Thomas J. Sargent

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Recursive Models of Dynamic Linear Economies

by Thomas J. Sargent & Lars Peter Hansen

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to...


Rational Expectations and Inflation (Third Edition)

by Thomas J. Sargent

This collection of essays uses the lens of rational expectations theory to examine how governments anticipate and plan for inflation, and provides insight into the pioneering research for which Thomas Sargent...