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1
The market price of risk and the equity premium : a legacy of the Great Depression?
Cogley, Timothy
;
Sargent, Thomas J.
- In:
Journal of monetary economics
55
(
2008
)
3
,
pp. 454-476
Persistent link: https://www.econbiz.de/10003764200
Saved in:
2
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
Saved in:
3
Diverse beliefs, survival and the market price of risk
Cogley, Timothy
;
Sargent, Thomas J.
- In:
The economic journal : the journal of the Royal …
119
(
2009
),
pp. 354-376
Persistent link: https://www.econbiz.de/10003818087
Saved in:
4
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
Saved in:
5
Measuring price-level uncertainty and instability in the United States : 1850 - 2012
Cogley, Timothy
;
Sargent, Thomas J.
- In:
The review of economics and statistics
97
(
2015
)
4
,
pp. 827-838
Persistent link: https://www.econbiz.de/10011399459
Saved in:
6
Market prices of risk with diverse beliefs, learning, and catastrophes
Cogley, Timothy
;
Sargent, Thomas J.
;
Tsyrennikov, Viktor
- In:
The American economic review
102
(
2012
)
3
,
pp. 141-146
Persistent link: https://www.econbiz.de/10009705252
Saved in:
7
Wealth dynamics in a bond economy with heterogeneous beliefs
Cogley, Timothy
;
Sargent, Thomas J.
;
Tsyrennikov, Viktor
- In:
The economic journal : the journal of the Royal …
124
(
2014
)
575
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010383337
Saved in:
8
Anticipated utility and rational expectations as approximations of Bayesian decision making
Cogley, Timothy
;
Sargent, Thomas J.
- In:
International economic review
49
(
2008
)
1
,
pp. 185-221
Persistent link: https://www.econbiz.de/10003662287
Saved in:
9
Price-level uncertainty and instability in the United Kingdom
Cogley, Timothy
;
Sargent, Thomas J.
;
Surico, Paolo
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011474146
Saved in:
10
Bayesian fan charts for UK inflation : forecasting and sources of uncertainty in an evolving moentary system
Cogley, Timothy
;
Morozov, Sergei
;
Sargent, Thomas J.
- In:
Journal of economic dynamics & control
29
(
2005
)
11
,
pp. 1893-1925
Persistent link: https://www.econbiz.de/10003172878
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