Papers
Alvarez and Jermann (2005), "Using
Asset Prices to Measure the Persistence of the Marginal
Utility of Wealth", Econometrica
Hansen and Sargent (2008), "Robustness"
(Chapters 1-3)
Hansen and Sargent (2008), "Robustness"
(Chapters 9-10)
Hansen and Sargent (2008), "Robustness"
(Chapter 13)
Kasa (2018), "Notes on Brownian Motion
and Stochastic Calculus"
Kasa (2018), "Notes on Continuous-Time
Dynamic Programming"
Hansen and Sargent (2011), "Wanting
Robustness in Macroeconomics", Handbook
of Monetary Economics
Barnett, Brock & Hansen (2019), "Pricing Uncertainty Induced by
Climate Change", working paper
Dew-Becker and Nathanson (2019), "Directed Attention and Nonparametric
Learning", working paper
Hansen, Sargent & Tallarini (1999), "Robust
Permanent Income and Pricing", Review
of Economic Studies
Barillas, Hansen and Sargent (2009), "Doubts or Variability?",
Journal of Economic Theory
Hansen and Sargent (2010), "Fragile
Beliefs and the Price of Uncertainty", Quantitative
Economics
Hansen and Sargent (2019), "Structured Uncertainty and Model Misspecification", working paper
Hansen and Sargent (2019), "Macroeconomic Uncertainty Prices when Beliefs are Tenuous", working paper
Sargent and Velde (1999), "Optimal
Fiscal Policy in a Linear Stochastic Economy", from
Computational Methods for the Study of Dynamic Economies
Evans and Sargent (2013), "History-Dependent
Public Policies", from Macroeconomics at
the Service of Public Policy
Bhandari, Evans, Golosov & Sargent (2017), "Fiscal Policy and Debt Management
with Incomplete Markets", Quarterly Journal
of Economics
Hansen and Sargent (2012), "Three
Types of Ambiguity", Journal of Monetary
Economics
Colocito, Croce & Liu (2019), "Recursive
Allocations and Wealth Distribution with Multiple
Goods: Existence, Survivorship, and Dynamics", Quantitative
Economics
Bray and Kreps (1987), "Rational
Learning and Rational Expectations", from Arrow and the Ascent
of Modern Economic Theory
Marcet and Sargent (1989), "Convergence
of Least-Squares Learning Mechanisms in Self-Referential
Linear Stochastic Models", Journal of Economic
Theory
Hansen (2007), "Beliefs, Doubts,
and Learning: Valuing Macroeconomic Risk", American
Economic Review
Adam, Marcet & Nicolini (2016), "Stock
Market Volatility and Learning", Journal
of Finance
Sargent (2008), "Evolution and Intelligent Design", American Economic Review
Fudenberg and Levince (2009), "Self-Confirming
Equilibrium and the Lucas Critique", Journal
of Economic Theory
Cho and Kasa (2015), "Learning and Model Validation", Review
of Economic Studies