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Robustness and pricing with uncertain growth

Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404

Persistent link: https://www.econbiz.de/10001688775

Discussion of "Robustness and pricing with uncertain growth"

Maenhout, Pascal J. - In: The review of financial studies 15 (2002) 2, pp. 405-411

Persistent link: https://www.econbiz.de/10001688782

Robust permanent income and pricing with filtering

Hansen, Lars Peter; Sargent, Thomas J.; Wang, Neng E. - In: Macroeconomic dynamics 6 (2002) 1, pp. 40-84

Persistent link: https://www.econbiz.de/10001659466

Comment on "Three types of ambiguity" by Lars Peter Hansen and Thomas J. Sargent

Yeltekin, Şevin - In: Journal of monetary economics 59 (2012) 5, pp. 446-448

Persistent link: https://www.econbiz.de/10009622334

Robustness and U.S. Monetary Policy Experimentation

Cogley, Timothy - 2012

We study how a concern for robustness modifies a policy maker's incentive to experiment. A policy maker has a prior over two submodels of inflation-unemployment dynamics. One submodel implies an exploitable trade-off, the other does not. Bayes' law gives the policy maker an incentive to...

Persistent link: https://www.econbiz.de/10012755066