Albert Marcet : Citation Profile


Are you Albert Marcet?

Barcelona School of Economics (BSE) (90% share)
Barcelona School of Economics (BSE) (10% share)

24

H index

31

i10 index

3282

Citations

RESEARCH PRODUCTION:

29

Articles

117

Papers

2

Chapters

RESEARCH ACTIVITY:

   35 years (1988 - 2023). See details.
   Cites by year: 93
   Journals where Albert Marcet has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 67 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma173
   Updated: 2024-07-05    RAS profile: 2024-03-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Faraglia, Elisa (4)

Oikonomou, Rigas (4)

Scott, Andrew (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Albert Marcet.

Is cited by:

Evans, George (61)

Adam, Klaus (50)

Oikonomou, Rigas (49)

Maliar, Serguei (49)

Hommes, Cars (47)

Mitra, Kaushik (44)

Maliar, Lilia (40)

Honkapohja, Seppo (37)

Nunes, Ricardo (33)

Sargent, Thomas (33)

Malley, Jim (32)

Cites to:

Adam, Klaus (24)

Sargent, Thomas (23)

Scott, Andrew (20)

Faraglia, Elisa (17)

Kehoe, Patrick (15)

Nicolini, Juan Pablo (14)

Chari, Varadarajan (14)

Evans, George (12)

Christiano, Lawrence (11)

Barro, Robert (10)

Nosbusch, Yves (10)

Main data


Where Albert Marcet has published?


Journals with more than one article published# docs
Journal of Economic Theory4
Journal of Monetary Economics4
American Economic Review3
Journal of Political Economy3
Economic Journal3
The Review of Economic Studies2

Working Papers Series with more than one paper published# docs
Working Papers / Barcelona School of Economics19
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
Working Papers / University of Mannheim, Department of Economics3
Working Paper Series / European Central Bank3
2009 Meeting Papers / Society for Economic Dynamics3
Sciences Po publications / Sciences Po2
Working Papers / Federal Reserve Bank of Minneapolis2
Economics Working Papers / European University Institute2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2
SciencePo Working papers Main / HAL2
2006 Meeting Papers / Society for Economic Dynamics2

Recent works citing Albert Marcet (2024 and 2023)


YearTitle of citing document
2023Prudential Policy with Distorted Beliefs. (2023). Davila, Eduardo ; Walther, Ansgar. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:7:p:1967-2006.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024Mutual insurance for uninsurable income. (2022). Ogaku, Michiko . In: Papers. RePEc:arx:papers:2204.00347.

Full description at Econpapers || Download paper

2023Coherence without Rationality at the Zero Lower Bound. (2022). McClung, Nigel ; Mavroeidis, Sophocles ; Ascari, Guido. In: Papers. RePEc:arx:papers:2208.02073.

Full description at Econpapers || Download paper

2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2023The Dynamics of Leverage and the Belief Distribution of Wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Papers. RePEc:arx:papers:2304.03436.

Full description at Econpapers || Download paper

2023Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction. (2023). Zhang, Ying ; Shang, Chencheng ; Cheng, Dawei ; Xiang, Sheng ; Liang, Yuqi. In: Papers. RePEc:arx:papers:2305.08740.

Full description at Econpapers || Download paper

2024Ploutos: Towards interpretable stock movement prediction with financial large language model. (2024). Zhang, QI ; Gong, Ming ; Wu, Ning ; Li, Jun ; Tong, Hanshuang. In: Papers. RePEc:arx:papers:2403.00782.

Full description at Econpapers || Download paper

2024Collusive Outcomes Without Collusion. (2024). Williams, Noah ; Cho, Inkoo. In: Papers. RePEc:arx:papers:2403.07177.

Full description at Econpapers || Download paper

2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532.

Full description at Econpapers || Download paper

2024Characterizing Public Debt Cycles: Dont Ignore the Impact of Financial Cycles. (2024). Xu, Yingying ; Liu, Zhixin ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2404.17412.

