33Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
44###
55
6+ @article {evans2005interview ,
7+ title ={ An interview with thomas j. sargent} ,
8+ author ={ Evans, George W and Honkapohja, Seppo} ,
9+ journal ={ Macroeconomic Dynamics} ,
10+ volume ={ 9} ,
11+ number ={ 4} ,
12+ pages ={ 561--583} ,
13+ year ={ 2005} ,
14+ publisher ={ Cambridge University Press}
15+ }
16+
17+ @article {hansen2014nobel ,
18+ title ={ Nobel lecture: Uncertainty outside and inside economic models} ,
19+ author ={ Hansen, Lars Peter} ,
20+ journal ={ Journal of Political Economy} ,
21+ volume ={ 122} ,
22+ number ={ 5} ,
23+ pages ={ 945--987} ,
24+ year ={ 2014} ,
25+ publisher ={ University of Chicago Press Chicago, IL}
26+ }
27+
628@book {Sargent_Stachurski_2025 ,
729 place ={ Cambridge} ,
830 title ={ Dynamic Programming: Finite States} ,
@@ -2460,6 +2482,16 @@ @article{hicks1937mr
24602482 year ={ 1937}
24612483}
24622484
2485+ @article {GrossmanShiller1981 ,
2486+ title ={ The determinants of the variability of stock market prices} ,
2487+ author ={ Grossman, Sanford J and Shiller, Robert J} ,
2488+ journal ={ American Economic Review} ,
2489+ volume ={ 71} ,
2490+ number ={ 2} ,
2491+ pages ={ 222--227} ,
2492+ year ={ 1981}
2493+ }
2494+
24632495@article {hansen1983stochastic ,
24642496 title ={ Stochastic consumption, risk aversion, and the temporal behavior of asset returns} ,
24652497 author ={ Hansen, Lars Peter and Singleton, Kenneth J} ,
@@ -2480,6 +2512,69 @@ @article{hansen1982generalized
24802512 publisher ={ JSTOR}
24812513}
24822514
2515+ @article {abel1990asset ,
2516+ title ={ Asset prices under habit formation and catching up with the Joneses} ,
2517+ author ={ Abel, Andrew B} ,
2518+ journal ={ American Economic Review} ,
2519+ volume ={ 80} ,
2520+ number ={ 2} ,
2521+ pages ={ 38--42} ,
2522+ year ={ 1990}
2523+ }
2524+
2525+ @article {campbell1999force ,
2526+ title ={ By force of habit: A consumption-based explanation of aggregate stock market behavior} ,
2527+ author ={ Campbell, John Y and Cochrane, John H} ,
2528+ journal ={ Journal of Political Economy} ,
2529+ volume ={ 107} ,
2530+ number ={ 2} ,
2531+ pages ={ 205--251} ,
2532+ year ={ 1999} ,
2533+ publisher ={ The University of Chicago Press}
2534+ }
2535+
2536+ @article {barro2006rare ,
2537+ title ={ Rare disasters and asset markets in the twentieth century} ,
2538+ author ={ Barro, Robert J} ,
2539+ journal ={ The Quarterly Journal of Economics} ,
2540+ volume ={ 121} ,
2541+ number ={ 3} ,
2542+ pages ={ 823--866} ,
2543+ year ={ 2006} ,
2544+ publisher ={ MIT Press}
2545+ }
2546+
2547+ @article {Brock1982 ,
2548+ title ={ Asset prices in a production economy} ,
2549+ author ={ Brock, William A} ,
2550+ journal ={ The Economics of Information and Uncertainty} ,
2551+ pages ={ 1--43} ,
2552+ year ={ 1982} ,
2553+ publisher ={ University of Chicago Press}
2554+ }
2555+
2556+ @article {PrescottMehra1980 ,
2557+ title ={ Recursive competitive equilibrium: The case of homogeneous households} ,
2558+ author ={ Prescott, Edward C and Mehra, Rajnish} ,
2559+ journal ={ Econometrica} ,
2560+ volume ={ 48} ,
2561+ number ={ 6} ,
2562+ pages ={ 1365--1379} ,
2563+ year ={ 1980} ,
2564+ publisher ={ JSTOR}
2565+ }
2566+
2567+ @article {Hansen1982 ,
2568+ title ={ Large sample properties of generalized method of moments estimators} ,
2569+ author ={ Hansen, Lars Peter} ,
2570+ journal ={ Econometrica} ,
2571+ volume ={ 50} ,
2572+ number ={ 4} ,
2573+ pages ={ 1029--1054} ,
2574+ year ={ 1982} ,
2575+ publisher ={ JSTOR}
2576+ }
2577+
24832578@incollection {Uhlig2001 ,
24842579 author = { Uhlig, H} ,
24852580 booktitle = { Computational Methods for the Study of Dynamic Economies} ,
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