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Citations for "Acknowledging Misspecification in Macroeconomic Theory"

by Lars Peter Hansen & Thomas J. Sargent

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  1. Leitemo , Kai & Söderström , Ulf, 2005. "Robust monetary policy in a small open economy," Research Discussion Papers, Bank of Finland 20/2005, Bank of Finland.
  2. Olalla, Myriam García & Gómez, Alejandro Ruiz, 2011. "Robust control and central banking behaviour," Economic Modelling, Elsevier, Elsevier, vol. 28(3), pages 1265-1278, May.
  3. Q. Farooq Akram & Ragnar Nymoen, 2006. "Model selection for monetary policy analysis – Importance of empirical validity," Working Paper, Norges Bank 2006/13, Norges Bank.
  4. Gene Amromin & Steven A. Sharpe, 2005. "From the horse's mouth: gauging conditional expected stock returns from investor surveys," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-26, Board of Governors of the Federal Reserve System (U.S.).
  5. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2007. "Probabilities in Economic Modeling," Levine's Bibliography 843644000000000357, UCLA Department of Economics.
  6. Gonçalo Faria & João Correia-da-Silva, 2014. "A closed-form solution for options with ambiguity about stochastic volatility," Review of Derivatives Research, Springer, Springer, vol. 17(2), pages 125-159, July.
  7. Jianjun Miao, 2003. "Consumption and Saving under Knightian Uncertainty," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics dp-134, Boston University - Department of Economics.
  8. Gene Amromin & Steven A. Sharpe, 2008. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-17, Board of Governors of the Federal Reserve System (U.S.).
  9. Xiangrong Yu, 2013. "Measurement Error and Policy Evaluation in the Frequency Domain," Working Papers, Hong Kong Institute for Monetary Research 172013, Hong Kong Institute for Monetary Research.
  10. Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006. "Managing uncertainty through robust-satisficing monetary policy," Working Paper, Norges Bank 2006/10, Norges Bank.
  11. Jianjun Miao & Neng Wang, 2010. "Risk, uncertainty,and option exercise," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2010-029, Boston University - Department of Economics.
  12. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2007-017, Boston University - Department of Economics.
  13. Olga Kuznetsova, 2012. "Robust Monetary Policy in a Currency Union," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(2), pages 185-199, May.
  14. Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005. "Nonlinearities in growth : from evidence to policy," Working papers, Wisconsin Madison - Social Systems 9, Wisconsin Madison - Social Systems.
  15. I. Gilboa & A. W. Postlewaite & D. Schmeidler., 2009. "Probability and Uncertainty in Economic Modeling," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 10.
  16. Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, Elsevier, vol. 171(2), pages 167-184.
  17. Fidel Gonzalez, 2008. "Precautionary Principle and Robustness for a Stock Pollutant with Multiplicative Risk," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 41(1), pages 25-46, September.
  18. Sebastian Galiani & Mariano Tommasi & Daniel Heymann, 2002. "Missed Expectations: The Argentine Convertibility," Working Papers, Universidad de San Andres, Departamento de Economia 55, Universidad de San Andres, Departamento de Economia, revised Nov 2003.
  19. Fousseni Chabi-Yo & Eric Ghysels & Eric Renault, 2008. "On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk," Working Papers, Bank of Canada 08-16, Bank of Canada.
  20. Harald Uhlig, 2009. "Monetary policy in Europe vs the US: what explains the difference?," NBER Working Papers 14996, National Bureau of Economic Research, Inc.
  21. William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," Manchester School, University of Manchester, University of Manchester, vol. 72(s1), pages 1-18, 09.
  22. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2004. "Model Uncertainty and Policy Evaluation: Some Theory and Empirics," NBER Working Papers 10916, National Bureau of Economic Research, Inc.
  23. Q. Farooq Akram & Ragnar Nymoen, 2009. "Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 71(1), pages 35-68, 02.
  24. Marco P. Tucci, 2009. "How Robust is Robust Control in the Time Domain?," Department of Economics University of Siena, Department of Economics, University of Siena 569, Department of Economics, University of Siena.
  25. Fidel Gonzalez & Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 24(3), pages 223-238, March.
  26. Stefania D'Amico, 2005. "Density selection and combination under model ambiguity: an application to stock returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-09, Board of Governors of the Federal Reserve System (U.S.).
  27. Anderson, Evan W. & Ghysels, Eric & Juergens, Jennifer L., 2009. "The impact of risk and uncertainty on expected returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 94(2), pages 233-263, November.
  28. Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(7), pages 1009-1041.
  29. Timothy Kam, 2004. "Two-sided Learning and Optimal Monetary Policy in an Open Economy Model," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics 04-07, The University of Western Australia, Department of Economics.
  30. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2007. "Probability and Uncertainty in Economic Modeling, Second Version," PIER Working Paper Archive 08-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jan 2008.
  31. Giordani, Paolo & Söderlind, Paul, 2002. "Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions," Working Paper Series in Economics and Finance, Stockholm School of Economics 499, Stockholm School of Economics, revised 15 May 2003.
  32. Meixing DAI & Eleftherios SPYROMITROS, 2008. "Monetary policy, asset prices and model uncertainty," Working Papers of BETA 2008-15, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  33. Agnieszka Markiewicz, 2010. "Monetary Policy, Model Uncertainty and Exchange Rate Volatility," CESifo Working Paper Series 2949, CESifo Group Munich.
  34. Akram, Q. Farooq, 2011. "Policy analysis in real time using IMF's monetary model," Economic Modelling, Elsevier, Elsevier, vol. 28(4), pages 1696-1709, July.
  35. Gavin, William T. & Keen, Benjamin D. & Pakko, Michael R., 2009. "Inflation Risk And Optimal Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 13(S1), pages 58-75, May.
  36. Timothy Cogley & Thomas J. Sargent, 2005. "The conquest of US inflation: Learning and robustness to model uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 528-563, April.
  37. William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc.
  38. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(6), pages 1857-1894, June.
  39. Brock, William A. & Durlauf, Steven N., 2005. "Local robustness analysis: Theory and application," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(11), pages 2067-2092, November.
  40. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004, Society for Computational Economics 273, Society for Computational Economics.
  41. Claudio E. V. Borio & Wiliam English & Andrew Filardo, 2003. "A tale of two perspectives: old or new challenges for monetary policy?," BIS Working Papers 127, Bank for International Settlements.
  42. Anastasios Xepapadeas & Catarina Roseta-Palma, 2003. "Instabilities and Robust Control in Fisheries," Working Papers, Fondazione Eni Enrico Mattei 2003.110, Fondazione Eni Enrico Mattei.
  43. Brock,W.A. & Durlauf,S.N., 2004. "Macroeconomics and model uncertainty," Working papers, Wisconsin Madison - Social Systems 20, Wisconsin Madison - Social Systems.
  44. Harald Uhlig, 2007. "Monetary Policy in Europe versus the United States: What Explains the Difference?," NBER Chapters, National Bureau of Economic Research, Inc, in: International Dimensions of Monetary Policy, pages 489-533 National Bureau of Economic Research, Inc.
  45. David Longworth, 2003. "Implications of a changing economic structure for the strategy of monetary policy : commentary," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 349-360.
  46. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004. "Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version," PIER Working Paper Archive 08-043, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Dec 2008.
  47. So, Leh-chyan, 2013. "Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis," MPRA Paper 52493, University Library of Munich, Germany.