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Browsing by Author "Marcet, Albert"

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Accuracy in simulations

Den Haan, Wouter J.; Marcet, Albert (1993-09-01)
Communication, commitment and growth

Marcet, Albert; Marimon, Ramon (1991-06-01)

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Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations

Marcet, Albert; Marshall, David A. (1992-10-01)

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Debt and deficit fluctuations and the structure of bond markets

Marcet, Albert; Scott, Andrew (2001-05-01)
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints

Marcet, Albert; Singleton, Kenneth J. (1990-04-01)
Essays on bayesian and classical econometrics with small samples

Jarocinski, Marek (Universitat Pompeu Fabra, 2011-04-12)

Esta tesis se ocupa de los problemas de la estimación econométrica con muestras pequeñas, en los contextos del los VARs monetarios y de la investigación empírica del crecimiento. Primero, demuestra cómo mejorar el análisis ...
Essays on monetary policy and learning

Molnár, Krisztina (Universitat Pompeu Fabra, 2006-06-20)

Mi tesis se basa en los resultados de least squares learning, que modela agentes individuales como econometricos: los agentes funcionan como regresiones, usan datos disponibles para formar sus expectativas. En el primer ...
Expectations and macroeconomics: learning and loose commitment

Nunes, Ricardo (Universitat Pompeu Fabra, 2007-07-05)

The three chapters of this thesis analyze different issues regarding the role of expectations in macroeconomics. The first two chapters consider that private economic agents can either be rational and forward looking or ...
Expectations, interest rate and limited commitment

Ferrero, Giuseppe (Universitat Pompeu Fabra, 2005-02-04)

El tema genérico de la tesis es el estudio de modelos dinámicos que departen del supuesto tradicional de mercados perfectos y expectativas racionales. En el primer capitulo se estudia la política monetaria en un modelo de ...
Growth, capital flows and enforcement constaints: The case of Africa

Giovannetti, Giorgia; Marcet, Albert; Marimon, Ramon (1993-03-01)
Household heterogeneity and Incomplete Financial Markets: Asset Return Implications in a Real Business Cycle Setup

Carceles Poveda, Eva (Universitat Pompeu Fabra, 2001-10-23)

Uno de los problemas principales de la literature moderna de ciclos es la imposibilidad de replicar el comportamiento de los rendimientos de activos financieros. Varios autores han incorporado mercados financieros en el ...
Incomplete markets, labor supply and capital accumulation

Marcet, Albert; Obiols-Homs, Francesc; Weil, Philippe (2002-10-01)
Limiting Debt in the Optional Taxation Setup

Yakadina, Irina (Universitat Pompeu Fabra, 2011-04-12)

La literatura reciente que se ha concentrado en la imposición fiscal óptima de los factores de producción (el capital y el trabajo) llega a las conclusiones siguientes. Para un gobierno benevolente que maximiza el bienestar ...
Money and prices in models of bounded rationality in high inflation economies

Marcet, Albert; Nicolini, Juan Pablo (2005-01-01)

This paper studies the short run correlation of inflation and money growth. We study whether a model of learning can do better than a model of rational expectations, we focus our study on countries of high inflation. We ...
Optimal fiscal policy, limited commitment and learning

Caprioli, Francesco (Universitat Pompeu Fabra, 2009-07-03)

Esta tesis trata sobre cómo la autoridad fiscal debe fijar los impuestos distorsivos de manera óptima. El capítulo 1 analiza el problema de la política fiscal cuando el gobierno tiene un incentivo a hacer default con su ...
Optimal policy with general signal extraction

Hauk, Esther; Lanteri, Andrea; Marcet, Albert (2019-11)

We study optimal policy when the planner has partial information in a general setup where observed signals are endogenous to policy. In this context, signal extraction and policy have to be determined jointly. We derive a ...
Optimal policy with general signal extraction

Hauk, Esther; Lanteri, Andrea; Marcet, Albert (Elsevier, 2021)

Most available results on optimal decisions under partial information are derived under “separation”. But this principle does not always hold. We derive a non-standard first order condition of optimality from first principles ...
Optimal taxation without state-contingent debt

Marcet, Albert; Sargent, Thomas J.; Seppala, Juha (1996-04-01)
Parameterized expectations approach; Some practical issues

Marcet, Albert; Lorenzoni, Guido (1998-06-01)
Pareto-improving optimal capital and labor taxes

Greulich, Anna Katharina; Laczó, Sarolta; Marcet, Albert (2022-08)

We study optimal Pareto-improving factor taxation when agents are heterogeneous in their labor productivity and wealth and markets are complete. Pareto-improving policies require a gradual reform: labor taxes should be ...

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Browsing by Author "Marcet, Albert"

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