|
2024
|
Robust inference for moment condition models without rational expectations
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics
|
Journal of Applied Econometrics
|
B
|
2
|
|
2023
|
Correction to: Asset pricing under smooth ambiguity in continuous time
|
Economic Theory
|
B
|
2
|
|
2022
|
Structured ambiguity and model misspecification
|
Journal of Economic Theory
|
A
|
2
|
|
2022
|
Central banking challenges posed by uncertain climate change and natural disasters
|
Journal of Monetary Economics
|
A
|
1
|
|
2022
|
Asset pricing under smooth ambiguity in continuous time
|
Economic Theory
|
B
|
2
|
|
2021
|
Macroeconomic uncertainty prices when beliefs are tenuous
|
Journal of Econometrics
|
A
|
2
|
|
2020
|
Twisted probabilities, uncertainty, and prices
|
Journal of Econometrics
|
A
|
4
|
|
2020
|
Pricing Uncertainty Induced by Climate Change
|
The Review of Financial Studies
|
A
|
4
|
|
2017
|
Time-Series Econometrics in Macroeconomics and Finance
|
Journal of Political Economy
|
S
|
1
|
|
2016
|
Misspecified Recovery
|
Journal of Finance
|
A
|
3
|
|
2015
|
Four types of ignorance
|
Journal of Monetary Economics
|
A
|
2
|
|
2014
|
Examining macroeconomic models through the lens of asset pricing
|
Journal of Econometrics
|
A
|
2
|
|
2014
|
Nobel Lecture: Uncertainty Outside and Inside Economic Models
|
Journal of Political Economy
|
S
|
1
|
|
2012
|
Small noise methods for risk-sensitive/robust economies
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2012
|
Underidentification?
|
Journal of Econometrics
|
A
|
3
|
|
2012
|
Proofs for large sample properties of generalized method of moments estimators
|
Journal of Econometrics
|
A
|
1
|
|
2012
|
Three types of ambiguity
|
Journal of Monetary Economics
|
A
|
2
|
|
2011
|
Robustness and ambiguity in continuous time
|
Journal of Economic Theory
|
A
|
2
|
|
2010
|
Nonlinearity and temporal dependence
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
Robust hidden Markov LQG problems
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2009
|
Doubts or variability?
|
Journal of Economic Theory
|
A
|
3
|
|
2008
|
Consumption Strikes Back? Measuring Long-Run Risk
|
Journal of Political Economy
|
S
|
3
|
|
2008
|
Robustness and U.S. Monetary Policy Experimentation
|
Journal of Money, Credit, and Banking
|
B
|
4
|
|
2007
|
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
|
American Economic Review
|
S
|
1
|
|
2007
|
Recursive robust estimation and control without commitment
|
Journal of Economic Theory
|
A
|
2
|
|
2006
|
Introduction to model uncertainty and robustness
|
Journal of Economic Theory
|
A
|
5
|
|
2006
|
Robust control and model misspecification
|
Journal of Economic Theory
|
A
|
4
|
|
2005
|
Robust estimation and control under commitment
|
Journal of Economic Theory
|
A
|
2
|
|
2003
|
Robust control of forward-looking models
|
Journal of Monetary Economics
|
A
|
2
|
|
2002
|
Robustness and Pricing with Uncertain Growth
|
The Review of Financial Studies
|
A
|
4
|
|
2001
|
Robust Control and Model Uncertainty
|
American Economic Review
|
S
|
2
|
|
2001
|
Acknowledging Misspecification in Macroeconomic Theory
|
Review of Economic Dynamics
|
B
|
2
|
|
1999
|
Robust Permanent Income and Pricing
|
Review of Economic Studies
|
S
|
3
|
|
1998
|
Spectral methods for identifying scalar diffusions
|
Journal of Econometrics
|
A
|
3
|
|
1997
|
Assessing Specification Errors in Stochastic Discount Factor Models.
|
Journal of Finance
|
A
|
2
|
|
1995
|
Econometric Evaluation of Asset Pricing Models.
|
The Review of Financial Studies
|
A
|
3
|
|
1993
|
Seasonality and approximation errors in rational expectations models
|
Journal of Econometrics
|
A
|
2
|
|
1991
|
Implications of Security Market Data for Models of Dynamic Economies.
|
Journal of Political Economy
|
S
|
2
|
|
1990
|
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
|
Journal of Econometrics
|
A
|
3
|
|
1988
|
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty
|
Quarterly Journal of Economics
|
S
|
3
|
|
1985
|
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
|
Journal of Econometrics
|
A
|
1
|
|
1983
|
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns.
|
Journal of Political Economy
|
S
|
2
|
|
1982
|
Instrumental variables procedures for estimating linear rational expectations models
|
Journal of Monetary Economics
|
A
|
2
|
|
1981
|
A note on Wiener-Kolmogorov prediction formulas for rational expectations models
|
Economics Letters
|
C
|
2
|
|
1980
|
Formulating and estimating dynamic linear rational expectations models
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1980
|
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis.
|
Journal of Political Economy
|
S
|
2
|
|
1978
|
A note on first degree stochastic dominance
|
Economics Letters
|
C
|
3
|
|
-
|
Repercussions of Pandemics on Markets and Policy
|
Review of Asset Pricing Studies
|
B
|
1
|