Albert Marcet
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Albert |
| last: |
Marcet |
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Contact
Affiliations
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Barcelona School of Economics (BSE)
/ Centre de Recerca en Economia Internacional (CREI) (weight: 90%)
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Barcelona School of Economics (BSE)
/ Universitat Pompeu Fabra
/ Departament d'Economia i Empresa (weight: 10%)
Research profile
author of:
- Stock Price Booms and Expected Capital Gains (RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408)
by Klaus Adam & Albert Marcet & Johannes Beutel - The Fate of Systems with "Adaptive" Expectations (RePEc:aea:aecrev:v:78:y:1988:i:2:p:168-72)
by Marcet, Albert & Sargent, Thomas J - Recurrent Hyperinflations and Learning (RePEc:aea:aecrev:v:93:y:2003:i:5:p:1476-1498)
by Albert Marcet & Juan P. Nicolini - Debt and Deficit Fluctuations and the Structure of Bond Markets (RePEc:aub:autbar:728.08)
by Albert Marcet & Andrew Scott - Fiscal Insurance and Debt Management in OECD Economies (RePEc:aub:autbar:729.08)
by Albert Marcet & Elisa Faraglia & Andrew Scott - Stock Market Volatility and Learning (RePEc:aub:autbar:732.08)
by Albert Marcet & Klaus Adam & Juan Pablo Nicolini - Pareto-Improving Optimal Capital and Labor Taxes (RePEc:aub:autbar:733.08)
by Albert Marcet & Katharina Greulich - In Search of a Theory of Debt Management (RePEc:aub:autbar:743.08)
by Albert Marcet & Elisa Faraglia & Andrew Scott - Online Appendix to "Priors about Observables in Vector Autoregressions" (RePEc:aub:autbar:928.13)
by Marek Jarocinski & Albert Marcet - Priors about Observables in Vector Autoregressions (RePEc:aub:autbar:929.13)
by Marek Jarocinski & Albert Marcet - Stock Price Booms and Expected Capital Gains (RePEc:aub:autbar:948.14)
by Klaus Adam & Johannes Beutel & Albert Marcet - El nuevo reto en Macroeconomía: la modelización y la medición de expectativas (RePEc:bde:joures:y:2013:i:07:n:06)
by Olympia Bover & Juan Francisco Jimeno & Albert Marcet - Solving the Stochastic Growth Model by Parameterizing Expectations (RePEc:bes:jnlbes:v:8:y:1990:i:1:p:31-34)
by den Haan, Wouter J & Marcet, Albert - Debt and Deficit Fluctuations and the Structure of Bond Markets (RePEc:bge:wpaper:171)
by Albert Marcet & Albert Scott - Money and Prices in Models of Bounded Rationality in High Inflation Economies (RePEc:bge:wpaper:172)
by Albert Marcet & Juan Pablo Nicolini - Incomplete Markets, Labor Supply and Capital Accumulation (RePEc:bge:wpaper:173)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Money and Prices in Models of Bounded Rationality in High Inflation Economies (RePEc:bge:wpaper:217)
by Albert Marcet & Juan Pablo Nicolini - The HP-Filter in Cross-Country Comparisons (RePEc:bge:wpaper:32)
by Albert Marcet & Morten O. Ravn - Debt and Deficit Fluctuations and the Structure of Bond Markets (RePEc:bge:wpaper:332)
by Albert Marcet & Albert Scott - Fiscal Insurance and Debt Management in OECD Economies (RePEc:bge:wpaper:333)
by Elisa Faraglia & Albert Marcet & Andrew Scott - Stock Market Volatility and Learning (RePEc:bge:wpaper:336)
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini - Pareto-Improving Optimal Capital and Labor Taxes (RePEc:bge:wpaper:337)
by Katharina Greulich & Albert Marcet - In Search of a Theory of Debt Management (RePEc:bge:wpaper:348)
by Elisa Faraglia & Albert Marcet & Andrew Scott - Recursive Contracts (RePEc:bge:wpaper:552)
by Albert Marcet and Ramon Marimon - Priors about Observables in Vector Autoregressions (RePEc:bge:wpaper:684)
by Marek Jarocinski & Albert Marcet - Online Appendix to "Priors about Observables in Vector Autoregressions" (RePEc:bge:wpaper:685)
by Marek Jarocinski & Albert Marcet - Stock Price Booms and Expected Capital Gains (RePEc:bge:wpaper:757)