Full description at Econpapers || Download paper

2024Endogenous Credibility and Wage-Price Spirals. (2024). Zhang, Yang ; Kostyshyna, Olena ; Ozden, Tolga. In: Staff Working Papers. RePEc:bca:bocawp:24-14.

Full description at Econpapers || Download paper

2023Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?. (2023). Cassella, Stefano ; Barahona, Ricardo. In: Working Papers. RePEc:bde:wpaper:2335.

Full description at Econpapers || Download paper

2024Market perceptions, monetary policy, and credibility. (2024). Cuciniello, Vincenzo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1449_24.

Full description at Econpapers || Download paper

2023Optimal Disinflation with Delegation and Limited Credibility. (2023). Duggal, Mridula ; Rojas, Luis. In: Working Papers. RePEc:bge:wpaper:1401.

Full description at Econpapers || Download paper

2023Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266.

Full description at Econpapers || Download paper

2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

Full description at Econpapers || Download paper

2023Optimal public debt composition during debt crises: A review of theoretical literature. (2023). Goeminne, Stijn ; Naert, Frank ; Elberry, Nada Azmy. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:351-376.

Full description at Econpapers || Download paper

2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

Full description at Econpapers || Download paper

2023The cyclicality of bank credit losses and capital ratios under expected loss model. (2023). Giansante, Simone ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:1013.

Full description at Econpapers || Download paper

2023Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042.

Full description at Econpapers || Download paper

2023Capital Risk, Fiscal Policy, and the Distribution of Wealth. (2023). Regis, Luca ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_454.

Full description at Econpapers || Download paper

2024Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean-Charles ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544.

Full description at Econpapers || Download paper

2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

Full description at Econpapers || Download paper

2023Stage-Based Identification of Policy Effects. (2023). Busch, Christopher ; Aleman, Christian ; Santaeulalia-Llopis, Raul ; Ludwig, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10722.

Full description at Econpapers || Download paper

2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2312.

Full description at Econpapers || Download paper

2024Why Don’t Poor Families Move? A Spatial Equilibrium Analysis of Parental Decisions with Social Learning. (2024). Bellue, Suzanne. In: Working Papers. RePEc:crs:wpaper:2024-07.

Full description at Econpapers || Download paper

2023The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat
2023Sharing risk to avoid tragedy: Informal insurance and irrigation in village economies. (2023). Mazur, Karol. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001729.

Full description at Econpapers || Download paper

2023The global savings glut and the housing boom. (2023). Jorgensen, Peter Lihn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002664.

Full description at Econpapers || Download paper

2023Credible Forward Guidance. (2023). Sunakawa, Takeki ; Nakata, Taisuke ; Batista, Quentin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001057.

Full description at Econpapers || Download paper

2023Supply-side economics with AS-AD in Ramsey dynamic general equilibrium. (2023). Gillman, Max ; Csabafi, Tamas ; Benk, Szilard. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:505-531.

Full description at Econpapers || Download paper

2023Households’ assets, sentiment shocks and business cycles. (2023). Miura, Shogo. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003121.

Full description at Econpapers || Download paper

2023Learning and cross-country correlations in a multi-country DSGE model. (2023). Audzei, Volha. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003790.

Full description at Econpapers || Download paper

2024Public debt management announcements: A welfare-theoretic analysis. (2024). Rossi, Enzo ; Dentler, Alexander. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323003735.

Full description at Econpapers || Download paper

2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

Full description at Econpapers || Download paper

2023Euro area inflation linked debt: An evaluation. (2023). Equiza-Goi, Juan. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003889.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

Full description at Econpapers || Download paper

2024Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478.

Full description at Econpapers || Download paper

2023Rational distorted beliefs investor; which risk matters?. (2023). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006080.

Full description at Econpapers || Download paper

2023Optimal redistributive policy in debt constrained economies. (2023). Tran-Xuan, Monica. In: Journal of International Economics. RePEc:eee:inecon:v:144:y:2023:i:c:s0022199623000715.

