Thomas John Sargent

Americký makroekonom, profesor Thomas John Sargent, se narodil 19. července 1943 v Pasadeně v Kalifornii.

Titul B.A. získal na University of California, Berkeley v roce 1964 a Ph.D. posléze roku 1968 na Harvard University. V průběhu své kariery působil mj. na University of Pennsylvania (1970 – 1971), University of Minnesota (1971 – 1987), University of Chicago (1991 – 1998), Stanford University (1998 – 2002) a Princeton University (2009).V současnosti přednáší od září 2002 na New York University a není bez zajímavosti, že se v roce 2011 umístil na žebříčku IDEAS na 17. místě mezi nejvíce citovanými ekonomy světa.

T. J. Sargent je členem mnoha významných společností, např. od roku 1976 je členem Econometric Society, v roce 1983 byl Sargent zvolen členem American Academy of Arts and Sciences. Sargent je dále od roku 1987 jedním z významných členů Hoover Institute při Stanford University.

Byl činný také v několika redakcích odborných periodik, jako např. Journal of Monetary Economics, Journal of Econometrics, Journal of Economic Theory, aj.

Kromě tzv. Nobelovy ceny za ekonomii za rok 2011 je Thomas J. „Tom“ Sargent od roku 1979 nositelem Mary Elizabeth Morgan Prize, udělované University of Chicago, od 1997 držitelem Nemmers Prize in Economics, roku 2011 obdržel National Academy of Sciences Award for Scientific Reviewing, od září 2011 je dále držitelem ocenění CME Group-MSRI Prize, aj. Bylo mu také uděleno několik čestných doktorátů, např. od Stockholm School of Economics (2003), European University Institute (2008).

Sargent se aktivně podílí na rozvoji tzv. školy racionálního očekávání, která přispěla k mnohem aktivnější reakci na změny fiskální a monetární politiky, v průběhu 80. let se cíleně věnoval i historické ekonomii a zkoumání inflace v čase. Pro českého čtenáře pak bude jistě zajímavostí, že se ve své práci mj. věnoval Rakousku po I. světové válce a jako příklad země, která se s inflací té doby úspěšně vypořádala, jmenuje prvorepublikové Československo Aloise Rašína.

T. J. Sargent se také veřejně stavěl skepticky a kriticky k ekonomické politice presidenta Obamy, a to už v roce 2009.

Profesor Sargent je ženatý, za manželku má Carolyn Sargent, se kterou vychoval tři dospělé potomky.

Knihy

LJUNGQVIST, L., SARGENT, T. J. Recursive Macroeconomic Theory. The MIT Press, 2000, 2004.

SARGENT, T. J. Bounded Rationality in Macroeconomics: The Arne Ryde Memorial Lectures. Oxford University Press, 1993.

SARGENT, T. J. Dynamic Macroeconomic Theory. Harvard University Press, 1987.

SARGENT, T. J. Macroeconomic Theory. New York: Academic Press, 1979, 1987.

Články

LJUNGQVIST, L., SARGENT, T. J. A labor supply elasticity accord? American Economic Review, May 2011, vol. 101, no. 3, p. 487 – 491.

SARGENT, T. J., SURICO, P. Two illustrations of the quantity theory of money: Breakdowns and revivals. American Economic Review, Febr. 2011, vol. 101, no. 1, p. 109 – 128.

MANUELLI, R., SARGENT, T. J. Alternative monetary policies in a turnpike economy. Macroeconomic Dynamics, Nov. 2010, vol. 14, no. 05, p. 727 – 762.

HANSEN, L. P., MAYER, R., SARGENT, T. J. Robust hidden Markov LQG problems. Journal of Economic Dynamics and Control, Oct. 2010, vol. 34, no. 10, p. 1951 – 1966.

SARGENT, T. J., SMITH, B. D. The timing of tax collections and the structure of „irrelevance“ theorems in a cash-in-advance model. Macroeconomic Dynamics, Sept. 2010, vol. 14, no. 04, p. 585 – 603.

COGLEY, T., SARGENT, T. J. Diverse beliefs, survival and the market price of risk. Economic Journal, 2009, vol. 11, no. 536, p. 354 – 376.

