zreferences.ipynb

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    "# References\n",
    "\n",
    "<a id='aiyagari1994'></a>\n",
    "\\[Aiy94\\] S Rao Aiyagari. Uninsured Idiosyncratic Risk and Aggregate Saving. *The Quarterly Journal of Economics*, 109(3):659–684, 1994.\n",
    "\n",
    "<a id='amss2002'></a>\n",
    "\\[AMSS02\\] S. Rao Aiyagari, Albert Marcet, Thomas J. Sargent, and Juha Seppala. Optimal Taxation without State-Contingent Debt. *Journal of Political Economy*, 110(6):1220–1254, December 2002.\n",
    "\n",
    "<a id='andersonmoore2005'></a>\n",
    "\\[AM05\\] D. B. O. Anderson and J. B. Moore. *Optimal Filtering*. Dover Publications, 2005.\n",
    "\n",
    "<a id='ahms1996'></a>\n",
    "\\[AHMS96\\] E. W. Anderson, L. P. Hansen, E. R. McGrattan, and T. J. Sargent. Mechanics of Forming and Estimating Dynamic Linear Economies. In *Handbook of Computational Economics*. Elsevier, vol 1 edition, 1996.\n",
    "\n",
    "<a id='arellano2008default'></a>\n",
    "\\[Are08\\] Cristina Arellano. Default risk and income fluctuations in emerging economies. *The American Economic Review*, pages 690–712, 2008.\n",
    "\n",
    "<a id='athanasios1991'></a>\n",
    "\\[AP91\\] Papoulis Athanasios and S Unnikrishna Pillai. *Probability, random variables, and stochastic processes*. Mc-Graw Hill, 1991.\n",
    "\n",
    "<a id='bansalyaron2004'></a>\n",
    "\\[BY04\\] Ravi Bansal and Amir Yaron. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. *Journal of Finance*, 59(4):1481–1509, 08 2004. URL: [https://ideas.repec.org/a/bla/jfinan/v59y2004i4p1481-1509.html](https://ideas.repec.org/a/bla/jfinan/v59y2004i4p1481-1509.html), [doi:](https://doi.org/).\n",
    "\n",
    "<a id='barro1979'></a>\n",
    "\\[Bar79\\] Robert J Barro. On the Determination of the Public Debt. *Journal of Political Economy*, 87(5):940–971, 1979.\n",
    "\n",
    "<a id='benhabib2015'></a>\n",
    "\\[BBZ15\\] Jess Benhabib, Alberto Bisin, and Shenghao Zhu. The wealth distribution in bewley economies with capital income risk. *Journal of Economic Theory*, 159:489–515, 2015.\n",
    "\n",
    "<a id='benvenistescheinkman1979'></a>\n",
    "\\[BS79\\] L M Benveniste and J A Scheinkman. On the Differentiability of the Value Function in Dynamic Models of Economics. *Econometrica*, 47(3):727–732, 1979.\n",
    "\n",
    "<a id='bertekas75'></a>\n",
    "\\[Ber75\\] Dmitri Bertsekas. *Dynamic Programming and Stochastic Control*. Academic Press, New York, 1975.\n",
    "\n",
    "<a id='bewley1977'></a>\n",
    "\\[Bew77\\] Truman Bewley. The permanent income hypothesis: a theoretical formulation. *Journal of Economic Theory*, 16(2):252–292, 1977.\n",
    "\n",
    "<a id='bewley86'></a>\n",
    "\\[Bew86\\] Truman F Bewley. Stationary monetary equilibrium with a continuum of independently fluctuating consumers. In Werner Hildenbran and Andreu Mas-Colell, editors, *Contributions to Mathematical Economics in Honor of Gerard Debreu*, pages 27–102. North-Holland, Amsterdam, 1986.\n",
    "\n",
    "<a id='bishop2006'></a>\n",
    "\\[Bis06\\] C. M. Bishop. *Pattern Recognition and Machine Learning*. Springer, 2006.\n",
    "\n",
    "<a id='carroll2001'></a>\n",
    "\\[Car01\\] Christopher D Carroll. A Theory of the Consumption Function, with and without Liquidity Constraints. *Journal of Economic Perspectives*, 15(3):23–45, 2001.\n",
    "\n",
    "<a id='carroll2006'></a>\n",
    "\\[Car06\\] Christopher D Carroll. The method of endogenous gridpoints for solving dynamic stochastic optimization problems. *Economics Letters*, 91(3):312–320, 2006.\n",
    "\n",
    "<a id='coleman1990'></a>\n",
    "\\[Col90\\] Wilbur John Coleman. Solving the Stochastic Growth Model by Policy-Function Iteration. *Journal of Business & Economic Statistics*, 8(1):27–29, 1990.\n",