Full description at Econpapers || Download paper

2023Making sovereign debt safe with a financial stability fund. (2023). Liu, Yan ; Marimon, Ramon ; Wicht, Adrien. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001204.

Full description at Econpapers || Download paper

2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

Full description at Econpapers || Download paper

2023A macro-financial perspective to analyse maturity mismatch and default. (2023). Wang, Xuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426622000681.

Full description at Econpapers || Download paper

2023Local rationality. (2023). McGough, Bruce ; Li, Jungang ; Evans, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:216-236.

Full description at Econpapers || Download paper

2023The dynamics of leverage and the belief distribution of wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:20-31.

Full description at Econpapers || Download paper

2023Decentralizability of efficient allocations with heterogeneous forecasts. (2023). Kajii, Atsushi ; Chatterji, Shurojit. In: Journal of Economic Theory. RePEc:eee:jetheo:v:207:y:2023:i:c:s002205312200182x.

Full description at Econpapers || Download paper

2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s002205312300039x.

Full description at Econpapers || Download paper

2023Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

Full description at Econpapers || Download paper

2023Herding through booms and busts. (2023). Taschereau-Dumouchel, Mathieu ; Schaal, Edouard. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000650.

Full description at Econpapers || Download paper

2023Uniformly self-justified equilibria. (2023). Scheidegger, Simon ; Kubler, Felix. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001035.

Full description at Econpapers || Download paper

2023Coherence without rationality at the zero lower bound. (2023). McClung, Nigel ; Ascari, Guido ; Mavroeidis, Sophocles. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001412.

Full description at Econpapers || Download paper

2023Dynamics of subjective risk premia. (2023). Xu, Zhengyang ; Nagel, Stefan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001459.

Full description at Econpapers || Download paper

2023Union debt management. (2023). Oikonomou, Rigas ; Faraglia, Elisa ; Equiza-Goi, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001504.

Full description at Econpapers || Download paper

2023This time truly is different: The cyclical behaviour of fiscal policy during the Covid-19 crisis. (2023). Heimberger, Philipp. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000228.

Full description at Econpapers || Download paper

2023Expectation formation and learning in the labour market with on-the-job search and Nash bargaining. (2023). Zaharieva, Anna ; Damdinsuren, Erdenebulgan. In: Labour Economics. RePEc:eee:labeco:v:81:y:2023:i:c:s0927537122002019.

Full description at Econpapers || Download paper

2023Monetary policy & anchored expectations—An endogenous gain learning model. (2023). Gáti, Laura ; Gati, Laura. In: Journal of Monetary Economics. RePEc:eee:moneco:v:140:y:2023:i:s:p:s37-s47.

Full description at Econpapers || Download paper

2024Critique and consequence. (2024). Sargent, Thomas J. In: Journal of Monetary Economics. RePEc:eee:moneco:v:141:y:2024:i:c:p:2-13.

Full description at Econpapers || Download paper

2023Learning with uncertain inflation target. (2023). Traficante, Guido ; Marzioni, Stefano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:624-634.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and environmental governance company volatility: Evidence from China. (2023). Feng, Jing ; Qi, Jipeng ; Lv, Wendai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000016.

Full description at Econpapers || Download paper

2023Eurosystem stability: A stochastic dynamic optimization approach to public debt. (2023). Maggi, Bernardo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002458.

Full description at Econpapers || Download paper

2023Two-step estimation in linear regressions with adaptive learning. (2023). Mayer, Alexander. In: Statistics & Probability Letters. RePEc:eee:stapro:v:195:y:2023:i:c:s0167715222002747.

Full description at Econpapers || Download paper

2023Great or grim? Disagreement about Brexit, economic expectations and household spending. (2023). Yao, Yao ; Wei, Zhiwu ; Luca, Davide ; Kuang, Pei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119200.

