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Citations for "Recursive robust estimation and control without commitment"

by Hansen, Lars Peter & Sargent, Thomas J.

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  1. Orlik, Anna & Presno, Ignacio, 2013. "Optimal monetary policy under model uncertainty without commitment," Working Papers, Federal Reserve Bank of Boston 13-20, Federal Reserve Bank of Boston.
  2. Yulei Luo & Jun Nie & Eric R. Young, 2010. "Robustness, information-processing constraints, and the current account in small open economies," Research Working Paper, Federal Reserve Bank of Kansas City RWP 10-17, Federal Reserve Bank of Kansas City.
  3. Karantounias, Anastasios G., 2013. "Managing pessimistic expectations and fiscal policy," Theoretical Economics, Econometric Society, Econometric Society, vol. 8(1), January.
  4. Nengjiu Ju & Jianjun Miao, . "Ambiguity, Learning, and Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics wp2009-014, Boston University - Department of Economics.
  5. Yulei Luo & Jun Nie & Eric R. Young, 2013. "Robust Control, Informational Frictions, and International Consumption Correlations," Working Papers 212013, Hong Kong Institute for Monetary Research.
  6. Justin Svec, 2011. "Optimal Capital Taxation and Consumer Uncertainty," Working Papers, College of the Holy Cross, Department of Economics 1108, College of the Holy Cross, Department of Economics.
  7. Hansen, Lars Peter & Sargent, Thomas J., 2012. "Three types of ambiguity," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(5), pages 422-445.
  8. Hui Chen & Nengjiu Ju & Jianjun Miao, 2008. "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics dp-179, Boston University - Department of Economics, revised Feb 2009.
  9. Martin Ellison & Thomas J. Sargent, 2012. "A Defense Of The Fomc," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1047-1065, November.
  10. Cogley, Timothy & Sargent, Thomas J., 2008. "The market price of risk and the equity premium: A legacy of the Great Depression?," Journal of Monetary Economics, Elsevier, Elsevier, vol. 55(3), pages 454-476, April.
  11. Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009. "Recursive smooth ambiguity preferences," Journal of Economic Theory, Elsevier, Elsevier, vol. 144(3), pages 930-976, May.
  12. Tobias Adrian & Nina Boyarchenko, 2012. "Intermediary Leverage Cycles and Financial Stability," Working Papers, Becker Friedman Institute for Research In Economics 2012-010, Becker Friedman Institute for Research In Economics.
  13. Justin Svec, 2010. "Optimal Fiscal Policy with Robust Control," Working Papers, College of the Holy Cross, Department of Economics 1004, College of the Holy Cross, Department of Economics.
  14. Raghu Suryanarayanan, 2006. "Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  15. Thomas Breuer & Imre Csiszar, 2013. "Measuring Model Risk," Papers 1301.4832, arXiv.org.
  16. Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J., 2009. "Doubts or variability?," Journal of Economic Theory, Elsevier, Elsevier, vol. 144(6), pages 2388-2418, November.
  17. Athanassoglou, Stergios & Xepapadeas, Anastasios, 2012. "Pollution control with uncertain stock dynamics: When, and how, to be precautious," Journal of Environmental Economics and Management, Elsevier, vol. 63(3), pages 304-320.
  18. Tobias Adrian & Nina Boyarchenko, 2012. "Intermediary leverage cycles and financial stability," Staff Reports, Federal Reserve Bank of New York 567, Federal Reserve Bank of New York.
  19. Anastasios Xepapadeas & Catarina Roseta-Palma, 2013. "Instabilities and robust control in natural resource management," Portuguese Economic Journal, Springer, Springer, vol. 12(3), pages 161-180, December.
  20. Joshua Congdon-Hohman & Anil Nathan & Justin Svec, 2013. "Student Uncertainty and Major Choice," Working Papers, College of the Holy Cross, Department of Economics 1301, College of the Holy Cross, Department of Economics.
  21. Boyarchenko, Nina, 2012. "Ambiguity shifts and the 2007–2008 financial crisis," Journal of Monetary Economics, Elsevier, Elsevier, vol. 59(5), pages 493-507.
  22. Hansen, Lars Peter & Mayer, Ricardo & Sargent, Thomas, 2010. "Robust hidden Markov LQG problems," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 34(10), pages 1951-1966, October.
  23. 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.
  24. Robert Baumann & Justin Svec, 2013. "The Impact of Political Uncertainty: A Robust Control Approach," Working Papers, College of the Holy Cross, Department of Economics 1306, College of the Holy Cross, Department of Economics.
  25. Raghu Suryanarayanan, 2006. "A Model of Anticipated Regret and Endogenous Beliefs," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 161, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Dec 2008.
  26. Thorsten Drautzburg, 2013. "Entrepreneurial tail risk: implications for employment dynamics," Working Papers 13-45, Federal Reserve Bank of Philadelphia.
  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.