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According to Wikipedia , Albert Marcet Torrens is a Spanish economist, specialized in macroeconomics, time series, financial economics and economic dynamic theory. He is currently serving as Professor of Macroeconomics at the UCL Department of Economics, on leave from his position as ICREA Research Professor and Director of the Institute for Economic Analysis , a research centre of the Spanish National Research Council , and AXA Research Chair on Macroeconomic Risk at the Barcelona Graduate School of Economics. He is also a Fellow of the Econometric Society and he has been a Research Fellow of Centre for Economic Policy Research since 1992.
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1940 1950 1960 1970 1980 1990 2000 2010 2020 0 125 250 375 500 625 750 875 1000 1125 1250 1375 Published Works Convergence of Least Squares Learning Mechanisms in Self- Referential Linear Stochastic Models* (1989) Optimal Taxation Without State-Contingent Debt (2002) Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information (1989) Solving the Stochastic Growth Model by Parameterizing Expectations (1990) The Poor Stay Poor: Non-Convergence Across Countries and Regions (1995) (333)Stock Market Volatility and Learning (2008) Recurrent Hyperinflations and Learning (2003) Communication, commitment, and growth (1992) Accuracy in Simulations (1994) House Price Booms and the Current Account (2011) Stock Price Booms and Expected Capital Gains (2015) Internal rationality, imperfect market knowledge and asset prices (2011) Least Squares Learning and the Dynamics of Hyperinflation (1989) (118)The Fate of Systems with "Adaptive" Expectations (1988) (110)Debt and Deficit Fluctuations and the Structure of Bond Markets (2001) Parameterized expectations approach; Some practical issues (1998) EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS (1998) In Search of a Theory of Debt Management (2008) FORTRAN code for Simulation Parameterized Expecations Algorithm (1990) (73)Incomplete Markets, Labor Supply and Capital Accumulation (2002) Optimal Taxation without State‐Contingent Debt (2002) The Hp-Filter in Cross-Country Comparisons (2004) (61)Fiscal Insurance and Debt Management in OECD Economies (2008) Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions (1994) Booms and Busts in Asset Prices (2010) (54)Supply Side Interventions and Redistribution (2009) Money and Prices in Models of Bounded Rationality in High Inflation Economies (2005) The Impact of Debt Levels and Debt Maturity on Inflation (2012) Simulation analysis of dynamic stochastic models: Applications to theory and estimation (1991) Recurrent Hyperin ° ations and Learning (2001) (41)The National Bureau of Economic Research (2015) Government Debt Management: The Long and the Short of it (2014) Learning and Stock Market Volatility (2006) (32)Can a financial transaction tax prevent stock price booms (2015) Pareto-Improving Optimal Capital and Labor Taxes (2008) Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations (1992) (22)Speed of convergence of recursive least squares learning with ARMA perceptions (1992) (22)The Convergence of Vector Autoregressions to Rational Expectations Equilibria (1992) (20)Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production (1991) (18)Autoregressions in Small Samples, Priors about Observables and Initial Conditions (2010) Growth, capital flows and enforcement constaints: The case of Africa (1993) Long term Government Bonds (2016) Internal Rationality and Asset Prices (2009) (8)Priors about observables in vector autoregressions (2019) GAUSS code for the HP-filter reformulated as a constrained minimization problem (2001) (7)Optimal fiscal and monetary policy with heterogeneous agents (2021) (6)Optimal Policy with General Signal Extraction (2016) On the link between Bayesian estimators and Classical Bias Corrections in Time Series (2005) (5)Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition (2014) (4)No 1055 June 2011 Recursive Contracts (2011) (4)Debt Management and Optimal Fiscal Policy with Long Bonds (2012) (4)10 Temporal Aggregation of Economic Time Series (2006) (3)A note on borrowing limits and welfare (2007) (2)A Short Note on Optimal Debt Management under Asymmetric Information (2019) Modelling Long Bonds - The Case of Optimal Fiscal Policy (2014) (2)Polarization under incomplete markets and endogenous labor productivity (2006) (2)Working Paper Stock Market Volatility and Learning (2012) (1)Debt Management under Incomplete Markets and Transaction Costs (2009) (1)Optimal Policy with Endogenous Signal Extraction (2014) (1)VAR ’ Puzzles ’ in Four Big EuroZone Countries Under Alternative Estimation Strategies (2002) (1)Debt Management Under Complete Markets (2006) (1)No 1064 July 2011 House Price Booms and the Current Account (2011) (1)Dealing with Maturity : Optimal Fiscal Policy in the Case of Long Bonds ∗ (2011) (1)Discussion (2012) Stock prices and internal rationality (2016) (0)DISCUSSION. COLD STORAGE AT THE LONDON AND INDIA DOCKS. Labor supply, precautionary saving and growth (2007) (0)Working Paper / Document de travail 2014-4 Technology Shocks , Labour Mobility and Aggregate Fluctuations (2014) (0)Monetary News, Surprises and the Macroeconomy (2015) (0)Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets (2004) (0)Online Appendix to "Priors about Observables in Vector Autoregressions" (2013) (0)Preeliminary and Incomplete (2008) (0)Expectations Formation and the 1990 s ERM (2001) (0)Working Papers in Economics : 1761 A SHORT NOTE ON OPTIMAL DEBT MANAGEMENT UNDER ASYMMETRIC INFORMATION Elisa (2019) (0)THE FISCAL COSTS OF DEBT LIMITS (2000) (0)Equity Financing Preeliminary and Incomplete (2008) (0)Equity Issuance and Dividend Policy Under Commitment (2008) No 1077 September 2011 Stock Market Volatility and Learning (2010) (0)Dealing with Maturity : Solving for Optimal Fiscal Policy in the Case of Long Bonds (2011) (0)On the Risk of Leaving the Euro (2016) Financial Policy with Fully Rational Firms∗ (2007) (0)GRESHAM’S LAW OF MODEL AVERAGING (2016) (0)The Delta Prior and Small Sample Distribution in Time Series (2008) (0)Federal Reserve Bank of Minneapolis Research Department Stock Market Volatility and Learning (2015) (0)Replication data for: Stock Price Booms and Expected Capital Gains (2019) No 1059 July 2011 Booms and Busts in Asset Prices (2010) (0)Money, Prices and Monetary Policy (2009) (0)The macroeconomic impact of firms’ defensive behavior (2021) (0)IMES Discussion Paper Series 2010-E-2 February 2010 Booms and Busts in Asset Prices (2010) (0)Convergence of Least Squares Learning in Environments With Private Information (2010) (0)Optimal Taxation without State-Contingent Debt Author ( s ) : (2007) (0)Recursive Contracts (2019) Working Paper Series Working Paper n o 173 Incomplete Markets , Labor Supply and Capital Accumulation (2005) (0)Optimal Debt Management (2009) (0)The role of learning in asset pricing (2017) (0)Asset Price volatility, learning, and rationality (2009) (0)Centre de Referència en Economia Analítica Barcelona Economics Working Paper Series Working Paper n o 32 The HP-Filter in Cross-Country Comparisons (2004) (0)Parameterized Expectations Approach ; Some practical issues y (2004) (0)The Current Finnancial Crisis (2008) (0)Translating Priors about Observables in Autoregressions and the Role of Initial Conditions in Small Samples (2010) (0)Appendix Stock Price Booms and Expected Capital Gains (2017) (0)Discussion (2012) Prior for Growth Rates, Small Sample Bias and the Eects of Monetary Policy (2006) (0)More Papers This paper list is powered by the following services:
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