Full description at Econpapers || Download paper

2023Aggregate Implications of Heterogeneous Inflation Expectations: The Role of Individual Experience. (2023). Toma, Hiroshi ; Pedemonte, Mathieu ; Verdugo, Estaban. In: Working Papers. RePEc:fip:fedcwq:95460.

Full description at Econpapers || Download paper

2023A Ramsey Theory of Financial Distortions. (2023). Cui, Wei ; Bassetto, Marco. In: Staff Report. RePEc:fip:fedmsr:95726.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Public debt as private liquidity: optimal policy. (2023). Collard, Fabrice ; Angeletos, George-Marios ; Dellas, Harris. In: Post-Print. RePEc:hal:journl:hal-04315922.

Full description at Econpapers || Download paper

2023Public Debt as Private Liquidity: Optimal Policy *. (2023). Dellas, Harris ; Collard, Fabrice ; Angeletos, George-Marios. In: Working Papers. RePEc:hal:wpaper:hal-03917771.

Full description at Econpapers || Download paper

2023The Grasshopper, the Ant, and the Minimum Wage. (2023). Hepburn, Jonathan Rojas ; Janiak, Alexandre. In: Documentos de Trabajo. RePEc:ioe:doctra:570.

Full description at Econpapers || Download paper

2023Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the Chinas Stock Markets. (2023). Gao, Wei ; Wu, XU ; Yue, Ding ; Yan, Ruzhen. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10215-5.

Full description at Econpapers || Download paper

2023Reinforcement Learning in Economics and Finance. (2023). Remlinger, Carl ; Elie, Romuald ; Charpentier, Arthur. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10119-4.

Full description at Econpapers || Download paper

2023Tax systems and public borrowing limits in a fiscal union. (2023). Turnovsky, Stephen J ; Dashkeev, Vladimir V. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:2:d:10.1007_s10797-021-09708-8.

Full description at Econpapers || Download paper

2023Should I stay or should I go?: the economic incentives of intergenerational taxes and transfers in Uruguay. (2023). Chumacero, Romulo A ; Amabile, Florencia. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:2:d:10.1007_s10797-021-09723-9.

Full description at Econpapers || Download paper

2023The fiscal response to revenue shocks. (2023). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:3:d:10.1007_s10797-022-09727-z.

Full description at Econpapers || Download paper

2023Household Debt and Economic Growth: Debt Service Matters. (2023). Kilinc, Mustafa ; Tunc, Cengiz. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-021-09659-x.

Full description at Econpapers || Download paper

2023Attaining stochastic optimal control over debt ratios in U.S. markets. (2023). Liu, Wei-Han. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01173-0.

Full description at Econpapers || Download paper

2023Risk-Taking and Asymmetric Learning in Boom and Bust Markets*. (2023). Weber, Martin ; Muller-Dethard, Jan ; Kieren, Pascal. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1743-1779..

Full description at Econpapers || Download paper

2023The welfare effects of tax progressivity with frictional labor markets. (). Pizzo, Alessandra. In: Review of Economic Dynamics. RePEc:red:issued:18-253.

Full description at Econpapers || Download paper

2023Does my model predict a forward guidance puzzle?. (). McClung, Nigel ; Gibbs, Christopher. In: Review of Economic Dynamics. RePEc:red:issued:22-197.

Full description at Econpapers || Download paper

2023Capital and Labor Taxes with Costly State Contingency. (). Villa, Alessandro ; Lanteri, Andrea ; Clymo, Alex. In: Review of Economic Dynamics. RePEc:red:issued:22-20.

Full description at Econpapers || Download paper

2023Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003.

Full description at Econpapers || Download paper

2023The social value of overreaction to information. (2023). D'Arienzo, Daniele ; Bizzarri, Matteo. In: CSEF Working Papers. RePEc:sef:csefwp:690.

Full description at Econpapers || Download paper

2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: School of Economics Discussion Papers. RePEc:sur:surrec:0423.

Full description at Econpapers || Download paper

2024Rich by Accident: the Second Welfare Theorem with a Redundant Asset Under Imperfect Foresight. (2024). Kajii, Atsushi ; Chatterji, Shurojit. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:048.