BARILLAS, F., HANSEN, L. P., SARGENT, T. J. Doubts or variability? Journal of Economic Theory, Nov. 2009, vol. 144, no. 6, p. 2388 – 2418.

COGLEY, T., SARGENT, T. J. The market price of risk and the equity premium: A legacy of the Great Depression? Journal of Monetary Economics, Apr. 2008, vol. 55, no. 3, p. 454 – 476.

COGLEY, T., COLACITO, R., SARGENT, T. J., et al. Robustness and U.S. monetary policy experimentation. Journal of Money, Credit and Banking, Dec. 2008, vol. 40, no. 8, p. 1599 – 1623.

LJUNGQVIST, L., SARGENT, T. J. Two questions about European unemployment. Econometrica, 2008, vol. 76, no. 1, p. 1 – 29.

SARGENT, T. J. Commentary on „Long-run risks and financial markets“. Review, Federal Reserve Bank of St. Louis, July 2007, p. 301 – 304.

LJUNGQVIST, L., SARGENT, T. J. Understanding European unemployment with matching and search-island models. Journal of Monetary Economics, Nov. 2007, vol. 54, no. 8, p. 2180 – 2204.

LJUNGQVIST, L., SARGENT, T. J. Understanding European unemployment with a representative family model. Journal of Monetary Economics, Nov. 2007, vol. 54, no. 8, p. 2180 – 2204.

SARGENT, T. J. Ambiguity in American monetary and fiscal policy. Japan and the World Economy, Aug. 2006, vol. 18, no. 3, p. 324 – 330.

HANSEN, L. P., MAENHOUT, P., SARGENT, T. J., et al. Introduction to model uncertainty and robustness. Journal of Economic Theory, May 2006, vol. 128, no. 1, p. 1 – 3.

HANSEN, L. P., SARGENT, T. J., TURMUHAMBETOVA, G., et al. Robust control and model misspecification. Journal of Economic Theory, May 2006, vol. 128, no. 1, p. 45 – 90.

PEARLMAN, J. G., SARGENT, T. J. Knowing the forecasts of others. Review of Economic Dynamics. Apr. 2005, vol. 8, no. 2, p. 480 – 497.

HANSEN, L. P., SARGENT, T. J. Robust estimation and control under commitment. Journal of Economic Theory, Oct. 2005, vol. 124, no. 2, p. 258 – 301.

ANDERSON, E. W., HANSEN. L. P., SARGENT, T. J. A quartet of semigroups for model specification, robustness, prices of risk, and model detection. Journal of the European Economic Association, 2003, vol. 1, no. 1, p. 68 – 123.

HANSEN, L. P., SARGENT, T. J. Robust control of forward-looking models. Journal of Monetary Economics, Apr. 2003, vol. 50, no. 3, p. 581 – 604.

CAGETTI, M., HANSEN, L. P., SARGENT, T. J., et al. Robustness and pricing with uncertain growth. Review of of Financial Studies, March 2002, vol. 15, no. 2, p. 363 – 404.

HANSEN, L. P., SARGENT, T. J. Acknowledgment misspecification in macroeconomic theory. Monetary and Economic Studies, Febr. 2001, vol. 19, no. S1, p. 213 – 227.

HANSEN, L. P., SARGENT, T. J. Acknowledging misspecification in macroeconomic theory. Review of Economic Dynamics, July 2001, vol. 4, no. 3, p. 519 – 535.

SARGENT, T. J. Comment on fiscal consequences for Mexico of adopting the dollar. Journal of Money, Credit and Banking, May 2001, vol. 33, no. 2, p. 617 – 625.

SARGENT, T. J., HANSEN, L. P. Robust control and model uncertainty. American Economic Review, 2001, vol. 91, no. 2, p. 60 – 66.

De NARDI, M., IMROHOROGLU, S., SARGENT, T. J. Saving and pension reform in general equilibrium models. Oxford Review of Economic Policy, Spring 2001, vol. 17, no. 1, p. 20 – 39.

SARGENT, T. J. A primer on monetary and fiscal policy. Journal of Banking & Finance, Oct. 1999, vol. 23, no. 10, p. 1463 – 1482.

