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95 changes: 95 additions & 0 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,28 @@
Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
###

@article{evans2005interview,
title={An interview with thomas j. sargent},
author={Evans, George W and Honkapohja, Seppo},
journal={Macroeconomic Dynamics},
volume={9},
number={4},
pages={561--583},
year={2005},
publisher={Cambridge University Press}
}

@article{hansen2014nobel,
title={Nobel lecture: Uncertainty outside and inside economic models},
author={Hansen, Lars Peter},
journal={Journal of Political Economy},
volume={122},
number={5},
pages={945--987},
year={2014},
publisher={University of Chicago Press Chicago, IL}
}

@book{Sargent_Stachurski_2025,
place={Cambridge},
title={Dynamic Programming: Finite States},
Expand Down Expand Up @@ -2460,6 +2482,16 @@ @article{hicks1937mr
year={1937}
}

@article{GrossmanShiller1981,
title={The determinants of the variability of stock market prices},
author={Grossman, Sanford J and Shiller, Robert J},
journal={American Economic Review},
volume={71},
number={2},
pages={222--227},
year={1981}
}

@article{hansen1983stochastic,
title={Stochastic consumption, risk aversion, and the temporal behavior of asset returns},
author={Hansen, Lars Peter and Singleton, Kenneth J},
Expand All @@ -2480,6 +2512,69 @@ @article{hansen1982generalized
publisher={JSTOR}
}

@article{abel1990asset,
title={Asset prices under habit formation and catching up with the Joneses},
author={Abel, Andrew B},
journal={American Economic Review},
volume={80},
number={2},
pages={38--42},
year={1990}
}

@article{campbell1999force,
title={By force of habit: A consumption-based explanation of aggregate stock market behavior},
author={Campbell, John Y and Cochrane, John H},
journal={Journal of Political Economy},
volume={107},
number={2},
pages={205--251},
year={1999},
publisher={The University of Chicago Press}
}

@article{barro2006rare,
title={Rare disasters and asset markets in the twentieth century},
author={Barro, Robert J},
journal={The Quarterly Journal of Economics},
volume={121},
number={3},
pages={823--866},
year={2006},
publisher={MIT Press}
}

@article{Brock1982,
title={Asset prices in a production economy},
author={Brock, William A},
journal={The Economics of Information and Uncertainty},
pages={1--43},
year={1982},
publisher={University of Chicago Press}
}

@article{PrescottMehra1980,
title={Recursive competitive equilibrium: The case of homogeneous households},
author={Prescott, Edward C and Mehra, Rajnish},
journal={Econometrica},
volume={48},
number={6},
pages={1365--1379},
year={1980},
publisher={JSTOR}
}

@article{Hansen1982,
title={Large sample properties of generalized method of moments estimators},
author={Hansen, Lars Peter},
journal={Econometrica},
volume={50},
number={4},
pages={1029--1054},
year={1982},
publisher={JSTOR}
}

@incollection{Uhlig2001,
author = {Uhlig, H},
booktitle = {Computational Methods for the Study of Dynamic Economies},
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2 changes: 2 additions & 0 deletions lectures/_toc.yml
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Expand Up @@ -124,6 +124,8 @@ parts:
numbered: true
chapters:
- file: markov_asset
- file: hansen_singleton_1983
- file: hansen_singleton_1982
- file: doubts_or_variability
- file: ge_arrow
- file: harrison_kreps
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