Full description at Econpapers || Download paper

2023A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems. (2023). Judd, Kenneth L ; Cai, Yongyang. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:651-687.

Full description at Econpapers || Download paper

2024Does peer-reviewed research help predict stock returns?. (2024). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: CFR Working Papers. RePEc:zbw:cfrwps:294837.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Albert Marcet:


YearTitleTypeCited
2017Stock Price Booms and Expected Capital Gains In: American Economic Review.
[Full Text][Citation analysis]
article140
2014Stock Price Booms and Expected Capital Gains.(2014) In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140
paper
2015Stock Price Booms and Expected Capital Gains.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140
paper
2014Stock Price Booms and Expected Capital Gains.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140
paper
2014Stock price booms and expected capital gains.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140
paper
1988The Fate of Systems with Adaptive Expectations. In: American Economic Review.
[Full Text][Citation analysis]
article40
2003Recurrent Hyperinflations and Learning In: American Economic Review.
[Full Text][Citation analysis]
article178
1997Recurrent Hyperinflations and Learning.(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178
paper
1998Recurrent Hyperinflations and Learning.(1998) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178
paper
1997Recurrent Hyperinflations and Learning..(1997) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 178
paper
2001Recurrent hyperinflations and learning.(2001) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 178
paper
2007Debt and Deficit Fluctuations and the Structure of Bond Markets In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper58
2003Debt and Deficit Fluctuations and the Structure of Bond Markets.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2007Debt and Deficit Fluctuations and the Structure of Bond Markets.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2001Debt and Deficit Fluctuations and the Structure of Bond Markets.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2009Debt and deficit fluctuations and the structure of bond markets.(2009) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
article
2003Debt and deficit fluctuations and the structure of bond markets.(2003) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58
paper
2007Fiscal Insurance and Debt Management in OECD Economies In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper24
2007Fiscal Insurance and Debt Management in OECD Economies.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2007Fiscal Insurance and Debt Management in OECD Economies.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2008Fiscal Insurance and Debt Management in OECD Economies.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
article
2008Fiscal Insurance and Debt Management in OECD Economies.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
article
2008Stock Market Volatility and Learning In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper171
2014Stock Market Volatility and Learning.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2016Stock Market Volatility and Learning.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
article
2011Stock Market Volatility and Learning.(2011) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2007Stock Market Volatility and Learning.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2008Stock market volatility and learning.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2011Stock market volatility and learning.(2011) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2015Stock Market Volatility and Learning.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2012Stock Market Volatility and Learning.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171
paper
2008Pareto-Improving Optimal Capital and Labor Taxes In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper21
2008Pareto-Improving Optimal Capital and Labor Taxes.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2016Pareto-Improving Optimal Capital and Labor Taxes.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2015Pareto-Improving Optimal Capital and Labor Taxes.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2023Pareto-Improving Optimal Capital and Labor Taxes.(2023) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
article
2022Pareto-Improving Optimal Capital and Labor Taxes.(2022) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2008In Search of a Theory of Debt Management In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper52
2008In Search of a Theory of Debt Management.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
paper
2011In Search of a Theory of Debt Management.(2011) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
paper
2008In Search of a Theory of Debt Management.(2008) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
paper
2010In search of a theory of debt management.(2010) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
article
2011In search of a theory of debt management.(2011) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
paper
2013Online Appendix to Priors about Observables in Vector Autoregressions In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper1
2013Online Appendix to Priors about Observables in Vector Autoregressions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013Priors about Observables in Vector Autoregressions In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]
paper7