HALL, G. J., SARGENT, T. J. Accounting for the federal government’s cost of funds. Economic Perspectives, Federal Reserve Bank of Chicago, July 1997, p. 18 – 28.

SMITH, B. D., SARGENT, T. J. Coinage, debasements, and Gresham’s laws. Economic Theory, 1997, vol. 10, no. 2, p. 197 – 226.

SARGENT, T. J. Comment on „Stopping inflation, big and small“. Journal of Money, Credit and Banking, Nov. 1997, vol. 29, no. 4, p. 776 – 777.

HUANG, H., IMROHOROGLU, S., SARGENT, T. J. Two computations to fund social security. Macroeconomic Dynamics, Jan. 1997, vol. 1, no. 01, p. 7 – 44.

SARGENT, T. J. Expectations and the nonneutrality of Lucas. Journal of Monetary Economics, June 1996, vol. 37, no. 3, p. 535 – 548.

LJUNGQVIST, L., SARGENT, T. J. A supply-side explanation of European unemployment. Economic Perspectives, Sept. 1996, p. 2 – 15.

SARGENT, T. J., VELDE, F. R. Macroeconomic features of the French revolution. Journal of Political Economy, June 1995, vol. 103, no. 3, p. 474 – 518.

LJUNGQVIST, L., SARGENT, T. J. The Swedish unemployment experience. European Economic Review, May 1995, vol. 39, no. 5, p. 1043 – 1070.

LJUNGQVIST, L., SARGENT, T. J. Welfare states and unemployment. Economic Theory, June 1995, vol. 6, no. 1, p. 143 – 160.

EVANS, G. W., HONKAPOHJA, S., SARGENT, T. J. On the preservation of deterministic cycles when some agents perceive them to be random fluctuations. Journal of Economic Dynamics and Control, 1993, vol. 17, no. 5-6, p. 705 – 721.

HANSEN, L. P., SARGENT, T. J. Seasonality and approximation errors in rational expectation models. Journal of Econometrics, 1993, vol. 55, no. 1-2, p. 21 – 55.

SARGENT, T. J. Equilibrium with signal extraction from endogenous variables. Journal of Economic Dynamics and Control, Apr. 1991, vol. 15, no. 2, p. 245 – 273.

SARGENT, T. J., VELDE, F. R. The analysis of German monetary unification. Economic Review, Federal Reserve Bank of San Francisco, Fall 1990, p. 33 – 50.

MARIMON, R., McGRATTAN, E., SARGENT, T. J. Money as a medium of exchange in an economy with artificially intelligent agents. Journal of Economic Dynamics and Control, May 1990, vol. 14, no. 2, p. 329 – 373.

MARCET, A., SARGENT, T. J. Convergence of least-squares learning in environments with hiden state variables and private information. Journal of Political Economy, Dec. 1989, vol. 97, no. 6, p. 1306 – 1322.

MARIMON, R., McGRATTAN, E., SARGENT, T. J. Convergence of least squares learning mechanisms in self-referential linear stochastic models. Journal of Economic Theory, Aug. 1989, vol. 48, no. 2, p. 337 – 368.

BRANDT, L., SARGENT, T. J. Interpreting new evidence about China and U.S. silver purchases. Journal of Monetary Economics, Jan. 1989, vol. 23, no. 1, p. 31 – 51.

SARGENT, T. J. Two models of measurements and the investment accelerator. Journal of Political Economy, Apr. 1989, vol. 97, no. 2, p. 251 – 287.

MARCET, A., SARGENT, T. J. The fate of systems with „adaptive“ expectations. American Economic Review, May 1988, vol. 78, no. 2, p. 168 – 172.

MANUELLI, R., SARGENT, T. J. Models of business cycles: A review essay. Journal of Monetary Economics, 1988, vol. 22, no. 3, p. 523 – 542.

SARGENT, T. J., SMITH, B. D. Irrelevance of open market operations in some economies with government currency being dominated in rate of return. American Economic Review, March 1987, vol. 77, no. 1, p. 78 – 92.

SARGENT, T. J., WALLACE, N. Interest on reserves. Journal of Monetary Economics, May 1985, vol. 15, no. 3, p. 279 – 290.

SARGENT, T. J. Interpreting the Reagan deficits. Economic Review, Federal Reserve Bank of San Francisco, Fall 1986, p. 5 – 12.

