An Interview with Thomas J. Sargent



1978

“Seasonality and Portfolio Balance Under Rational Expectations,” (with R.
Saracoglu), Journal of Monetary Economics, 4:3, Aug., 1978, p. 435-58.

“A Little Bit of Evidence on the Natural Rate Hypothesis from the U.S.” (with
S. Neftci), Journal of Monetary Economics, 4:2, April, 1978, p. 315-19.

“Estimation of Dynamic Labor Demand Schedules Under Rational Expecta-
tions,” Journal of Political Economy, 86:6, Dec., 1978, p. 1009—44.

Comment on K. Wallis’ “Seasonal Adjustment and Multiple Time Series Analy-
sis,” in: Seasonal Analysis of Economic Time Series, ed. by Arnold Zellner,
U.S. Department of Commerce, Dec., 1978, p. 361—64.

1979

“A Note on Maximum Likelihood Estimation of the Rational Expectations
Model of The Term Structure,” Journal of Monetary Economics 5:1, Jan., 1979,
p. 133—43.

“After Keynesian Macroeconomics,” (with R.E. Lucas, Jr.), Federal Reserve
Bank of Minneapolis Quarterly Review, 3:2, Spring, 1979. p. 1—16.

Macroeconomic Theory, Academic Press.

1980

“Tobin’s ‘q’ and the Rate of Investment in General Equilibrium,” in On The
State of Macroeconomics, (Carnegie-Rochester No. 12) ed. by K. Brunner and
A. Meltzer, North-Holland, 1980, p. 107—54.

“Formulating and Estimating Dynamic Linear Rational Expectations Models,”
(with L.P. Hansen), Journal of Economic Dynamics and Control, 2:1, Feb.,
1980, p. 7—46.

1981

“Interpreting Economic Time Series,” Journal of Political Economy, 89:2, April,
1981, p. 213—48.

“A Note on Wiener-Kolmogorov Prediction Formulas for Rational Expectations
Model,” (with L.P. Hansen), Economics Letters, 8:3, 1981, p. 255—60.

“Linear Rational Expectations Models of Dynamically Interrelated Variables,”
(with L.P. Hansen), in: Rational Expectations and Econometric Practice, Uni-
versity of Minnesota Press, 1981, Vol. 1, p. 127—56.

“Rational Expectations and Econometric Practice,” (with R.E. Lucas, Jr.), In-
troductory Essay to: Rational Expectations and Econometric Practice, Univer-
sity of Minnesota Press, 1981, p. xi-x1.

“Some Unpleasant Monetarist Arithmetic,” (with N. Wallace), Federal Reserve
Bank of Minneapolis Quarterly Review, 5:3, Fall, 1981, p. 1—17.

18



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