Unpublished Monographs

Questioning Carlo Cipolla

with Robert Townsend
Fall 1985
This manuscript records outcomes from a two-day interview of Carlo Cipolla by Thomas Sargent and Robert Townsend focused on the history of money, banking, contracts, and markets.

Published Books

Rational Expectations and Inflation, 3rd edition

May 2013
This Princeton University Press monograph is an updated edition with two additional articles and three additional essays in persuasion.

Robustness

with Lars Hansen
January 2008
This Princeton University Press monograph is about robust filtering and control. It adapts H_2, H_\infty, and entropy methods to handle discounted problems. Both single agent and multiple agent settings are studied. There are new chapters about recursive equilibria in this version. The book includes two chapters about robust filtering and estimation.
Source code

Recursive Models of Dynamic Linear Economies

with Lars Peter Hansen
September 2013
This forthcoming Princeton University Press monograph is about a class of linear quadratic economies for which competitive equilibria can be computed quickly using linear control theory. The book discusses model formulation and estimation and provides a variety of examples. 
Source code

Uncertainty within Macroeconomic Models

with Lars Peter Hansen
October 2013
A collection of papers about model uncertainty and robust control, with a forward by Eric Maskin. An introductory chapter describes a vision about interactions between data sets and models that underlies the papers.

Out of Print

Rational Expectations Econometrics

with Lars Peter Hansen
1991