    "\n",
    "<a id='cryerchan2008'></a>\n",
    "\\[CC08\\] J. D. Cryer and K-S. Chan. *Time Series Analysis*. Springer, 2nd edition edition, 2008.\n",
    "\n",
    "<a id='davis2006flow'></a>\n",
    "\\[DFH06\\] Steven J Davis, R Jason Faberman, and John Haltiwanger. The flow approach to labor markets: new data sources, micro-macro links and the recent downturn. *Journal of Economic Perspectives*, 2006.\n",
    "\n",
    "<a id='deaton1991'></a>\n",
    "\\[Dea91\\] Angus Deaton. Saving and Liquidity Constraints. *Econometrica*, 59(5):1221–1248, 1991.\n",
    "\n",
    "<a id='deatonpaxton1994'></a>\n",
    "\\[DP94\\] Angus Deaton and Christina Paxson. Intertemporal Choice and Inequality. *Journal of Political Economy*, 102(3):437–467, 1994.\n",
    "\n",
    "<a id='denhaan2010'></a>\n",
    "\\[DH10\\] Wouter J Den Haan. Comparison of solutions to the incomplete markets model with aggregate uncertainty. *Journal of Economic Dynamics and Control*, 34(1):4–27, 2010.\n",
    "\n",
    "<a id='deneckere1992'></a>\n",
    "\\[DJ92\\] Raymond J Deneckere and Kenneth L Judd. Cyclical and chaotic behavior in a dynamic equilibrium model, with implications for fiscal policy. *Cycles and chaos in economic equilibrium*, pages 308–329, 1992.\n",
    "\n",
    "<a id='doraszelski2010computable'></a>\n",
    "\\[DS10\\] Ulrich Doraszelski and Mark Satterthwaite. Computable markov-perfect industry dynamics. *The RAND Journal of Economics*, 41(2):215–243, 2010.\n",
    "\n",
    "<a id='dlp2013'></a>\n",
    "\\[DLP13\\] Y E Du, Ehud Lehrer, and A D Y Pauzner. Competitive economy as a ranking device over networks. submitted, 2013.\n",
    "\n",
    "<a id='dudley2002'></a>\n",
    "\\[Dud02\\] R M Dudley. *Real Analysis and Probability*. Cambridge Studies in Advanced Mathematics. Cambridge University Press, 2002.\n",
    "\n",
    "<a id='englegranger1987'></a>\n",
    "\\[EG87\\] Robert F Engle and Clive W J Granger. Co-integration and Error Correction: Representation, Estimation, and Testing. *Econometrica*, 55(2):251–276, 1987.\n",
    "\n",
    "<a id='ericson1995markov'></a>\n",
    "\\[EP95\\] Richard Ericson and Ariel Pakes. Markov-perfect industry dynamics: a framework for empirical work. *The Review of Economic Studies*, 62(1):53–82, 1995.\n",
    "\n",
    "<a id='evanshonkapohja2001'></a>\n",
    "\\[EH01\\] G W Evans and S Honkapohja. *Learning and Expectations in Macroeconomics*. Frontiers of Economic Research. Princeton University Press, 2001.\n",
    "\n",
    "<a id='fun'></a>\n",
    "\\[FSTD15\\] Pablo Fajgelbaum, Edouard Schaal, and Mathieu Taschereau-Dumouchel. Uncertainty traps. Technical Report, National Bureau of Economic Research, 2015.\n",
    "\n",
    "<a id='friedman1956'></a>\n",
    "\\[Fri56\\] M. Friedman. *A Theory of the Consumption Function*. Princeton University Press, 1956.\n",
    "\n",
    "<a id='friedman98'></a>\n",
    "\\[FF98\\] Milton Friedman and Rose D Friedman. *Two Lucky People*. University of Chicago Press, 1998.\n",
    "\n",
    "<a id='gallatin'></a>\n",
    "\\[Gal37\\] Albert Gallatin. Report on the finances**, november, 1807. In *Reports of the Secretary of the Treasury of the United States, Vol 1*. Government printing office, Washington, DC, 1837.\n",
    "\n",
    "<a id='hall1978'></a>\n",
    "\\[Hal78\\] Robert E Hall. Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence. *Journal of Political Economy*, 86(6):971–987, 1978.\n",
    "\n",
    "<a id='hallmishkin1982'></a>\n",
    "\\[HM82\\] Robert E Hall and Frederic S Mishkin. The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households. *National Bureau of Economic Research Working Paper Series*, 1982.\n",
