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Albert Marcet

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Personal Details

First Name: Albert
Middle Name:
Last Name: Marcet
Suffix:

RePEc Short-ID: pma173

Email: [This author has chosen not to make the email address public]
Homepage: http://www.iae.csic.es/investigadorPersonalAbout.php?idinvestigador=137&lang=ing
Postal Address: Institut d'Anàlisi Econòmica CSIC Campus Universitat Autònoma de Barcelona 08193 Bellaterra Spain
Phone: 00-34-93-580-6612

Affiliation

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Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Albert Marcet in Wikipedia (English)

Works

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Working papers

  1. Faraglia, Elisa & Marcet, Albert & Oikonomou, Rigas & Scott, Andrew, 2012. "The Impact of Debt Levels and Debt Maturity on Inflation," CEPR Discussion Papers 9257, C.E.P.R. Discussion Papers.
  2. Klaus Adam & Albert Marcet, 2011. "Internal Rationality, Imperfect Market Knowledge and Asset Prices," CEP Discussion Papers dp1068, Centre for Economic Performance, LSE.
  3. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," CEP Discussion Papers dp1064, Centre for Economic Performance, LSE.
  4. Klaus Adam & Albert Marcet, 2010. "Booms and Busts in Asset Prices," IMES Discussion Paper Series 10-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
  5. Albert Marcet & Tom Sargent, 2010. "Convergence of Least Squares Learning in Environments With Private Information," Levine's Working Paper Archive 240, David K. Levine.
  6. Alexis Anagnostopoulos & Eva Carceles-Poveda & Albert Marcet, 2010. "Equity Issuance and Divident Policy under Commitment," Department of Economics Working Papers 10-07, Stony Brook University, Department of Economics.
  7. Marek Jarociński & Albert Marcet, 2010. "Autoregressions in small samples, priors about observables and initial conditions," Working Paper Series 1263, European Central Bank.
  8. Albert Marcet, 2009. "Money, Prices and Monetary Policy," 2009 Meeting Papers 1268, Society for Economic Dynamics.
  9. Adam, Klaus & Marcet, Albert, 2009. "Internal Rationality and Asset Prices," CEPR Discussion Papers 7498, C.E.P.R. Discussion Papers.
  10. Andrew J. Scott & Albert Marcet & Elisa Faraglia, 2009. "Debt Management under Incomplete Markets and Transaction Costs," 2009 Meeting Papers 587, Society for Economic Dynamics.
  11. Eva Carceles-Poveda & Albert Marcet & Alexis Anagnostopoulos, 2008. "Equity Financing," 2008 Meeting Papers 954, Society for Economic Dynamics.
  12. Albert Marcet & Elisa Faraglia & Andrew Scott, 2008. "In Search of a Theory of Debt Management," UFAE and IAE Working Papers 743.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  13. Albert Marcet & Katharina Greulich, 2008. "Pareto-Improving Optimal Capital and Labor Taxes," UFAE and IAE Working Papers 733.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  14. Philippe Weil & Albert Marcet & Francesc Obiols-Homs, 2007. "Labor supply, precautionary saving and growth," ULB Institutional Repository 2013/13434, ULB -- Universite Libre de Bruxelles.
  15. Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2007. "Stock Market Volatility and Learning," CEPR Discussion Papers 6518, C.E.P.R. Discussion Papers.
  16. Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2007. "Fiscal Insurance and Debt Management in OECD Economies," CEPR Discussion Papers 6539, C.E.P.R. Discussion Papers.
  17. Francesc Obiols-Homs & Albert Marcet, 2007. "A note on borrowing limits and welfare," 2007 Meeting Papers 276, Society for Economic Dynamics.
  18. Elisa Faraglia & Albert Marcet & Andrew Scott, 2006. "Debt Management Under Complete Markets," 2006 Meeting Papers 540, Society for Economic Dynamics.
  19. Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2006. "Learning and Stock Market Volatility," Computing in Economics and Finance 2006 15, Society for Computational Economics.
  20. Albert Marcet & Francesc Obiols-Homs, 2006. "Polarization under incomplete markets and endogenous labor productivity," 2006 Meeting Papers 274, Society for Economic Dynamics.