by Klaus Adam & Albert Marcet & Johannes Beutel - Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition (RePEc:bge:wpaper:776)
by Marek Jarocinski & Albert Marcet - Government Debt Management: The Long and the Short of It (Plus Appendix) (RePEc:bge:wpaper:799)
by Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott - Can a Financial Transaction Tax Prevent Stock Price Booms? (RePEc:bge:wpaper:840)
by Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel - Pareto-Improving Optimal Capital and Labor Taxes (RePEc:bge:wpaper:887)
by Katharina Greulich & Sarolta Laczó & Albert Marcet - Optimal Policy with General Signal Extraction (RePEc:bge:wpaper:932)
by Esther Hauk & Andrea Lanteri & Albert Marcet - Debt management and optimal fiscal policy with long bonds (RePEc:bis:bisbpc:65-11)
by Elisa Faraglia & Albert Marcet & Andrew Scott - Stock Market Volatility and Learning (RePEc:bla:jfinan:v:71:y:2016:i:1:p:33-82)
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini - Long Term Government Bonds (RePEc:cam:camdae:1683)
by Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A. - A Short Note on Optimal Debt Management under Asymmetric Information (RePEc:cam:camdae:1761)
by Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A. - Recursive Contracts (RePEc:cep:cepdps:dp1055)
by Albert Marcet & Ramon Marimon - Booms and Busts in Asset Prices (RePEc:cep:cepdps:dp1059)
by Klaus Adam & Albert Marcet - Autoregressions in Small Samples, Priors about Observables and Initial Conditions (RePEc:cep:cepdps:dp1061)
by Marek Jarocinski & Albert Marcet - House Price Booms and the Current Account (RePEc:cep:cepdps:dp1064)
by Klaus Adam & Pei Kuang & Albert Marcet - Internal Rationality, Imperfect Market Knowledge and Asset Prices (RePEc:cep:cepdps:dp1068)
by Klaus Adam & Albert Marcet - Stock Market Volatility and Learning (RePEc:cep:cepdps:dp1077)
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini - In Search of a Theory of Debt Management (RePEc:cep:cepdps:dp1083)
by Elisa Faraglia & Albert Marcet & Andrew Scott - Convergence of Least Squares Learning in Environments With Private Information (RePEc:cla:levarc:240)
by Albert Marcet & Tom Sargent - Recurrent Hyperinflations and Learning (RePEc:cmf:wpaper:wp1997_9721)
by Albert Marcet & Juan Pablo Nicolini - Government debt management: The long and the short of it (RePEc:cor:louvrp:3086)
by Faraglia, Elisa & Marcet, Albert & Oikonomou, Rigas & Scott, Andrew - Government Debt Management: The Long and the Short of It (RePEc:cpr:ceprdp:10281)
by Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas - Can a Financial Transaction Tax Prevent Stock Price Booms? (RePEc:cpr:ceprdp:10727)
by Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian - The Poor Stay Poor: Non-Convergence Across Countries and Regions (RePEc:cpr:ceprdp:1265)
by Canova, Fabio & Marcet, Albert - Recurrent Hyperinflations and Learning (RePEc:cpr:ceprdp:1875)
by Marcet, Albert & Nicolini, Juan Pablo - Debt and Deficit Fluctuations and the Structure of Bond Markets (RePEc:cpr:ceprdp:3029)
by Marcet, Albert & Scott, Andrew - The HP-Filter in Cross-Country Comparisons (RePEc:cpr:ceprdp:4244)
by Marcet, Albert & Ravn, Morten - Stock Market Volatility and Learning (RePEc:cpr:ceprdp:6518)
by Marcet, Albert & Nicolini, Juan Pablo & Adam, Klaus - Fiscal Insurance and Debt Management in OECD Economies (RePEc:cpr:ceprdp:6539)
by Marcet, Albert & Scott, Andrew & Faraglia, Elisa - In Search of a Theory of Debt Management (RePEc:cpr:ceprdp:6859)
by Marcet, Albert & Scott, Andrew & Faraglia, Elisa - Internal Rationality and Asset Prices (RePEc:cpr:ceprdp:7498)
by Marcet, Albert & Adam, Klaus - The Impact of Debt Levels and Debt Maturity on Inflation (RePEc:cpr:ceprdp:9257)
by Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas - Modelling Long Bonds - The Case of Optimal Fiscal Policy (RePEc:cpr:ceprdp:9965)
