+

pages={823--866},

2543+

year={2006},

2544+

publisher={MIT Press}

2545+

}

2546+2547+

@article{Brock1982,

2548+

title={Asset prices in a production economy},

2549+

author={Brock, William A},

2550+

journal={The Economics of Information and Uncertainty},

2551+

pages={1--43},

2552+

year={1982},

2553+

publisher={University of Chicago Press}

2554+

}

2555+2556+

@article{PrescottMehra1980,

2557+

title={Recursive competitive equilibrium: The case of homogeneous households},

2558+

author={Prescott, Edward C and Mehra, Rajnish},

2559+

journal={Econometrica},

2560+

volume={48},

2561+

number={6},

2562+

pages={1365--1379},

2563+

year={1980},

2564+

publisher={JSTOR}

2565+

}

2566+2567+

@article{Hansen1982,

2568+

title={Large sample properties of generalized method of moments estimators},

2569+

author={Hansen, Lars Peter},

2570+

journal={Econometrica},

2571+

volume={50},

2572+

number={4},

2573+

pages={1029--1054},

2574+

year={1982},

2575+

publisher={JSTOR}

2576+

}

2577+24832578

@incollection{Uhlig2001,

24842579

author = {Uhlig, H},

24852580

booktitle = {Computational Methods for the Study of Dynamic Economies},

Read the original on github.com ↗