  21. Albert Marcet & Juan Pablo Nicolini, 2005. "Money and prices in models of bounded rationality in high inflation economies," Working Paper Series 469, European Central Bank.
  22. Marcet, Albert & Ravn, Morten O., 2004. "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers 4244, C.E.P.R. Discussion Papers.
  23. Andrew J Scott & Arpad Abraham & Albert Marcet, 2004. "Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets," Computing in Economics and Finance 2004 323, Society for Computational Economics.
  24. Albert Marcet & Juan Pablo Nicolini, 2003. "Money and prices in models of bounded rationality," Working Paper 2003-15, Federal Reserve Bank of Atlanta.
  25. Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2002. "Incomplete markets, labor supply and capital accumulation," Economics Working Papers 659, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2003.
  26. Marcet, Albert & Scott, Andrew, 2001. "Debt and Deficit Fluctuations and the Structure of Bond Markets," CEPR Discussion Papers 3029, C.E.P.R. Discussion Papers.
  27. Albert Marcet & Andrew Scott, 2000. "The Fiscal Costs Of Debt Limits," Computing in Economics and Finance 2000 378, Society for Computational Economics.
  28. Albert Marcet & Guido Lorenzoni, 1998. "Parameterized expectations approach; Some practical issues," Economics Working Papers 296, Department of Economics and Business, Universitat Pompeu Fabra.
  29. Marcet, Albert & Nicolini, Juan Pablo, 1998. "Recurrent Hyperinflations and Learning," CEPR Discussion Papers 1875, C.E.P.R. Discussion Papers.
  30. Albert Marcet & Thomas J. Sargent & Juha Seppala, 1996. "Optimal taxation without state-contingent debt," Economics Working Papers 170, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2001.
  31. Canova, Fabio & Marcet, Albert, 1995. "The Poor Stay Poor: Non-Convergence Across Countries and Regions," CEPR Discussion Papers 1265, C.E.P.R. Discussion Papers.
  32. Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 1995. "Supply side interventions and redistribution," Economics Working Papers 115, Department of Economics and Business, Universitat Pompeu Fabra.
  33. Albert Marcet & David A. Marshall, 1994. "Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions," Working Paper Series, Macroeconomic Issues 94-20, Federal Reserve Bank of Chicago.
  34. Albert Marcet & Ramon Marimon, 1994. "Recursive contracts," Economics Working Papers 337, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1998.
  35. Giorgia Giovannetti & Albert Marcet & Ramon Marimon, 1993. "Growth, capital flows and enforcement constaints: The case of Africa," Economics Working Papers 22, Department of Economics and Business, Universitat Pompeu Fabra.
  36. Wouter J. den Haan & Albert Marcet, 1993. "Accuracy in simulations," Economics Working Papers 42, Department of Economics and Business, Universitat Pompeu Fabra.
  37. Albert Marcet & David A. Marshall, 1992. "Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations," Economics Working Papers 17, Department of Economics and Business, Universitat Pompeu Fabra.
  38. Albert Marcet & Ramon Marimon, 1992. "Communication, commitment, and growth," Discussion Paper / Institute for Empirical Macroeconomics 74, Federal Reserve Bank of Minneapolis.
  39. Albert Marcet & Thomas J. Sargent, 1992. "Speed of convergence of recursive least squares learning with ARMA perceptions," Economics Working Papers 15, Department of Economics and Business, Universitat Pompeu Fabra.
  40. Albert Marcet, 1991. "Simulation analysis of dynamic stochastic models: Applications to theory and estimation," Economics Working Papers 6, Department of Economics and Business, Universitat Pompeu Fabra.
  41. Albert Marcet, 1991. "Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production," Economics Working Papers 5, Department of Economics and Business, Universitat Pompeu Fabra.
  42. Albert Marcet & Kenneth J. Singleton, 1990. "Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints," Economics Working Papers 319, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1998.