by Marcet, Albert & Scott, Andrew & Faraglia, Elisa - Stock Price Booms and Expected Capital Gains (RePEc:cpr:ceprdp:9988)
by Marcet, Albert & Adam, Klaus & Beutel, Johannes - Equilibrium Asset Prices And Savings Of Heterogeneous Agents In The Presence Of Incomplete Markets And Portfolio Constraints (RePEc:cup:macdyn:v:3:y:1999:i:02:p:243-277_01)
by Marcet, Albert & Singleton, Kenneth J. - GAUSS code for the HP-filter reformulated as a constrained minimization problem (RePEc:dge:qmrbcd:103)
by Albert Marcet & Morten Ravn - The Parameterized Expectations Approach: Some Practical Issues (RePEc:dge:qmrbcd:128)
by Albert Marcet & Guido Lorenzoni - FORTRAN code for Simulation Parameterized Expecations Algorithm (RePEc:dge:qmrbcd:57)
by Wouter Denhaan & Albert Marcet - Money and prices in models of bounded rationality in high inflation economies (RePEc:ecb:ecbwps:2005469)
by Marcet, Albert & Nicolini, Juan Pablo - Stock market volatility and learning (RePEc:ecb:ecbwps:2008862)
by Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo - Autoregressions in small samples, priors about observables and initial conditions (RePEc:ecb:ecbwps:20101263)
by Marcet, Albert & Jarociński, Marek - The Impact of Debt Levels and Debt Maturity on Inflation (RePEc:ecj:econjl:v::y:2013:i::p:f164-f192)
by Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott - Fiscal Insurance and Debt Management in OECD Economies (RePEc:ecj:econjl:v:118:y:2008:i:527:p:363-386)
by Elisa Faraglia & Albert Marcet & Andrew Scott - Supply Side Interventions and Redistribution (RePEc:ecj:econjl:v:120:y:2010:i:543:p:105-130)
by Teresa Garcia-Milà & Albert Marcet & Eva Ventura - Priors about observables in vector autoregressions (RePEc:eee:econom:v:209:y:2019:i:2:p:238-255)
by Jarociński, Marek & Marcet, Albert - Growth, capital flows and enforcement constraints : The case of Africa (RePEc:eee:eecrev:v:37:y:1993:i:2-3:p:418-425)
by Giovannetti, Giorgia & Marcet, Albert & Marimon, Ramon - Debt and deficit fluctuations and the structure of bond markets (RePEc:eee:jetheo:v:144:y:2009:i:2:p:473-501)
by Marcet, Albert & Scott, Andrew - Internal rationality, imperfect market knowledge and asset prices (RePEc:eee:jetheo:v:146:y:2011:i:3:p:1224-1252)
by Adam, Klaus & Marcet, Albert - Convergence of least squares learning mechanisms in self-referential linear stochastic models (RePEc:eee:jetheo:v:48:y:1989:i:2:p:337-368)
by Marcet, Albert & Sargent, Thomas J. - Communication, commitment, and growth (RePEc:eee:jetheo:v:58:y:1992:i:2:p:219-249)
by Marcet, Albert & Marimon, Ramon - Optimal policy with general signal extraction (RePEc:eee:moneco:v:118:y:2021:i:c:p:54-86)
by Hauk, Esther & Lanteri, Andrea & Marcet, Albert - Incomplete markets, labor supply and capital accumulation (RePEc:eee:moneco:v:54:y:2007:i:8:p:2621-2635)
by Marcet, Albert & Obiols-Homs, Francesc & Weil, Philippe - In search of a theory of debt management (RePEc:eee:moneco:v:57:y:2010:i:7:p:821-836)
by Faraglia, Elisa & Marcet, Albert & Scott, Andrew - Can a financial transaction tax prevent stock price booms? (RePEc:eee:moneco:v:76:y:2015:i:s:p:s90-s109)
by Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian - Booms and busts in asset prices (RePEc:ehl:lserod:121706)
by Adam, Klaus & Marcet, Albert - Autoregressions in small samples, priors about observables and initial conditions (RePEc:ehl:lserod:121711)
by Jarocinski, Marek & Marcet, Albert - Internal rationality, imperfect market knowledge and asset prices (RePEc:ehl:lserod:121722)
by Adam, Klaus & Marcet, Albert - Recursive contracts (RePEc:ehl:lserod:121737)
by Marcet, Albert & Marimon, Ramon - Stock market volatility and learning (RePEc:ehl:lserod:121739)
by Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo - In search of a theory of debt management (RePEc:ehl:lserod:121745)