SARGENT, T. J. Autoregressions, expectations, and advice. American Economic Review, May 1984, vol. 74, no. 2, p. 408 – 415.

BEERS, D. T., SARGENT, T. J., WALLACE, N. Speculations about the speculation against the Hong Kong dollar. Quarterly Review, Federal Reserve Bank of Minneapolis, Fall 1983.

SARGENT, T. J., WALLACE, N. The real-bills doctrine versus the quantity theory: a reconsideration. Journal of Political Economy, Dec. 1982, vol. 90, no. 6, p. 1212 – 1236.

SARGENT, T. J., WALLACE, N. Some unpleasant monetarist arithmetic. Quarterly Review, Federal Reserve Bank of Minneapolis, Fall 1981, vol. 5, no. 3, p. 1 – 17.

SARGENT, T. J. Rational expectations and the reconstruction of macroeconomics. Quarterly Review, Federal Reserve Bank of Minneapolis, Summer 1980.

LUCAS, R. E., Jr., SARGENT, T. J. After Keynesian macroeconomics. Quarterly Review, Federal Reserve Bank of Minneapolis, Spring 1979.

SARGENT, T. J. Causality, exogeneity, and natural rate models: reply to C. R. Nelson and B. T. McCallum. Journal of Political Economy, Apr. 1979, vol. 87, no. 2, p. 403 – 409.

SARGENT, T. J. Estimating vector autoregressions using methods not based on explicit economic theories. Quarterly Review, Federal Reserve Bank of Minneapolis, Summer 1979.

SARGENT, T. J. A classical macroeconometric model for the United States. Journal of Political Economy, Apr. 1976, vol. 84, no. 2, p. 207 – 237.

SARGENT, T. J. Response to Rodney Jacobs. Journal of Monetary Economics, Nov. 1976, vol. 2, no. 4, p. 529.

ANDERSON, P. A., SARGENT, T. J., THISTLETHWAITE, C. The response of interest rates to expected inflation in the MPS model. Journal of Monetary Economics, Jan. 1975, vol. 1, no. 1, p. 111 – 115.

SARGENT, T. J., WALLACE, N. Rational expectations, the optimal monetary instrument, and the optimal money supply rule. Journal of Political Economy, Apr. 1975, vol. 83, no. 2, p. 241 – 254.

SARGENT, T. J., WALLACE, N. The elasticity of substitution and cyclical behavior of productivity, wages and labor’s share. American Economic Review, May 1974, vol. 64, no. 2, p. 257 – 263.

SARGENT, T. J. Rational expectations : a correction. Brooking Papers on Economic Activity, Economic Studies Program, The Brooking Institution, 1973, vol. 4, no. 3, p. 799 – 800.

SARGENT, T. J., WALLACE, N. The stability of models of money and growth with perfect foresight. Econometrica, Nov. 1973, vol. 41, no. 6, p. 1043 – 1048.

SARGENT, T. J., WALLACE, N. Rational expectations and the dynamics of hyperinflation. International Economic Review, June 1973, vol. 14, no. 2, p. 328 – 350.

SARGENT, T. J. Rational expectations, the real rate of interest, and the natural rate of unemployment. Brooking Papers on Economic Activity, Economic Studies Program, The Brooking Institution, 1973, vol. 4, no. 2, p. 429 – 480.

SARGENT, T. J. Anticipated inflation and nominal interest. The Quarterly Journal of Economics, May 1972, vol. 86, no. 2, p. 212 – 225.

SARGENT, T. J. Rational expectations and the term structure of interest rates. Journal of Money, Credit and Banking, 1972, vol. 4, no. 1, p. 74 – 97, Part I Fe.

SARGENT, T. J., WALLACE, N. Market transaction costs, asset demand functions, and the relative potency of monetary and fiscal policy. Journal of Money, Credit and Banking, May 1971, vol. 3, no. 2, p. 469 – 505.

SARGENT, T. J. A note on the „accelerationist“ controversy. Journal of Money, Credit and Banking, Aug. 1971, vol. 3, no. 3, p. 721 – 725.

SARGENT, T. J. The optimum monetary instrument variable in a linear economic model. Canadian Journal of Economics, Febr. 1971, vol. 4, no. 1, p. 50 – 60.

