Marcet, Albert
Marcet, Albert
PhD University of Minnesota
ICREA Research Professor & CREI Senior Reseacher
RESEARCH INTERESTS: Models of Learning, Asset Prices, Recursive Contracts, Optimal Fiscal Policy, Bayesian VAR.
SELECTED PUBLICATIONS:
- Convergence of Least Squares Learning Mechanisms in Self-Referential Linear Stochastic Models” (with T. Sargent), Journal of Economic Theory, 48 (2), 1989, 337-368.
- Solving a Growth Model by Parameterizing Expectations, (with W. den Haan), Journal of Business, Economics and Statistics, 8 (1), 1990, 31-34.
- Optimal Taxation without State-Contingent Debt, (with R. Aiyagari, T. Sargent and J. Seppälä), Journal of Political Economy, 110 (6), 2002, 1220-1254.
- Recurrent Hyperinflations and Learning, (with J. Nicolini), American Economic Review, 93 (5), 2003, 1476-1498.