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Update information projection lectures (#319)
* Tom's March 17 edit of a new lecture on information projection * tom's March 18 edits of Jacobs lecture * updates * update config * updates * updates * Tom's March 19 edits of a new lecture * Tom's afternoon edits of new lecture * Tom's third edits March 19 * Tom's March 20 edits of two info_proj lectures * updates * updates * updates --------- Co-authored-by: thomassargent30 <ts43@nyu.edu>
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lectures/_config.yml

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sphinx:
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extra_extensions: [sphinx_multitoc_numbering, sphinxext.rediraffe, sphinx_tojupyter, sphinx_exercise, sphinx_togglebutton, sphinx_proof]
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config:
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intersphinx_mapping:
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intro:
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- "https://intro.quantecon.org/"
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- null
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intermediate:
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- "https://python.quantecon.org/"
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- null
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jax:
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- "https://jax.quantecon.org/"
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- null
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bibtex_reference_style: author_year
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linkcheck_ignore: ['https://doi.org/10.3982/ECTA8070',
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'https://doi.org/10.1086/261749',

lectures/_static/quant-econ.bib

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Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
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###
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@article{wilson1973estimation,
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title={The estimation of parameters in multivariate time series models},
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author={Wilson, G Tunnicliffe},
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journal={Journal of the Royal Statistical Society Series B: Statistical Methodology},
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volume={35},
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number={1},
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pages={76--85},
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year={1973},
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publisher={Oxford University Press}
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}
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@article{barro1970inflation,
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title={Inflation, the payments period, and the demand for money},
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author={Barro, Robert J},
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journal={Journal of Political Economy},
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volume={78},
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number={6},
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pages={1228--1263},
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year={1970},
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publisher={The University of Chicago Press}
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}
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@book{anderson2011statistical,
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title={The statistical analysis of time series},
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author={Anderson, Theodore W},
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year={1958},
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publisher={John Wiley \& Sons}
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}
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@article{granger1969causality,
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title={Investigating causal relations by econometric models and cross-spectral methods},
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author={Granger, Clive WJ},
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journal={Econometrica: journal of the Econometric Society},
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pages={424--438},
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year={1969},
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publisher={JSTOR}
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}
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@article{sims1972money,
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title={Money, income, and causality},
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author={Sims, Christopher A},
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journal={The American economic review},
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volume={62},
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number={4},
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pages={540--552},
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year={1972},
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publisher={JSTOR}
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}
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@article{sargent2025macroeconomics,
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title={Macroeconomics after lucas},
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author={Sargent, Thomas J},
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journal={Journal of Political Economy},
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volume={133},
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number={11},
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pages={3390--3417},
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year={2025},
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publisher={The University of Chicago Press Chicago, IL}
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}
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@article{sargent1976econometric,
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title={Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: A note},
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author={Sargent, Thomas},
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journal={Journal of Monetary Economics},
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volume={2},
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number={4},
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pages={511--521},
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year={1976},
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publisher={Elsevier}
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}
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@article{jacobs1974estimating,
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title={Estimating the long-run demand for money from time-series data},
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author={Jacobs, Rodney L},
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journal={Journal of political Economy},
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volume={82},
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number={6},
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pages={1221--1237},
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year={1974},
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publisher={The University of Chicago Press}
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}
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@article{jacobs1975difficulty,
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title={A difficulty with monetarist models of hyperinflation},
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author={Jacobs, Rodney L},
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journal={Economic Inquiry},
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volume={13},
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year={1975},
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month={sep}
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}
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@article{gorman1953community,
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title={Community preference fields},
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author={Gorman, William M.},
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year={2011}
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}
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@article{sargent1973rational,
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title={Rational expectations and the dynamics of hyperinflation},
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author={Sargent, Thomas J and Wallace, Neil},
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journal={International economic review},
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pages={328--350},
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year={1973},
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publisher={JSTOR}
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}
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@article{sargent1973stability,
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title={The stability of models of money and growth with perfect foresight},
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author={Sargent, Thomas J and Wallace, Neil},
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volume = {18},
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number = {2},
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pages = {124-131}
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}
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}

lectures/_toc.yml

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- file: lu_tricks
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- file: classical_filtering
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- file: knowing_forecasts_of_others
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- file: cagan_rational_expectations
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- file: info_projection
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- caption: Asset Pricing and Finance
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numbered: true
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chapters:

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