BLATTBERG, R., SARGENT, T. J. Regression with non-Gaussian stable disturbances: some sampling results.Econometrica, May 1971, vol. 39, no. 3, p. 501 – 510.

FROST, P. A., SARGENT, T. J. Money-market rates, the discount rate, and borrowing from the Federal Reserve. Journal of Money, Credit and Banking, Febr. 1970, vol. 2, no. 1, p. 56 – 82.

SARGENT, T. J. Money within the general framework of the economic system: discussion. American Economic Review, May 1970, vol. 60, no. 2, p. 57 – 58.

SARGENT, T. J. Commodity price expectations and the interest rate. The Quarterly Journal of Economics, Febr. 1969, vol. 83, no. 1, p. 127 – 140.

DOBELL, R., SARGENT, T. J. The term structure of interest rates in Canada. Canadian Journal of Economics, Febr. 1969, vol. 2, no. 1, p. 65 – 77.

Working papers, proceedings, přednášky, aj.

HALL, G. J., SARGENT, T. J. Interest rate risk and other determinants of post-WWII U.S. government debt/GDP dynamics. NBER Working Papers 15702, National Bureau of Economic Research, Inc., 2010.

MARCET, A., SARGENT, T. J. Convergence of least squares learning in environments with private information. Levine’s Working Paper Archive 240, David K. Levine, 2010.

LJUNGQVIST, L., SARGENT, T. J. Career length: effects of curvature of earning profiles, earnings shocks, and social security. CEPR Discussion Papers 7822, C.E.P.R. Discussion Papers, 2010.

KARANTOUNIAS, A. G., HANSEN, L. P., SARGENT, T. J. Managing expectations and fiscal policy. Working Paper 2009-29, Federal Reserve Bank of Atlanta, 2009.

ELLISON, M., SARGENT, T. J. A defence of the FOMC. Economic Series Working Papers 457, University of Oxford, Department of Economics, 2009.

SARGENT, T. J., ZEIRA, J. Israel 1983: A bout of unpleasant monetarist arithmetic. CEPR Discussion Papers 6792, C.E.P.R. Discussion Papers, 2008.

SARGENT, T. J., SURICO, P. Monetary policies and low-frequency manifestations of the quantity theory. Discussion Papers 26, Monetary Policy Committee Unit, Bank of England, 2008.

COGLEY, T., PRIMICERI, G. E., SARGENT, T. J. Inflation-gap persistence in the U.S.. NBER Working Papers 13749, National Bureau of Economic Research, Inc., 2008.

LJUNGQVIST, L., SARGENT, T. J. Do taxes explain European employment? Indivisible labour, human capital, lotteries and savings. CEPR Discussion Papers 6196, C.E.P.R. Discussion Papers, 2007.

SARGENT, T. J. Evolution and intelligent design. Levine’s Bibliography 122247000000001821, UCLA Department of Economics, 2007.

LJUNGQVIST, L., SARGENT, T. J. Taxes, benefits, and careers: complete versus incomplete markets. CEPR Discussion Papers 6560, C.E.P.R. Discussion Papers, 2007.

SARGENT, T. J., WILLIAMS, N., ZHA, T. The conquest of South American inflation. NBER Working Papers 12606, National Bureau of Economic Research, Inc., 2006.

FERNÁNDEZ-VILLAVERDE, J., RUBIO-RAMÍREZ, J. F., SARGENT, T. J. Economic and VAR shocks: What can go wrong? Levine’s Bibliography 122247000000000990, UCLA Department of Economics, 2006.

LJUNGQVIST, L., SARGENT, T. J. Indivisible labor and its supply elasticity: do taxes explain European employment? 2006 Meeting Papers 734, Society for Economic Dynamics, 2006.

FERNANDEZ-VILLAVERDE, J., RUBIO-RAMÍREZ, J. F., SARGENT, T. J.
A, B, C’s (and D’s) for understanding VARS. PIER Working Paper Archive 05-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, 2005.

COGLEY, T., SARGENT, T. J. Anticipated utility and rational expectations as approximations of Bayesian decision making. Working Papers 05-23, University of California at Davis, Department of Economics, 2005.

