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Information about:
Albert Marcet

Personal Details | Affiliation | Works
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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://econ.lse.ac.uk/
Postal Address: Department of Economics London School of Economics Houghton Street London WC2A 2AE
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h, where author has written h papers that have each been cited at least h times.
  17. Number of Registered Citing Authors
  18. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  19. Number of Downloads through RePEc Services over the past 12 months
  20. Wu-Index

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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). [Downloadable!]
    Other versions:

  2. 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). [Downloadable!]

  3. 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. [Downloadable!] (restricted)
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  4. Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2007. "Stock Market Volatility and Learning," CEPR Discussion Papers 6518, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  5. Elisa Faraglia & Albert Marcet & Andrew Scott, 2006. "Debt Management Under Complete Markets," 2006 Meeting Papers 540, Society for Economic Dynamics.

  6. Klaus Adam & Albert Marcet & Juan Pablo Nicolini, 2006. "Learning and Stock Market Volatility," Computing in Economics and Finance 2006 15, Society for Computational Economics.

  7. Albert Marcet & Francesc Obiols-Homs, 2006. "Polarization under incomplete markets and endogenous labor productivity," 2006 Meeting Papers 274, Society for Economic Dynamics.

  8. 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. [Downloadable!]
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  9. Marcet, Albert & Ravn, Morten O., 2004. "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers 4244, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Also available as:

  10. 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.

  11. Albert Marcet & Juan Pablo Nicolini, 2003. "Money and prices in models of bounded rationality," Working Paper 2003-15, Federal Reserve Bank of Atlanta.

  12. 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. [Downloadable!]
    Published as:

  13. 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. [Downloadable!] (restricted)
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  14. Albert Marcet & Andrew Scott, 2000. "The Fiscal Costs Of Debt Limits," Computing in Economics and Finance 2000 378, Society for Computational Economics.

  15. Marcet, Albert & Nicolini, Juan Pablo, 1998. "Recurrent Hyperinflations and Learning," CEPR Discussion Papers 1875, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  16. Albert Marcet & Guido Lorenzoni, 1998. "Parameterized Expectations Approach; Some Practical Issues," Economics Working Papers 296, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

  17. 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. [Downloadable!]
    Published as:

  18. 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. [Downloadable!] (restricted)
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  19. 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. [Downloadable!]

  20. 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.
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  21. Albert Marcet & Ramon Marimon, 1994. "Recursive Contracts," Economics Working Papers 337, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 1998. [Downloadable!]
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  22. 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. [Downloadable!]
    Published as:

  23. 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.

  24. Albert Marcet & Ramon Marimon, 1992. "Communication, commitment, and growth," Discussion Paper / Institute for Empirical Macroeconomics 74, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  25. Wouter J. Den Haan & Albert Marcet, 1992. "Accuracy in Simulations," University of California at San Diego, Economics Working Paper Series 92-30, Department of Economics, UC San Diego.
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  26. 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. [Downloadable!]

  27. 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. [Downloadable!]

  28. 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. [Downloadable!]

  29. 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. [Downloadable!]
    Published as:

  30. RePEc:cpr:ceprdp:7498 is not listed on IDEAS

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. 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. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)

  6. Albert Marcet & Juan P. Nicolini, 2003. "Recurrent Hyperinflations and Learning," American Economic Review, American Economic Association, vol. 93(5), pages 1476-1498, December. [Downloadable!]
    Other versions:

  7. 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. [Downloadable!] (restricted)
    Other versions:

  8. 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. [Downloadable!]
    Other versions:

  9. Den Haan, Wouter J & Marcet, Albert, 1994. "Accuracy in Simulations," Review of Economic Studies, Blackwell Publishing, vol. 61(1), pages 3-17, January. [Downloadable!] (restricted)
    Other versions:

  10. 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. [Downloadable!] (restricted)
    Other versions:

  11. Marcet, Albert & Marimon, Ramon, 1992. "Communication, commitment, and growth," Journal of Economic Theory, Elsevier, vol. 58(2), pages 219-249, December. [Downloadable!] (restricted)
    Other versions:

  12. 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.
    Also available as:

  13. 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. [Downloadable!] (restricted)

  14. 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. [Downloadable!] (restricted)

  15. 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. [Downloadable!] (restricted)

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. [Downloadable!]
    Other versions:

  2. Albert Marcet & Guido Lorenzoni, 1998. "The Parameterized Expectations Approach: Some Practical Issues," QM&RBC Codes 128, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

  3. Wouter Denhaan & Albert Marcet, 1990. "FORTRAN code for Simulation Parameterized Expecations Algorithm," QM&RBC Codes 57, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
    Published as:

NEP Fields

19 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 (9) 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 Author is listed
  3. NEP-CFN: Corporate Finance (1) 2008-03-25
  4. NEP-CMP: Computational Economics (1) 1998-10-08
  5. NEP-DGE: Dynamic General Equilibrium (14) 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 Author is listed
  6. NEP-ECM: Econometrics (4) 1998-09-14 2001-12-19 2004-03-03 2004-06-10
  7. NEP-ENV: Environmental Economics (1) 1998-09-14
  8. NEP-ETS: Econometric Time Series (2) 2001-12-19 2004-06-07
  9. NEP-FMK: Financial Markets (3) 2007-11-03 2008-03-01 2008-03-25
  10. NEP-IAS: Insurance Economics (2) 2007-11-03 2008-03-15
  11. NEP-IFN: International Finance (1) 1998-09-14
  12. NEP-MAC: Macroeconomics (9) 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 Author is listed
  13. NEP-MIC: Microeconomics (2) 1998-11-20 1999-03-08
  14. NEP-MON: Monetary Economics (3) 1999-02-22 2005-09-29 2005-10-04
  15. NEP-PBE: Public Economics (1) 1998-09-14
  16. NEP-PUB: Public Finance (3) 1998-09-14 2008-03-15 2008-03-25
  17. NEP-TID: Technology & Industrial Dynamics (1) 1999-03-08
  18. NEP-UPT: Utility Models & Prospect Theory (2) 2007-10-20 2008-03-25
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This page was last updated on 2009-11-10.

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