Albert Marcet - Selected Publications#

"Convergence of Least Squares Learning Mechanisms in Self-Referential Linear Stochastic Models" (joint with T.J. Sargent) August 1989, Journal of Economic Theory, vol. 48-2, pp 337-368.

"Convergence of Least Squares Learning in Environments with Hidden State Variables and Private Information" (joint with T.J. Sargent) December 1989, Journal of Political Economy, vol. 97-6, pp 1306-22

"Solving a Growth Model by Parameterizing Expectations" (joint with W. den Haan) . January 1990, Journal of Business, Economics and Statistics, vol. 8-1, pp 31-34.

"Optimal Taxation without State-Contingent Debt", (joint with R. Aiyagari, T.J. Sargent y J. Seppälä), Journal of Political Economy, Vol. 110, pp 1220-1254, December 2002.

"Recurrent Hyperinflations and Learning", (joint with J.P. Nicolini) American Economic Review, Vol. 93, n. 5, pp. 1476-1498, December 2003.

"Internal Rationality, Imperfect Market Knowledge and Asset Prices", (with K. Adam), Journal of Economic Theory 146, pp 1224-1252, May 2011

"Stock Market Volatility and Learning", (with K. Adam and J.P. Nicolini) Journal of Finance, Vol. 71, Issue 1, pp 33-82. February 2016.

"Stock Price Booms and Expected Capital Gains" (with K. Adam and J. Beutel), American Economic Review, pages 2352-2408, August 2017.

"Government Debt Management: The Long and the Short of It" (2017),(with Faraglia, E., A. Marcet, R. Oikonomou and A. Scott) Review of Economic Studies

"Recursive Contracts" (2019) (with Ramon Marimon), Econometrica