2013Priors about Observables in Vector Autoregressions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2019Priors about observables in vector autoregressions.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2013El nuevo reto en Macroeconomía: la modelización y la medición de expectativas In: Boletín Económico.
[Full Text][Citation analysis]
article0
1990Solving the Stochastic Growth Model by Parameterizing Expectations. In: Journal of Business & Economic Statistics.
[Citation analysis]
article202
2004Money and Prices in Models of Bounded Rationality in High Inflation Economies In: Working Papers.
[Full Text][Citation analysis]
paper10
2005Money and Prices in Models of Bounded Rationality in High Inflation Economies.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2005Money and prices in models of bounded rationality in high inflation economies.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2005Money and Prices in Models of Bounded Rationality in High Inflation Economies.(2005) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2005Money and prices in models of bounded rationality in high inflation economies.(2005) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2003Incomplete Markets, Labor Supply and Capital Accumulation In: Working Papers.
[Full Text][Citation analysis]
paper79
2007Incomplete markets, labor supply and capital accumulation.(2007) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
article
2007Incomplete Markets, Labor Supply and Capital Accumulation.(2007) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
2003Incomplete Markets, Labor Supply and Capital Accumulation.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
2007Incomplete Markets, Labor Supply and Capital Accumulation.(2007) In: Sciences Po publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
2003Incomplete Markets, Labor Supply and Capital Accumulation.(2003) In: Sciences Po publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
2003Incomplete markets, labor supply and capital accumulation.(2003) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
paper
2003The HP-Filter in Cross-Country Comparisons In: Working Papers.
[Full Text][Citation analysis]
paper45
2004The HP-Filter in Cross-Country Comparisons.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
The HP-Filter in Cross-Country Comparisons.() In: Studies on the Spanish Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2003The HP-filter in cross-country comparisons.(2003) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2011Recursive Contracts In: Working Papers.
[Full Text][Citation analysis]
paper216
2011Recursive Contracts.(2011) In: CEP Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216
paper
2011Recursive contracts.(2011) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216
paper
2011Recursive Contracts.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216
paper
1998Recursive Contracts..(1998) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 216
paper
1998Recursive contracts.(1998) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216
paper
2019Recursive Contracts.(2019) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216
article
2014Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Government Debt Management: The Long and the Short of It (Plus Appendix) In: Working Papers.
[Full Text][Citation analysis]
paper5
2015Can a Financial Transaction Tax Prevent Stock Price Booms? In: Working Papers.
[Full Text][Citation analysis]
paper7
2015Can a Financial Transaction Tax Prevent Stock Price Booms?.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2015Can a financial transaction tax prevent stock price booms?.(2015) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2015Can a financial transaction tax prevent stock price booms?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2016Optimal Policy with General Signal Extraction In: Working Papers.
[Full Text][Citation analysis]
paper1
2021Optimal policy with general signal extraction.(2021) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2012Debt management and optimal fiscal policy with long bonds In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter5
2019Long Term Government Bonds In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper13
2016Long term Government Bonds.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2019A Short Note on Optimal Debt Management under Asymmetric Information In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2011Booms and Busts in Asset Prices In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper24
2011Booms and busts in asset prices.(2011) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2010Booms and Busts in Asset Prices.(2010) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
2011Autoregressions in Small Samples, Priors about Observables and Initial Conditions In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper17
2010Autoregressions in small samples, priors about observables and initial conditions.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2011Autoregressions in small samples, priors about observables and initial conditions.(2011) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2011House Price Booms and the Current Account In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper163
2011House Price Booms and the Current Account.(2011) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 163
chapter
2011House Price Booms and the Current Account.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 163
paper
2012House Price Booms and the Current Account.(2012) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 163
article
2011Internal Rationality, Imperfect Market Knowledge and Asset Prices In: CEP Discussion Papers.
[Full Text][Citation analysis]
paper102
2011Internal rationality, imperfect market knowledge and asset prices.(2011) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102
article