    "\n",
    "<a id='hamilton2005'></a>\n",
    "\\[Ham05\\] James D Hamilton. What’s real about the business cycle? *Federal Reserve Bank of St. Louis Review*, pages 435–452, 2005.\n",
    "\n",
    "<a id='hansensargent2008'></a>\n",
    "\\[HS08\\] L P Hansen and T J Sargent. *Robustness*. Princeton University Press, 2008.\n",
    "\n",
    "<a id='hansensargent2013'></a>\n",
    "\\[HS13\\] L P Hansen and T J Sargent. *Recursive Models of Dynamic Linear Economies*. The Gorman Lectures in Economics. Princeton University Press, 2013.\n",
    "\n",
    "<a id='hansen2007'></a>\n",
    "\\[Han07\\] Lars Peter Hansen. Beliefs, Doubts and Learning: Valuing Macroeconomic Risk. *American Economic Review*, 97(2):1–30, May 2007. URL: [https://ideas.repec.org/a/aea/aecrev/v97y2007i2p1-30.html](https://ideas.repec.org/a/aea/aecrev/v97y2007i2p1-30.html), [doi:](https://doi.org/).\n",
    "\n",
    "<a id='hhl2008'></a>\n",
    "\\[HHL08\\] Lars Peter Hansen, John C. Heaton, and Nan Li. Consumption Strikes Back? Measuring Long-Run Risk. *Journal of Political Economy*, 116(2):260–302, 04 2008. URL: [https://ideas.repec.org/a/ucp/jpolec/v116y2008i2p260-302.html](https://ideas.repec.org/a/ucp/jpolec/v116y2008i2p260-302.html), [doi:](https://doi.org/).\n",
    "\n",
    "<a id='hansenrichard1987'></a>\n",
    "\\[HR87\\] Lars Peter Hansen and Scott F Richard. The Role of Conditioning Information in Deducing Testable. *Econometrica*, 55(3):587–613, May 1987.\n",
    "\n",
    "<a id='hansar1980'></a>\n",
    "\\[HS80\\] Lars Peter Hansen and Thomas J Sargent. Formulating and estimating dynamic linear rational expectations models. *Journal of Economic Dynamics and control*, 2:7–46, 1980.\n",
    "\n",
    "<a id='hansensargent2000'></a>\n",
    "\\[HS00\\] Lars Peter Hansen and Thomas J Sargent. Wanting robustness in macroeconomics. *Manuscript, Department of Economics, Stanford University.*, 2000.\n",
    "\n",
    "<a id='hans-sarg-book2016'></a>\n",
    "\\[HS17\\] Lars Peter Hansen and Thomas J. Sargent. *Risk, Uncertainty, and Value*. Princeton University Press, Princeton, New Jersey, 2017.\n",
    "\n",
    "<a id='hans-scheink2009'></a>\n",
    "\\[HS09\\] Lars Peter Hansen and Jose A. Scheinkman. Long-term risk: an operator approach. *Econometrica*, 77(1):177–234, 01 2009.\n",
    "\n",
    "<a id='harrkreps1978'></a>\n",
    "\\[HK78\\] J. Michael Harrison and David M. Kreps. Speculative investor behavior in a stock market with heterogeneous expectations. *The Quarterly Journal of Economics*, 92(2):323–336, 1978.\n",
    "\n",
    "<a id='harrisonkreps1979'></a>\n",
    "\\[HK79\\] J. Michael Harrison and David M. Kreps. Martingales and arbitrage in multiperiod securities markets. *Journal of Economic Theory*, 20(3):381–408, June 1979.\n",
    "\n",
    "<a id='heaton1996'></a>\n",
    "\\[HL96\\] John Heaton and Deborah J Lucas. Evaluating the effects of incomplete markets on risk sharing and asset pricing. *Journal of Political Economy*, pages 443–487, 1996.\n",
    "\n",
    "<a id='helpman1985'></a>\n",
    "\\[HK85\\] Elhanan Helpman and Paul Krugman. *Market structure and international trade*. MIT Press Cambridge, 1985.\n",
    "\n",
    "<a id='hernandezlermalasserre1996'></a>\n",
    "\\[HLL96\\] O Hernandez-Lerma and J B Lasserre. *Discrete-Time Markov Control Processes: Basic Optimality Criteria*. Number Vol 1 in Applications of Mathematics Stochastic Modelling and Applied Probability. Springer, 1996.\n",
    "\n",
    "<a id='hopenhaynprescott1992'></a>\n",
    "\\[HP92\\] Hugo A Hopenhayn and Edward C Prescott. Stochastic Monotonicity and Stationary Distributions for Dynamic Economies. *Econometrica*, 60(6):1387–1406, 1992.\n",
    "\n",
