An Interview with Thomas J. Sargent



“Two Models of Measurements and the Investment Accelerator,” Journal of
Political Economy, 1989, vol. 97, no. 2.

“Least Squares Learning and the Dynamics of Hyperinflation,” (with Albert
Marcet) in Sunspots, Complexity, and Chaos, ed. by W. Barnett, J. Geweke
and K. Shell, Cambridge University Press, 1989.

“Convergence of Least Squares Learning in Environments with Hidden State
Variables and Private Information,” (with Albert Marcet), Journal of Political
Economy, vol. 97, no. 6, 1989.

“Convergence of Least Squares Learning Mechanisms in Self-Referential Linear
Stochastic Models,” (with Albert Marcet), Journal of Economic Theory, vol.
48, no. 2, August 1989.

“Interpreting New Evidence About China and U.S. Silver Purchases,” (with
Loren Brandt), Journal of Monetary Economics, Jan. 1989.

1990

“Money as a Medium of Exchange in an Economy With Artificially Intelligent
Agents,” (with Ramon Marimon, and Ellen McGrattan), in Journal of Economic
Dynamics and Control, no. 14, 1990.

“The Analytics of German Monetary Reform”, with François Velde, Federal
Reserve Bank of San Francisco Quarterly Review, fall 1990.

1991

Rational Expectations Econometrics, with Lars Peter Hansen, Westview Press.

“Equilibrium with Signal Extraction from Endogenous Variables,” Journal of
Economic Dynamics and Control, 1991.

1993

“Seasonality and Approximation Errors in Rational Expectations Models,” (with
Lars Hansen) Journal of Econometrics, vol. 55, 1993, pp. 21—55.

“On the Preservation of Deterministic Cycles when Some Agents Perceive them
to be Random Fluctuations,” (with George Evans and Seppo Honkapohja), in
Journal of Economic Dynamics and Control, vol. 17, 1993, p. 705—721.

Bounded Rationality in Macroeconomics, Oxford University Press.

1995

“Macroeconomic Features of the French Revolution,” (with François Velde), in
Journal of Political Economy, vol. 103, June 1995, pp. 474—518.

“Discounted Linear Exponential Quadratic Gaussian Control,” (with Lars P.
Hansen), in IEEE Transactions on Automatic Control, vol.40, May 1995, pp.
968—971.

“The Swedish Unemployment Experience,” (with Lars Ljungqvist), in European
Economic Review, 39, 1995, pp. 1043—1070.

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