Albert Marcet
Names
first: 
Albert 
last: 
Marcet 
Contact
email: 

homepage: 
https://www.crei.cat/people/albertmarcet/ 
postal address: 
CREI
Edifici Mercè Rodoreda, 23
Carrer Ramon Trias Fargas, 2527
08005 Barcelona
Spain 
Affiliations

Barcelona Graduate School of Economics (Barcelona GSE)
→ Centre de Recerca en Economia Internacional (CREI) (weight: 90%)

Barcelona Graduate School of Economics (Barcelona GSE)
→ Universitat Pompeu Fabra
→ Departament d'Economia i Empresa (weight: 10%)
Research profile
author of:

The Poor Stay Poor: NonConvergence Across Countries and Regions
by Canova, Fabio & Marcet, Albert

Recurrent Hyperinflations and Learning
by Marcet, Albert & Nicolini, Juan Pablo

Debt and Deficit Fluctuations and the Structure of Bond Markets
by Marcet, Albert & Scott, Andrew

The HPFilter in CrossCountry Comparisons
by Marcet, Albert & Ravn, Morten O.

The HPFilter in CrossCountry Comparisons
by Albert Marcet & Morte O. Ravn

Money and prices in models of bounded rationality
by Albert Marcet & Juan Pablo Nicolini

Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions
by Albert Marcet & David A. Marshall

Communication, commitment, and growth
by Albert Marcet & Ramon Marimon

Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions
by Albert Marcet & David A. Marshall

Recurrent Hyperinflations and Learning.
by Marcet, A. & Nicolini, J. P.

THE FISCAL COSTS OF DEBT LIMITS
by Albert Marcet & Andrew Scott

Supply side interventions and redistribution
by Teresa GarciaMilà & Albert Marcet & Eva Ventura

Optimal taxation without statecontingent debt
by Albert Marcet & Thomas J. Sargent & Juha Seppala

Recurrent hyperinflations and learning
by Albert Marcet & Juan P. Nicolini

Parameterized expectations approach; Some practical issues
by Albert Marcet & Guido Lorenzoni

Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
by Albert Marcet & Kenneth J. Singleton

Recursive contracts
by Albert Marcet & Ramon Marimon

Debt and deficit fluctuations and the structure of bond markets
by Albert Marcet & Andrew Scott

The HPfilter in crosscountry comparisons
by Albert Marcet & Morten O. Ravn

The Fate of Systems with "Adaptive" Expectations.
by Marcet, Albert & Sargent, Thomas J.

Solving the Stochastic Growth Model by Parameterizing Expectations.
by den Haan, Wouter J. & Marcet, Albert

Optimal Taxation without StateContingent Debt
by S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala

Convergence of LeastSquares Learning in Environments with Hidden State Variables and Private Information.
by Marcet, Albert & Sargent, Thomas J.

FORTRAN code for Simulation Parameterized Expecations Algorithm
by Wouter Denhaan & Albert Marcet

Growth, capital flows and enforcement constaints: The case of Africa
by Giorgia Giovannetti & Albert Marcet & Ramon Marimon

Accuracy in simulations
by Wouter J. den Haan & Albert Marcet

The poor stay poor: Nonconvergence across countries and regions
by Fabio Canova & Albert Marcet

Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations
by Albert Marcet & David A. Marshall

Communication, commitment and growth
by Albert Marcet & Ramon Marimon

Incomplete markets, labor supply and capital accumulation
by Albert Marcet & Francesc ObiolsHoms & Philippe Weil

Recurrent Hyperinflations and Learning
by Albert Marcet & Juan P. Nicolini

Simulation analysis of dynamic stochastic models: Applications to theory and estimation
by Albert Marcet

Solving nonlinear stochastic models by parameterizing expectations: An application to asset pricing with production
by Albert Marcet

Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets
by Andrew J. Scott & Arpad Abraham & Albert Marcet

Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions
by Albert Marcet & David A. Marshall

Growth, capital flows and enforcement constraints : The case of Africa
by Giovannetti, Giorgia & Marcet, Albert & Marimon, Ramon

Money and Prices in Models of Bounded Rationality in High Inflation Economies
by Albert Marcet & Juan Pablo Nicolini

Speed of convergence of recursive least squares learning with ARMA perceptions
by Albert Marcet & Thomas J. Sargent

GAUSS code for the HPfilter reformulated as a constrained minimization problem
by Albert Marcet & Morten Ravn

The Parameterized Expectations Approach: Some Practical Issues
by Albert Marcet & Guido Lorenzoni

Communication, commitment, and growth
by Marcet, Albert & Marimon, Ramon

Recursive Contracts.
by Marcet, A. & Marimon, R.

