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Introduction to model uncertainty and robustness

Hansen, Lars Peter; Maenhout, Pascal J.; Rustichini, Aldo; … - In: Journal of economic theory 128 (2006) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10003335321

Robust control and model misspecification

Hansen, Lars Peter; Sargent, Thomas J.; Turmuhambetova, … - In: Journal of economic theory 128 (2006) 1, pp. 45-90

Persistent link: https://www.econbiz.de/10003335327

Robustness and US monetary policy experimentation

Cogley, Timothy; Colacito, Riccardo; Hansen, Lars Peter; … - In: Journal of money, credit and banking : JMCB 40 (2008) 8, pp. 1599-1623

Persistent link: https://www.econbiz.de/10003797235

Benefits from US monetary policy experimentation in the days of Samuelson and Solow and Lucas

Cogley, Timothy; Colacito, Riccardo; Sargent, Thomas J. - In: Journal of money, credit and banking : JMCB 39 (2007), pp. 67-99

Persistent link: https://www.econbiz.de/10003430042

Doubts or variability?

Barillas, Francisco; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic theory 144 (2009) 6, pp. 2388-2418

Persistent link: https://www.econbiz.de/10003938058

Robustness

Hansen, Lars Peter; Sargent, Thomas J. - 2008

making. The main motivation behind the proposed approach is that concern about model misspecification in economics leads to … such problems were discussed). 2. Representation of worst-case shock based on reformulation of misspecification …

Persistent link: https://www.econbiz.de/10003539380

Four types of ignorance

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113

Persistent link: https://www.econbiz.de/10011326677

Macroeconomics at the service of public policy

Sargent, Thomas J. (ed.) - 2013 - 1. ed.

Persistent link: https://www.econbiz.de/10009715888

Uncertainty within economic models

Hansen, Lars Peter; Sargent, Thomas J. - 2015

Persistent link: https://www.econbiz.de/10010430788

Wanting robustness in macroeconomics

Hansen, Lars Peter; Sargent, Thomas J. - 2011

Persistent link: https://www.econbiz.de/10008934677