Browsing Departament d'Economia i Empresa by Author "Sargent, Thomas J."

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Browsing Departament d'Economia i Empresa by Author "Sargent, Thomas J."

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  • Marcet, Albert; Sargent, Thomas J.; Seppala, Juha (1996)
    To recover a version of Barro's (1979) `random walk' tax smoothing outcome, we modify Lucas and Stokey's (1983) economy to permit only risk--free debt. This imparts near unit root like behavior to government debt, ...
  • Marcet, Albert; Sargent, Thomas J. (1992)
    This paper fills a gap in the existing literature on least squares learning in linear rational expectations models by studying a setup in which agents learn by fitting ARMA models to a subset of the state variables. This ...

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