COGLEY, T., SARGENT, T. J., COLACITO, R. Benefits from U.S. monetary policy experimentation in the Days of Samuelson and Solow and Lucas. 2005 Meeting Papers 791, Society for Economic Dynamics, 2005.

HANSEN, L. P., SARGENT, T. J. Certainty equivalence and model uncertainty, Proceedings, Board of Governors of the Federal Reserve System (U.S.), p. 17 – 38, 2005.

COGLEY, T., SARGENT, T. J. The conquest of U.S. inflation: learning and robustness to model uncertainty. Working Papers Series 478, European Central Bank, 2005.

SARGENT, T. J., LJUNGQVIST, L. The European unemployment experience: theoretical robustness. 2005 Meeting Papers 549, Society for Economic Dynamics, 2005.

LJUNGQVIST, L., SARGENT, T. Jobs and unemployment in macroeconomic theory: A turbulence laboratory. CEPR Discussion Papers 5340, C.E.P.R. Discussion Papers, 2005.

COGLEY, T., SARGENT, T. J. The market price of risk and the equity premium. Working Papers 05-22, University of California at Davis, Department of Economics, 2005.

HANSEN, L. P., SARGENT, T. J. Recursive robust estimation and control without commitment. Discussion Paper Series 1: Economic Studies 2005, 28, Deutsche Bundesbank, Research Centre, 2005.

LJUNGQVIST, L., SARGENT, T. J. European unemployment and turbulence revisited in a matching model. CEPR Discussion Papers 4183, C.E.P.R. Discussion Papers, 2004.

BASSETTO, M., SARGENT, T. Politics and and efficiency of separationg capital and ordinary government budgets. 2004 Meeting Papers 3, Society for Economic Dynamics, 2004.

SARGENT, T. J. WILLIAMS, N., ZHA, T. Shocks and government beliefs: The rise and fall of American inflation. NBER Working Papers 10764, National Bureau of Economic Research, Inc., 2004.

VELDE, F., SARGENT, T. J. Sustaining a time-consistent Ramsey plan with options. 2004 Meeting Papers 607, Society for Economic Dynamics, 2004.

COGLEY, T., MOROZOV, S., SARGENT, T. J. Bayesan fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary. CFS Working Paper Series 2003/44, Center for Financial Studies, 2003.

COGLEY, T., SARGENT, T. J. Drifts and volatilities: monetary policies and outcomes in the post WWII U.S. Working Paper 2003-25, Federal Reserve Bank of Atlanta, 2003.

SARGENT, T. J., WILLIAMS, N. Impacts of priors on convergence and escapes from Nash inflation. Working Paper 2003-14, Federal Reserve Bank of Atlanta, 2003.

LJUNGQVIST, L., SARGENT, T. The European employment experience. CEPR Discussion Papers 3543, C.E.P.R. Discussion Papers, 2002.

CHO, I.-K., SARGENT, T. Escaping Nash inflation. Working Paper Series 23, European Central Bank, 2000.

De NARDI, M., IMROHOGLU, S., SARGENT, T. J. Projected U.S. demographics and social security. Working Paper Series WP-98-14, Federal Reserve Bank of Chicago, 1989.

SARGENT, T. J., VELDE, F. R. The big problem of small change. Working Paper Series, Macroeconomic Issues WP-97-08, Federal Reserve Bank of Chicago, 1997.

SARGENT, T. J., VELDE, F. R. The evolution of small change. Working Paper Series, Macroeconomic Issues WP-97-13, Federal Reserve Bank of Chicago, 1997.

HANSEN, L. P., SARGENT, T. J., TALLARINI, T. D., Jr. Robust permanent income and pricing. Levin’s Workink Paper Archive 596, David K. Levine, 1997.

MARCET, A., SARGENT, T. J., SEPPALA, J. Optimal taxation without state-contingent debt. Economic Working Papers 170, Department of Economics and Business, Universitat Pompeu Fabra, 1996.

LJUNGQVIST, L., SARGENT, T. J. The European unemployment dilemma. Working Papers Series, Macroeconomic Issues 95-17, Federal Reserve Bank of Chicago, 1995.

