updates

Author: HumphreyYang

lectures/_static/quant-econ.bib

@@ -2790,3 +2790,88 @@ @incollection{Sargent2024
   chapter   = {23},
   year      = {2018}
 }
+
+@article{hicks1937mr,
+  author  = {John R. Hicks},
+  title   = {Mr. {K}eynes and the ``{C}lassics''; A Suggested Interpretation},
+  journal = {Econometrica},
+  volume  = {5},
+  number  = {2},
+  pages   = {147--159},
+  year    = {1937}
+}
+
+@article{tobin1992old,
+  author  = {James Tobin},
+  title   = {An Old {K}eynesian Counterattacks},
+  journal = {Eastern Economic Journal},
+  volume  = {18},
+  number  = {4},
+  pages   = {387--400},
+  year    = {1992}
+}
+
+@article{hansen1983stochastic,
+  author  = {Lars Peter Hansen and Kenneth J. Singleton},
+  title   = {Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns},
+  journal = {Journal of Political Economy},
+  volume  = {91},
+  number  = {2},
+  pages   = {249--265},
+  year    = {1983}
+}
+
+@article{Weil_1989,
+  author  = {Philippe Weil},
+  title   = {The Equity Premium Puzzle and the Risk-Free Rate Puzzle},
+  journal = {Journal of Monetary Economics},
+  volume  = {24},
+  number  = {3},
+  pages   = {401--421},
+  year    = {1989}
+}
+
+@article{hansen1995discounted,
+  author  = {Lars Peter Hansen and Thomas J. Sargent and Thomas D. Tallarini, Jr.},
+  title   = {Robust Permanent Income and Pricing},
+  journal = {Review of Economic Studies},
+  volume  = {66},
+  number  = {4},
+  pages   = {873--907},
+  year    = {1999}
+}
+
+@book{Sargent_Stachurski_2025,
+  author    = {Thomas J. Sargent and John Stachurski},
+  title     = {Dynamic Programming: Finite States},
+  publisher = {Cambridge University Press},
+  year      = {2025},
+  doi       = {10.1017/9781009540780}
+}
+
+@unpublished{piazzesi2015trend,
+  author = {Monika Piazzesi and Juliana Salomao and Martin Schneider},
+  title  = {Trend and Cycle in Bond Premia},
+  note   = {Working paper, Stanford University, March 2015},
+  year   = {2015}
+}
+
+@article{hansen2020twisted,
+  author  = {Lars Peter Hansen and Thomas J. Sargent},
+  title   = {Macroeconomic Uncertainty Prices when Beliefs are Tenuous},
+  journal = {Journal of Econometrics},
+  volume  = {223},
+  number  = {1},
+  pages   = {222--250},
+  year    = {2021}
+}
+
+@article{szoke2022estimating,
+  author  = {B{\'a}lint Sz{\H{o}}ke},
+  title   = {Estimating Robustness},
+  journal = {Journal of Economic Theory},
+  volume  = {199},
+  pages   = {105225},
+  year    = {2022},
+  doi     = {10.1016/j.jet.2021.105225}
+}

lectures/doubts_or_variability.md

@@ -507,7 +507,7 @@ We compare four preference specifications over consumption plans $C^\infty \in \
 For origins of the names **multiplier** and **constraint** preferences, see {cite:t}`HansenSargent2001`.
 
 The risk-sensitive preference specification used here comes from {cite:t}`hansen1995discounted`, which adjusts specifications used earlier by
-{cite:t}`jacobson1973optimal`, {cite:t}`Whittle_1981`, and {cite:t}`Whittle_1990` to accommodate discounting in a way that preserves time-invariant optimal decision rules.
+{cite:t}`Jacobson_73`, {cite:t}`Whittle_1981`, and {cite:t}`Whittle_1990` to accommodate discounting in a way that preserves time-invariant optimal decision rules.
 ```
 
 *Type I agent (Kreps--Porteus--Epstein--Zin--Tallarini)* with

lectures/risk_aversion_or_mistaken_beliefs.md

@@ -808,7 +808,7 @@ An agent who is like a good econometrician:
 
 Robust control theory formalises this idea by having the agent optimally distort probability assessments toward a worst-case scenario, producing belief distortions that look like the "mistakes" identified by PSS but that arise from a coherent response to model uncertainty rather than from ignorance.  
 
-(See {doc}`Robustness <rob>` for the decision-theoretic foundations of multiplier and constraint preferences.)
+(See {doc}`Robustness <robustness>` for the decision-theoretic foundations of multiplier and constraint preferences.)
 
 ### Hansen's dubious agent
 
@@ -1832,5 +1832,5 @@ This lecture connects to several others in the series:
 - {doc}`Likelihood Ratio Processes <intermediate:likelihood_ratio_process>` develops the mathematical properties of likelihood ratios, the central device organising this lecture, including their martingale structure and statistical applications.
 - {doc}`Divergence Measures <intermediate:divergence_measures>` covers Kullback-Leibler divergence and relative entropy in detail, providing the information-theoretic foundations for the entropy constraints used in the robust control sections.
 - {doc}`Affine Models of Asset Prices <intermediate:affine_risk_prices>` extends the linear Gaussian state-space framework to affine and exponential-quadratic stochastic discount factors, developing risk-neutral pricing formulas closely related to those derived here.
-- {doc}`Robustness <rob>` introduces the multiplier and constraint preferences that formalise fear of model misspecification, providing the decision-theoretic foundations for the Hansen and Szőke worst-case analysis developed here.
+- {doc}`Robustness <robustness>` introduces the multiplier and constraint preferences that formalise fear of model misspecification, providing the decision-theoretic foundations for the Hansen and Szőke worst-case analysis developed here.
 - {doc}`The Hansen-Jagannathan Bound <hansen_jagannathan_1991>` derives bounds on the stochastic discount factor from asset return data, offering an empirical discipline on the likelihood ratios and risk prices studied in this lecture.