2011Internal rationality, imperfect market knowledge and asset prices.(2011) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102
paper
2010Convergence of Least Squares Learning in Environments With Private Information In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper0
2019Government debt management: The long and the short of it In: LIDAM Reprints CORE.
[Citation analysis]
paper29
2014Government Debt Management: The Long and the Short of It.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2019Government Debt Management: The Long and the Short of It.(2019) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29
article
1995The Poor Stay Poor: Non-Convergence Across Countries and Regions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper174
1999The poor stay poor: Non-convergence across countries and regions.(1999) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 174
paper
2009Internal Rationality and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2012The Impact of Debt Levels and Debt Maturity on Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper38
2013The Impact of Debt Levels and Debt Maturity on Inflation.(2013) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
article
2014Modelling Long Bonds - The Case of Optimal Fiscal Policy In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
1999EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article37
1998Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints.(1998) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
paper
2010Supply Side Interventions and Redistribution In: Economic Journal.
[Full Text][Citation analysis]
article66
1995Supply side interventions and redistribution.(1995) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66
paper
1993Growth, capital flows and enforcement constraints : The case of Africa In: European Economic Review.
[Full Text][Citation analysis]
article8
1993Growth, capital flows and enforcement constaints: The case of Africa.(1993) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
1989Convergence of least squares learning mechanisms in self-referential linear stochastic models In: Journal of Economic Theory.
[Full Text][Citation analysis]
article475
1992Communication, commitment, and growth In: Journal of Economic Theory.
[Full Text][Citation analysis]
article107
1992Communication, commitment, and growth.(1992) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107
paper
1991Communication, commitment and growth.(1991) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107
paper
2003Money and prices in models of bounded rationality In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper0
1994Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper44
1994Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions.(1994) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
paper
1994Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions.(1994) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
paper
2019On the Risk of Leaving the Euro In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Equity Issuance and Divident Policy under Commitment In: Department of Economics Working Papers.
[Full Text][Citation analysis]
paper0
1994Accuracy in Simulations In: The Review of Economic Studies.
[Full Text][Citation analysis]
article142
1993Accuracy in simulations.(1993) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 142
paper
2006Polarization under incomplete markets and endogenous labor productivity In: 2006 Meeting Papers.
[Citation analysis]
paper1
2009Polarization under incomplete markets and endogenous labor productivity.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2006Debt Management Under Complete Markets In: 2006 Meeting Papers.
[Citation analysis]
paper0
2007A note on borrowing limits and welfare In: 2007 Meeting Papers.
[Full Text][Citation analysis]
paper0
2008Equity Financing In: 2008 Meeting Papers.
[Full Text][Citation analysis]
paper0
2009Money, Prices and Monetary Policy. In: 2009 Meeting Papers.
[Citation analysis]
paper0
2009Debt Management under Incomplete Markets and Transaction Costs In: 2009 Meeting Papers.
[Citation analysis]
paper0
2014Optimal Policy with Endogenous Signal Extraction In: 2014 Meeting Papers.
[Full Text][Citation analysis]
paper0
2000THE FISCAL COSTS OF DEBT LIMITS In: Computing in Economics and Finance 2000.
[Citation analysis]
paper0
2004Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
2006Learning and Stock Market Volatility In: Computing in Economics and Finance 2006.
[Citation analysis]
paper10
2002Optimal Taxation without State-Contingent Debt In: Journal of Political Economy.
[Full Text][Citation analysis]
article372
2001Optimal taxation without state-contingent debt.(2001) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 372
paper
1989Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information. In: Journal of Political Economy.
[Full Text][Citation analysis]
article150
2007Labor supply, precautionary saving and growth In: ULB Institutional Repository.
[Citation analysis]
paper0
1992Speed of convergence of recursive least squares learning with ARMA perceptions In: Economics Working Papers.
[Full Text][Citation analysis]
paper4
1992Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations In: Economics Working Papers.
[Citation analysis]
paper6
1998Parameterized expectations approach; Some practical issues In: Economics Working Papers.
[Full Text][Citation analysis]
paper20
1991Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production In: Economics Working Papers.
[Full Text][Citation analysis]
paper5
1991Simulation analysis of dynamic stochastic models: Applications to theory and estimation In: Economics Working Papers.
[Full Text][Citation analysis]
paper8

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team