ANDERSON, E. W., HANSEN, L. P., SARGENT, T. J., et al. On the mechanics of forming and estimating dynamic linear economies. Staff Report 198, Federal Reserve Bank of Minneapolis, 1995.

HANSEN, L. P., McGRATTAN, E. R., SARGENT, T. J. Mechanics of forming and estimating dynamic linear economies. Staff Report 182, Federal Reserve Bank of Minneapolis, 1994.

HANSEN, L. P., SARGENT, T. J. Flat rate taxes with adjustment costs and several capital stocks and household types. Working Papers in Applied Economic Theory 93-03, Federal Reserve Bank of San Francisco, 1993.

QUAH, D., SARGENT, T. J. A dynamic index model for large cross sections. Discussion Paper / Institute for Empirical Macroeconomics 77, Federal Reserve Bank of Minneapolis, 1992.

MARCET, A., SARGENT, T. J. Speed of convergence of recursive least squares learning with ARMA perceptions. Economics Working Papers 15, Department of Economics and Business, Universitat Pompeu Fabra, 1992.

EVANS, G. W., HONKAPOHJA, S., SARGENT, T. J. On the preservation of deterministic cycles when some agents perceive them to be random fluctuations. STICERD – Theoretical Economic Paper Series 223, Suntory and Toyota International Centres for Economic and Related Disciplines, LSE, 1991.

HANSEN, L. P., SARGENT, T. J. Recursive linear models of dynamic economies. NBER Working Papers 3479, National Bureau of Economic Research, Inc., 1990.

HANSEN, G. D., SARGENT, T. J. Straight time and overtime in equilibrium. UCLA Economic Working Papers 455, UCLA Department of Economics, 1987.

SARGENT, T. J. Government debt and taxes. Working Papers 293, Federal Reserve Bank of Minneapolis, 1986.

SARGENT, T. J., WALLACE, N. Identification and estimation of a model of hyperinflation with a continuum of „sunspot“ equilibrium. Working Papers 280, Federal Reserve Bank of Minneapolis, 1985.

HANSEN, L. P., SARGENT, T. J. Identification of continuous time rational expectations model from discrete time data. Staff Report 73, Federal Reserve Bank of Minneapolis, 1983.

SARGENT, T. J., WALLACE, N. A model of commodity money. Staff Report 85, Federal Reserve Bank of Minneapolis, 1983.

SARGENT, T. J. Beyond demand and supply curves in macroeconomics. Staff Report 77, Federal Reserve Bank of Minneapolis, 1982.

HANSEN, L. P., SARGENT, T. J. Formulating and estimating continuous time rational expectations models. Staff Report 75, Federal Reserve Bank of Minneapolis, 1982.

HANSEN, L. P., SARGENT, T. J. Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time. Staff Report 74, Federal Reserve Bank of Minneapolis, 1981.

HANSEN, L. P., SARGENT, T. J. The dimensionality of the aliasing problem in models with rational spectral densities. Staff Report 72, Federal Reserve Bank of Minneapolis, 1981.

SARGENT, T. J. „Dollarization“, seignorage , and the demand for money. Working Papers 170, Federal Reserve Bank of Minneapolis, 1981.

SARGENT, T. J. The ends of four big inflations. Working Papers 158, Federal Reserve Bank of Minneapolis, 1981.

HANSEN, L. P., SARGENT, T. J. Exact linear rational expectations models: specification and estimation. Staff Report 71, Federal Reserve Bank of Minneapolis, 1981.

HANSEN, L. P., SARGENT, T. J. Instrumental variables procedures for estimating linear rational expectations models. Staff Report 70, Federal Reserve Bank of Minneapolis, 1981.

HANSEN, L. P., SARGENT, T. J. A note on Wiener-Kolmogorov prediction formulas for rational expectations models. Staff Report 69, Federal Reserve Bank of Minneapolis, 1981.

SARGENT, T. J., WALLACE, N. The real bills doctrine vs. the quantity theory: a reconsideration. Staff Report 64, Federal Reserve Bank of Minneapolis, 1981.

SARGENT, T. J. Stopping moderate inflations: the methods of Poincaré and Thatcher. Working Papers 0, Federal Reserve Bank of Minneapolis, 1981.