Articles

  1. Adam, Klaus & Marcet, Albert, 2011. "Internal rationality, imperfect market knowledge and asset prices," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1224-1252, May.
  2. Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 2010. "Supply Side Interventions and Redistribution," Economic Journal, Royal Economic Society, vol. 120(543), pages 105-130, 03.
  3. Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2010. "In search of a theory of debt management," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 821-836, October.
  4. Marcet, Albert & Scott, Andrew, 2009. "Debt and deficit fluctuations and the structure of bond markets," Journal of Economic Theory, Elsevier, vol. 144(2), pages 473-501, March.
  5. Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, 03.
  6. Marcet, Albert & Obiols-Homs, Francesc & Weil, Philippe, 2007. "Incomplete markets, labor supply and capital accumulation," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2621-2635, November.
  7. Albert Marcet & Juan Pablo Nicolini, 2005. "Money and Prices in Models of Bounded Rationality in High Inflation Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 452-479, April.
  8. Beeby M, Hall S. & Henry S.G.B & Marcet, A., 2004. "Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 161-174, Agosto.
  9. Albert Marcet & Juan P. Nicolini, 2003. "Recurrent Hyperinflations and Learning," American Economic Review, American Economic Association, vol. 93(5), pages 1476-1498, December.
  10. S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala, 2002. "Optimal Taxation without State-Contingent Debt," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1220-1254, December.
  11. Marcet, Albert & Singleton, Kenneth J., 1999. "Equilibrium Asset Prices And Savings Of Heterogeneous Agents In The Presence Of Incomplete Markets And Portfolio Constraints," Macroeconomic Dynamics, Cambridge University Press, vol. 3(02), pages 243-277, June.
  12. Den Haan, Wouter J & Marcet, Albert, 1994. "Accuracy in Simulations," Review of Economic Studies, Wiley Blackwell, vol. 61(1), pages 3-17, January.
  13. Giovannetti, Giorgia & Marcet, Albert & Marimon, Ramon, 1993. "Growth, capital flows and enforcement constraints : The case of Africa," European Economic Review, Elsevier, vol. 37(2-3), pages 418-425, April.
  14. Marcet, Albert & Marimon, Ramon, 1992. "Communication, commitment, and growth," Journal of Economic Theory, Elsevier, vol. 58(2), pages 219-249, December.
  15. den Haan, Wouter J & Marcet, Albert, 1990. "Solving the Stochastic Growth Model by Parameterizing Expectations," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 31-34, January.
  16. Marcet, Albert & Sargent, Thomas J., 1989. "Convergence of least squares learning mechanisms in self-referential linear stochastic models," Journal of Economic Theory, Elsevier, vol. 48(2), pages 337-368, August.
  17. Marcet, Albert & Sargent, Thomas J, 1989. "Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information," Journal of Political Economy, University of Chicago Press, vol. 97(6), pages 1306-22, December.
  18. Marcet, Albert & Sargent, Thomas J, 1988. "The Fate of Systems with "Adaptive" Expectations," American Economic Review, American Economic Association, vol. 78(2), pages 168-72, May.

Software components

  1. Albert Marcet & Morten Ravn, 2001. "GAUSS code for the HP-filter reformulated as a constrained minimization problem," QM&RBC Codes 103, Quantitative Macroeconomics & Real Business Cycles.
  2. Albert Marcet & Guido Lorenzoni, 1998. "The Parameterized Expectations Approach: Some Practical Issues," QM&RBC Codes 128, Quantitative Macroeconomics & Real Business Cycles.
  3. Wouter Denhaan & Albert Marcet, 1990. "FORTRAN code for Simulation Parameterized Expecations Algorithm," QM&RBC Codes 57, Quantitative Macroeconomics & Real Business Cycles.