Money and prices in models of bounded rationality in high inflation economies
by Albert Marcet & Juan Pablo Nicolini

Debt Management Under Complete Markets
by Elisa Faraglia & Albert Marcet & Andrew Scott

Convergence of least squares learning mechanisms in selfreferential linear stochastic models
by Marcet, Albert & Sargent, Thomas J.

Polarization under incomplete markets and endogenous labor productivity
by Albert Marcet & Francesc ObiolsHoms

Learning and Stock Market Volatility
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini

Stock Market Volatility and Learning
by Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo

Fiscal Insurance and Debt Management in OECD Economies
by Faraglia, Elisa & Marcet, Albert & Scott, Andrew

Incomplete markets, labor supply and capital accumulation
by Marcet, Albert & ObiolsHoms, Francesc & Weil, Philippe

Fiscal Insurance and Debt Management in OECD Economies
by Elisa Faraglia & Albert Marcet & Andrew Scott

Debt and Deficit Fluctuations and the Structure of Bond Markets
by Albert Marcet & Andrew Scott

In Search of a Theory of Debt Management
by Albert Marcet & Elisa Faraglia & Andrew Scott

Fiscal Insurance and Debt Management in OECD Economies
by Albert Marcet & Elisa Faraglia & Andrew Scott

Stock Market Volatility and Learning
by Albert Marcet & Klaus Adam & Juan Pablo Nicolini

In Search of a Theory of Debt Management
by Faraglia, Elisa & Marcet, Albert & Scott, Andrew

ParetoImproving Optimal Capital and Labor Taxes
by Albert Marcet & Katharina Greulich

Debt and deficit fluctuations and the structure of bond markets
by Marcet, Albert & Scott, Andrew

Internal Rationality and Asset Prices
by Adam, Klaus & Marcet, Albert

Supply Side Interventions and Redistribution
by Teresa GarciaMilà & Albert Marcet & Eva Ventura

Booms and Busts in Asset Prices
by Klaus Adam & Albert Marcet

Labor supply, precautionary saving and growth
by Philippe Weil & Albert Marcet & Francesc ObiolsHoms

Autoregressions in small samples, priors about observables and initial conditions
by Marcet, Albert & Jarociński, Marek

Equity Issuance and Divident Policy under Commitment
by Alexis Anagnostopoulos & Eva CarcelesPoveda & Albert Marcet

Convergence of Least Squares Learning in Environments With Private Information
by Albert Marcet & Tom Sargent

EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
by Marcet, Albert & Singleton, Kenneth J.

Recursive Contracts
by Albert Marcet & Ramon Marimon

In search of a theory of debt management
by Faraglia, Elisa & Marcet, Albert & Scott, Andrew

House Price Booms and the Current Account
by Klaus Adam & Pei Kuang & Albert Marcet

Recursive Contracts
by Albert Marcet & Ramon Marimon

Internal rationality, imperfect market knowledge and asset prices
by Adam, Klaus & Marcet, Albert

Autoregressions in Small Samples, Priors about Observables and Initial Conditions
by Marek Jarocinski & Albert Marcet

Booms and Busts in Asset Prices
by Klaus Adam & Albert Marcet

House Price Booms and the Current Account
by Klaus Adam & Pei Kuang & Albert Marcet
edited by

House Price Booms and the Current Account
by Klaus Adam & Pei Kuang & Albert Marcet

Internal Rationality, Imperfect Market Knowledge and Asset Prices
by Klaus Adam & Albert Marcet

Stock Market Volatility and Learning
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini

ParetoImproving Optimal Capital and Labor Taxes
by Katharina Greulich & Albert Marcet

Debt and Deficit Fluctuations and the Structure of Bond Markets
by Albert Marcet & Albert Scott

In Search of a Theory of Debt Management
by Elisa Faraglia & Albert Marcet & Andrew Scott

Recursive Contracts
by Albert Marcet and Ramon Marimon

Stock Market Volatility and Learning
by Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo

Incomplete Markets, Labor Supply and Capital Accumulation
by Albert Marcet & Francesc ObiolsHoms & Philippe Weil

Money and Prices in Models of Bounded Rationality in High Inflation Economies
by Albert Marcet & Juan Pablo Nicolini

Debt and Deficit Fluctuations and the Structure of Bond Markets
by Albert Marcet & Albert Scott

Fiscal Insurance and Debt Management in OECD Economies
by Elisa Faraglia & Albert Marcet & Andrew Scott

Money and Prices in Models of Bounded Rationality in High Inflation Economies
by Albert Marcet & Juan Pablo Nicolini

In Search of a Theory of Debt Management
by Elisa Faraglia & Albert Marcet & Andrew Scott

The HPFilter in CrossCountry Comparisons
by Albert Marcet & Morten O. Ravn

Stock Market Volatility and Learning
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini

The Impact of Debt Levels and Debt Maturity on Inflation
by Faraglia, Elisa & Marcet, Albert & Oikonomou, Rigas & Scott, Andrew

Debt Management under Incomplete Markets and Transaction Costs
by Andrew J. Scott & Albert Marcet & Elisa Faraglia

Money, Prices and Monetary Policy.
by Albert Marcet

Debt management and optimal fiscal policy with long bonds
by Elisa Faraglia & Albert Marcet & Andrew Scott
edited by

A note on borrowing limits and welfare
by Francesc ObiolsHoms & Albert Marcet

Polarization under incomplete markets and endogenous labor productivity
by Francesc ObiolsHoms & Albert Marcet

Equity Financing
by Eva CarcelesPoveda & Albert Marcet & Alexis Anagnostopoulos

Priors about Observables in Vector Autoregressions
by Marek Jarocinski & Albert Marcet

House Price Booms and the Current Account
by Klaus Adam & Pei Kuang & Albert Marcet

Online Appendix to "Priors about Observables in Vector Autoregressions"
by Marek Jarocinski & Albert Marcet

Priors about Observables in Vector Autoregressions
by Marek Jarocinski & Albert Marcet

Online Appendix to "Priors about Observables in Vector Autoregressions"
by Marek Jarocinski & Albert Marcet

The Impact of Debt Levels and Debt Maturity on Inflation
by Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott

Incomplete Markets, Labor Supply and Capital Accumulation
by Albert Marcet & Francesc ObiolsHoms & Philippe Weil

Incomplete Markets, Labor Supply and Capital Accumulation
by Albert Marcet & Francesc ObiolsHoms & Philippe Weil

Stock price booms and expected capital gains
by Adam, Klaus & Beutel, Johannes & Marcet, Albert

Modelling Long Bonds  The Case of Optimal Fiscal Policy
by Faraglia, Elisa & Marcet, Albert & Scott, Andrew

Stock Price Booms and Expected Capital Gains
by Klaus Adam & Johannes Beutel & Albert Marcet

Stock Price Booms and Expected Capital Gains
by Klaus Adam & Albert Marcet & Johannes Beutel

Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition
by Marek Jarocinski & Albert Marcet

Government Debt Management: The Long and the Short of It (Plus Appendix)
by Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott

Stock Market Volatility and Learning
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini

Government Debt Management: The Long and the Short of It
by Faraglia, Elisa & Marcet, Albert & Oikonomou, Rigas & Scott, Andrew

Stock Price Booms and Expected Capital Gains
by Adam, Klaus & Beutel, Johannes & Marcet, Albert

Optimal Policy with Endogenous Signal Extraction
by Andrea Lanteri & Albert Marcet & Esther Hauk

Can a Financial Transaction Tax Prevent Stock Price Booms?
by Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian

Can a financial transaction tax prevent stock price booms?
by Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes

Can a Financial Transaction Tax Prevent Stock Price Booms?
by Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel

ParetoImproving Optimal Capital and Labor Taxes
by Sarolta Laczo & Albert Marcet & Katharina Greulich

Accuracy in Simulations
by Wouter J. Den Haan & Albert Marcet

Can a financial transaction tax prevent stock price booms?
by Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian

ParetoImproving Optimal Capital and Labor Taxes
by Katharina Greulich & Sarolta Laczó & Albert Marcet

El nuevo reto en Macroeconomía: la modelización y la medición de expectativas
by Olympia Bover & Juan Francisco Jimeno & Albert Marcet

Long term Government Bonds
by Rigas Oikonomou & Albert Marcet & Elisa Faraglia

Stock Market Volatility and Learning
by KLAUS ADAM & ALBERT MARCET & JUAN PABLO NICOLINI

Optimal Policy with General Signal Extraction
by Esther Hauk & Andrea Lanteri & Albert Marcet

Stock market volatility and learning
by Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo

Stock Price Booms and Expected Capital Gains
by Klaus Adam & Albert Marcet & Johannes Beutel

Money and prices in models of bounded rationality in high inflation economies
by Marcet, Albert & Nicolini, Juan Pablo

Long Term Government Bonds
by Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A.

Recurrent Hyperinflations and Learning
by Albert Marcet & Juan Pablo Nicolini

A Short Note on Optimal Debt Management under Asymmetric Information
by Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A.

Priors about observables in vector autoregressions
by Jarociński, Marek & Marcet, Albert

On the Risk of Leaving the Euro
by Manuel Macera & Albert Marcet & Juan Pablo Nicolini

Recursive Contracts
by Albert Marcet & Ramon Marimon

Government Debt Management: The Long and the Short of It
by Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott

Government debt management: The long and the short of it
by Faraglia, Elisa & Marcet, Albert & Oikonomou, Rigas & Scott, Andrew