SARGENT, T. J. Interpreting economic time series. Staff Report 58, Federal Reserve Bank of Minneapolis, 1980.

HANSEN, L. P., SARGENT, T. J. Linear rational expectations models for dynamically interrelated variables. Working Papers 135, Federal Reserve Bank of Minneapolis, 1980.

HANSEN, L. P., SARGENT, T. J. Methods for estimating continuous time rational expectation models from discrete time data. Staff Report 59, Federal Reserve Bank of Minneapolis, 1980.

HANSEN, L. P., SARGENT, T. J. Rational expectations models and the aliasing phenomenon. Staff Report 60, Federal Reserve Bank of Minneapolis, 1980.

HANSEN, L. P., SARGENT, T. J. Formulating and estimating dynamic linear rational expectation models. Working Papers 127, Federal Reserve Bank of Minneapolis, 1979.

SARGENT, T. J. „Tobin’s Q“ and the rate of investment in general equilibrium. Staff Report 40, Federal Reserve Bank of Minneapolis, 1979.

SARGENT, T. J. Estimation of dynamic labor demand schedules under rational expectations. Staff Report 27, Federal Reserve Bank of Minneapolis, 1978.

SARGENT, T. J. A note on maximum likelihood estimation of the rational expectations model of the term structure. Staff Report 26, Federal Reserve Bank of Minneapolis, 1978.

SARGENT, T. J., SIMS, C. A. Business cycle modeling without pretending to have too much a priori economic theory. Working Papers 55, Federal Reserve Bank of Minneapolis, 1977.

SARGENT, T. J. Is Keynesian economics a dead end? Working Papers 101, Federal Reserve Bank of Minneapolis, 1977.

SARGENT, T. Rational expectations, econometric exogeneity and consumption. Staff Report 25, Federal Reserve Bank of Minneapolis, 1977.

SARGENT, T. J. The demand for money during hyperinflations under rational expectations: II. Working Papers 60, Federal Reserve Bank of Minneapolis, 1976.

SARGENT, T. J. Econometric exogeneity and alternative estimators of portfolio balance schedules for hyperinflations: a note. Working Papers 79, Federal Reserve Bank of Minneapolis, 1976.

SARGENT, T. J. Observations on improper methods of simulating and teaching Friedman’s time series consumption model. Working Papers 53, Federal Reserve Bank of Minneapolis, 1976.

SARACOGLU, R., SARGENT, T. J. Seasonality and portfolio balance under rational expectations. Working Papers 58, Federal Reserve Bank of Minneapolis, 1976.

SARGENT, T. J. Testing for neutrality and rationality. Working Papers 54, Federal Reserve Bank of Minneapolis, 1976.

NEFTCI, S., SARGENT, T. J. A little bit of evidence on the natural rate hypothesis from the U.S. Working Papers 83, Federal Reserve Bank of Minneapolis, 1975.

SARGENT, T. J. Naive business cycle theory. Working Papers 23, Federal Reserve Bank of Minneapolis, 1975.

SARGENT, T. J. The observational equivalence of natural and unnatural rate theories of macroeconomics. Working Papers 48, Federal Reserve Bank of Minneapolis, 1975.

SARGENT, T. J. Dynamic analysis of a Keynesian model. Working Papers 27, Federal Reserve Bank of Minneapolis, 1974.

ARGENT, T. J., WALLACE, N. Rational expectations and the theory of economic policy. Working Papers 29, Federal Resereve Bank of Minneapolis, 1974.

HENDERSON, D. W., SARGENT, T. J. Unemployment and stabilization policy in a two-sector, two-country aggregative model. Working Papers 26, Federal Reserve Bank of Minneapolis, 1974.

HENDERSON, D. W., SARGENT, T. J. Monetary and fiscal policy in a two-sector aggregative model. Special Studies Papers 28, Board of Governors of the Federal Reserve System (U.S.), 1972.

SARGENT, T. J. Interest rates and prices in the long run: a study of the Gibson paradox. Working Papers 75, Federal Reserve Bank of Minneapolis, 1971.

COGLEY, T., SARGENT, T. J. Evolving post-World War II U.S. inflation dynamics. Working Papers 2132872, Department of Economics. W. P. Carey School of Business, Arizona State University.

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Thomas John Sargent