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359 changes: 356 additions & 3 deletions lectures/_static/quant-econ.bib
Original file line number Diff line number Diff line change
Expand Up @@ -1320,6 +1320,37 @@ @book{Roman2005
publisher={Springer}
}


@article{Spear_Srivastava_87,
author = {Stephen E. Spear and Sanjay Srivastava},
title = {{On Repeated Moral Hazard with Discounting}},
journal = {Review of Economic Studies},
year = 1987,
volume = {54},
number = {4},
pages = {599-617},
month = {},
keywords = {},
doi = {10.2307/2297484},
abstract = {In this paper, we analyze optimal contracts in an infinitely repeated agency model in which both the principal and agent discount the future. We show that there is a stationary representation of the optimal contract when the agent's conditional discounted expected utility is used as a state variable. This representation reduces the multi-period problem to a static variational problem which can be analyzed using standard variational techniques. This reduction is used to obtain several properties of the contract.},
url = {https://ideas.repec.org/a/oup/restud/v54y1987i4p599-617..html}
}

@article{Phelan_Townsend_91,
author = {Christopher Phelan and Robert M. Townsend},
title = {{Computing Multi-Period, Information-Constrained Optima}},
journal = {Review of Economic Studies},
year = 1991,
volume = {58},
number = {5},
pages = {853-881},
month = {},
keywords = {},
doi = {10.2307/2297941},
abstract = {This paper presents a detailed theoretical derivation and justification for methods used to compute solutions to a multi-period (including infinite-period), continuum-agent, unobservedeffort economy. Actual solutions are displayed illustrating cross-sectional variability in consumption and labour effort in the population at a point in time and variability for a typical individual over time. The optimal tradeoff between insurance and incentives is explored and the issue of excess variability is addressed by consideration of the analogue full-information economy and various restricted-contracting regimes.},
url = {https://ideas.repec.org/a/oup/restud/v58y1991i5p853-881..html}
}

@article{PhelanStacchetti2001,
author={Christopher Phelan and Ennio Stacchetti},
title={Sequential Equilibria in a Ramsey Tax Model},
Expand All @@ -1342,6 +1373,199 @@ @article{APS1990
pages = {1041-1063}
}

@article{APS1986,
author = {Dilip Abreu and David Pearce and Ennio Stacchetti},
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}

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}

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}

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}

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}

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}

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}

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author = {Barry Eichengreen and Richard Portes},
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}

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}

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}

@article{GrossmanVanHuyck1988,
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year = {1988}
}

@incollection{LindertMorton1989,
author = {Peter H. Lindert and Peter J. Morton},
title = {How Sovereign Debt Has Worked},
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editor = {Jeffrey D. Sachs},
publisher = {University of Chicago Press},
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year = {1989}
}

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}

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}

@article{ThomasWorrall1990,
author = {Jonathan Thomas and Tim Worrall},
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}

@article{Tsyrennikov2013,
author = {Viktor Tsyrennikov},
title = {Capital Flows Under Moral Hazard},
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year = {2013},
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}

@article{HarrisonKreps1979,
author={Harrison, J. Michael and Kreps, David M.},
title={Martingales and arbitrage in multiperiod securities markets},
Expand Down Expand Up @@ -1891,11 +2115,12 @@ @book{LasotaMackey1994
}

@book{Ljungqvist2012,
author = {Ljungqvist, L and Sargent, T J},
publisher = {MIT Press},
author = {Lars Ljungqvist and Thomas J. Sargent},
publisher = {The MIT Press},
title = {Recursive Macroeconomic Theory},
edition = {4},
year = {2018}
year = {2018},
isbn = {9780262038669}
}

@article{Lucas1978,
Expand Down Expand Up @@ -2875,3 +3100,131 @@ @article{szoke2022estimating
year = {2022},
doi = {10.1016/j.jet.2021.105225}
}

@article{EichengrehenPortes1986,
author = {Barry Eichengreen and Richard Portes},
title = {Debt and Default in the 1930s: Causes and Consequences},
journal = {European Economic Review},
year = {1986},
volume = {30},
number = {3},
pages = {599--640}
}

@article{bhandari2025survey,
title={Survey data and subjective beliefs in business cycle models},
author={Bhandari, Anmol and Borovi{\v{c}}ka, Jaroslav and Ho, Paul},
journal={Review of Economic Studies},
volume={92},
number={3},
pages={1375--1437},
year={2025},
publisher={Oxford University Press UK}
}

@article{BhandariBorovickaHo2024,
author = {Bhandari, Anmol and Borov{\v{c}}ka, Jaroslav and Ho, Paul},
title = {Survey Data and Subjective Beliefs in Business Cycle Models},
journal = {Review of Economic Studies},
year = {2024},
volume = {91},
number = {3},
pages = {1359--1395},
doi = {10.1093/restud/rdad082},
note = {NBER Working Paper No.\ 25192}
}

@article{IlutSchneider2014,
author = {Ilut, Cosmin L. and Schneider, Martin},
title = {Ambiguous Business Cycles},
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year = {2014},
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doi = {10.1257/aer.104.8.2368}
}

@article{ChristianoEichenbaumTrabandt2016,
author = {Christiano, Lawrence J. and Eichenbaum, Martin S.
and Trabandt, Mathias},
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}

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}

@book{Shimer2010,
author = {Shimer, Robert},
title = {Labor Markets and Business Cycles},
publisher = {Princeton University Press},
year = {2010},
series = {CREI Lectures in Macroeconomics}
}

@techreport{Schmidt2016,
author = {Schmidt, Lawrence D. W.},
title = {Climbing and Falling Off the Ladder: Asset Pricing
Implications of Labor Market Event Risk},
institution = {University of California, San Diego},
type = {Working Paper},
year = {2016}
}

@article{MankiwReisWolfers2003,
author = {Mankiw, N. Gregory and Reis, Ricardo and Wolfers, Justin},
title = {Disagreement about Inflation Expectations},
journal = {NBER Macroeconomics Annual},
year = {2003},
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pages = {209--248},
doi = {10.1086/ma.18.3585256}
}

@article{RavennaWalsh2008,
author = {Ravenna, Federico and Walsh, Carl E.},
title = {Vacancies, Unemployment, and the Phillips Curve},
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year = {2008},
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}

@article{BorovickaHansen2014,
author = {Borov{\v{c}}ka, Jaroslav and Hansen, Lars Peter},
title = {Examining Macroeconomic Models through the Lens of Asset Pricing},
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}

@article{CoibionGorodnichenko2015,
author = {Coibion, Olivier and Gorodnichenko, Yuriy},
title = {Information Rigidity and the Expectations Formation Process:
A Simple Framework and New Facts},
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year = {2015},
volume = {105},
number = {8},
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doi = {10.1257/aer.20130921}
}
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