Chapters

  1. Elisa Faraglia & Albert Marcet & Andrew Scott, 2012. "Debt management and optimal fiscal policy with long bonds," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 177-212 Bank for International Settlements.
  2. Klaus Adam & Pei Kuang & Albert Marcet, 2011. "House Price Booms and the Current Account," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 77-122 National Bureau of Economic Research, Inc.

NEP Fields

34 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (3) 2007-10-20 2008-03-01 2008-03-25
  2. NEP-CBA: Central Banking (20) 2005-09-29 2005-10-04 2007-11-03 2008-03-01 2008-03-15 2008-03-15 2008-03-25 2008-05-31 2008-06-21 2009-11-27 2010-04-11 2010-11-13 2010-12-18 2011-07-13 2011-07-21 2011-07-27 2011-08-22 2011-08-22 2011-10-01 2011-11-07. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2008-03-25
  4. NEP-CMP: Computational Economics (1) 1998-10-08
  5. NEP-CTA: Contract Theory & Applications (2) 2010-12-18 2011-07-02
  6. NEP-DGE: Dynamic General Equilibrium (20) 1998-09-14 1998-09-14 1998-11-20 1999-02-22 1999-03-08 2001-04-11 2001-12-19 2004-02-29 2004-06-07 2008-03-01 2008-03-15 2008-03-25 2008-05-31 2008-06-21 2010-04-11 2011-07-02 2011-08-22 2011-08-22 2011-11-07 2012-12-22. Author is listed
  7. NEP-ECM: Econometrics (5) 1998-09-14 2001-12-19 2004-03-03 2004-06-10 2010-11-13. Author is listed
  8. NEP-ENV: Environmental Economics (1) 1998-09-14
  9. NEP-ETS: Econometric Time Series (4) 2001-12-19 2004-06-07 2010-11-13 2011-07-21
  10. NEP-EVO: Evolutionary Economics (1) 2011-08-22
  11. NEP-FMK: Financial Markets (5) 2007-11-03 2008-03-01 2008-03-25 2011-07-13 2011-10-01. Author is listed
  12. NEP-IAS: Insurance Economics (3) 2007-11-03 2008-03-15 2012-12-22
  13. NEP-IFN: International Finance (1) 1998-09-14
  14. NEP-MAC: Macroeconomics (14) 2004-02-29 2005-09-29 2005-10-04 2007-11-03 2008-03-15 2008-03-15 2008-03-25 2008-05-31 2008-06-21 2010-11-13 2011-02-12 2011-07-27 2011-11-07 2012-12-22. Author is listed
  15. NEP-MIC: Microeconomics (6) 1998-11-20 1999-03-08 2009-11-27 2010-04-11 2011-02-12 2011-08-22. Author is listed
  16. NEP-MON: Monetary Economics (4) 1999-02-22 2005-09-29 2005-10-04 2012-12-22
  17. NEP-OPM: Open Economy Macroeconomic (2) 2011-07-27 2011-08-22
  18. NEP-PBE: Public Economics (1) 1998-09-14
  19. NEP-PUB: Public Finance (3) 1998-09-14 2008-03-15 2008-03-25
  20. NEP-TID: Technology & Industrial Dynamics (1) 1999-03-08
  21. NEP-UPT: Utility Models & Prospect Theory (4) 2007-10-20 2008-03-25 2009-11-27 2011-08-22
  22. NEP-URE: Urban & Real Estate Economics (2) 2011-07-27 2011-08-22

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Abstract Views in RePEc Services over the past 12 months
  25. Number of Downloads through RePEc Services over the past 12 months
  26. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  27. Closeness measure in co-authorship network
  28. Betweenness measure in co-authorship network
  29. Wu-Index

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