    "<a id='hopenhaynrogerson1993'></a>\n",
    "\\[HR93\\] Hugo A Hopenhayn and Richard Rogerson. Job Turnover and Policy Evaluation: A General Equilibrium Analysis. *Journal of Political Economy*, 101(5):915–938, 1993.\n",
    "\n",
    "<a id='huggett1993'></a>\n",
    "\\[Hug93\\] Mark Huggett. The risk-free rate in heterogeneous-agent incomplete-insurance economies. *Journal of Economic Dynamics and Control*, 17(5-6):953–969, 1993.\n",
    "\n",
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    "\\[Haggstrom02\\] Olle Häggström. *Finite Markov chains and algorithmic applications*. Volume 52. Cambridge University Press, 2002.\n",
    "\n",
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    "\\[Janich94\\] K Jänich. *Linear Algebra*. Springer Undergraduate Texts in Mathematics and Technology. Springer, 1994.\n",
    "\n",
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    "\\[JYC88\\] Robert J. Shiller John Y. Campbell. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. *Review of Financial Studies*, 1(3):195–228, 1988.\n",
    "\n",
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    "\n",
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    "\\[Jud85\\] Kenneth L Judd. On the performance of patents. *Econometrica*, pages 567–585, 1985.\n",
    "\n",
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    "\\[Kam12\\] Takashi Kamihigashi. Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence. Technical Report, Kobe University, 2012.\n",
    "\n",
    "<a id='kreps88'></a>\n",
    "\\[Kre88\\] David M. Kreps. *Notes on the Theory of Choice*. Westview Press, Boulder, Colorado, 1988.\n",
    "\n",
    "<a id='kuhn2013'></a>\n",
    "\\[Kuh13\\] Moritz Kuhn. Recursive Equilibria In An Aiyagari-Style Economy With Permanent Income Shocks. *International Economic Review*, 54:807–835, 2013.\n",
    "\n",
    "<a id='lasotamackey1994'></a>\n",
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    "\n",
    "<a id='lettlud2001'></a>\n",
    "\\[LL01\\] Martin Lettau and Sydney Ludvigson. Consumption, Aggregate Wealth, and Expected Stock Returns. *Journal of Finance*, 56(3):815–849, 06 2001.\n",
    "\n",
    "<a id='lettlud2004'></a>\n",
    "\\[LL04\\] Martin Lettau and Sydney C. Ludvigson. Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption. *American Economic Review*, 94(1):276–299, March 2004.\n",
    "\n",
    "<a id='levhari1980great'></a>\n",
    "\\[LM80\\] David Levhari and Leonard J Mirman. The great fish war: an example using a dynamic cournot-nash solution. *The Bell Journal of Economics*, pages 322–334, 1980.\n",
    "\n",
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    "\n",
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    "\\[Luc78\\] Robert E Lucas, Jr. Asset prices in an exchange economy. *Econometrica: Journal of the Econometric Society*, 46(6):1429–1445, 1978.\n",
    "\n",
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    "\\[Luc03\\] Robert E Lucas, Jr. Macroeconomic Priorities. *American Economic Review*, 93(1):1–14, March 2003. URL: [https://www.aeaweb.org/articles?id=10.1257/000282803321455133](https://www.aeaweb.org/articles?id=10.1257/000282803321455133).\n",
    "\n",
    "<a id='lucasprescott1971'></a>\n",
    "\\[LP71\\] Robert E Lucas, Jr. and Edward C Prescott. Investment under uncertainty. *Econometrica: Journal of the Econometric Society*, pages 659–681, 1971.\n",
    "\n",
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    "\n",
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    "\n",
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    "\n",
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   ]
  }
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