by Faraglia, Elisa & Marcet, Albert & Scott, A. - Recursive Contracts (RePEc:eui:euiwps:eco2011/15)
by Albert Marcet & Ramon Marimon - Recursive Contracts (RePEc:eui:euiwps:eco98/37)
by Marcet, A. & Marimon, R. - The HP-Filter in Cross-Country Comparisons (RePEc:fda:fdaeee:100)
by Albert Marcet & Morte O. Ravn - Money and prices in models of bounded rationality (RePEc:fip:fedawp:2003-15)
by Albert Marcet & Juan Pablo Nicolini - Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions (RePEc:fip:fedhma:94-20)
by Albert Marcet & David A. Marshall - Communication, commitment, and growth (RePEc:fip:fedmem:74)
by Albert Marcet & Ramon Marimon - Solving nonlinear rational expectations models by parameterized expectations: convergence to stationary solutions (RePEc:fip:fedmem:91)
by Albert Marcet & David A. Marshall - Stock Market Volatility and Learning (RePEc:fip:fedmwp:720)
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini - On the Risk of Leaving the Euro (RePEc:fip:fedmwp:760)
by Manuel Macera & Albert Marcet & Juan Pablo Nicolini - Recurrent Hyperinflations and Learning (RePEc:fth:cemfdt:9721)
by Marcet, A. & Nicolini, J.P. - Incomplete Markets, Labor Supply and Capital Accumulation (RePEc:hal:journl:hal-03596962)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Incomplete Markets, Labor Supply and Capital Accumulation (RePEc:hal:spmain:hal-03596961)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Incomplete Markets, Labor Supply and Capital Accumulation (RePEc:hal:spmain:hal-03596962)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Incomplete Markets, Labor Supply and Capital Accumulation (RePEc:hal:wpaper:hal-03596961)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Booms and Busts in Asset Prices (RePEc:ime:imedps:10-e-02)
by Klaus Adam & Albert Marcet - Stock Market Volatility and Learning (RePEc:mnh:wpaper:31217)
by Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo - Stock price booms and expected capital gains (RePEc:mnh:wpaper:36176)
by Adam, Klaus & Beutel, Johannes & Marcet, Albert - Can a financial transaction tax prevent stock price booms? (RePEc:mnh:wpaper:39024)
by Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes - House Price Booms and the Current Account (RePEc:nbr:nberch:12408)
by Klaus Adam & Pei Kuang & Albert Marcet - House Price Booms and the Current Account (RePEc:nbr:nberwo:17224)
by Klaus Adam & Pei Kuang & Albert Marcet - Equity Issuance and Divident Policy under Commitment (RePEc:nys:sunysb:10-07)
by Alexis Anagnostopoulos & Eva Carceles-Poveda & Albert Marcet - Accuracy in Simulations (RePEc:oup:restud:v:61:y:1994:i:1:p:3-17.)
by Wouter J. Den Haan & Albert Marcet - Government Debt Management: The Long and the Short of It (RePEc:oup:restud:v:86:y:2019:i:6:p:2554-2604.)
by Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott - Money and Prices in Models of Bounded Rationality in High Inflation Economies (RePEc:red:issued:v:8:y:2005:i:2:p:452-479)
by Albert Marcet & Juan Pablo Nicolini - Polarization under incomplete markets and endogenous labor productivity (RePEc:red:sed006:274)
by Albert Marcet & Francesc Obiols-Homs - Debt Management Under Complete Markets (RePEc:red:sed006:540)
by Elisa Faraglia & Albert Marcet & Andrew Scott - A note on borrowing limits and welfare (RePEc:red:sed007:276)
by Francesc Obiols-Homs & Albert Marcet - Equity Financing (RePEc:red:sed008:954)
by Eva Carceles-Poveda & Albert Marcet & Alexis Anagnostopoulos - Money, Prices and Monetary Policy (RePEc:red:sed009:1268)
by Albert Marcet - Polarization under incomplete markets and endogenous labor productivity (RePEc:red:sed009:356)
by Francesc Obiols-Homs & Albert Marcet - Debt Management under Incomplete Markets and Transaction Costs (RePEc:red:sed009:587)
by Andrew J. Scott & Albert Marcet & Elisa Faraglia - Optimal Policy with Endogenous Signal Extraction (RePEc:red:sed014:677)
by Andrea Lanteri & Albert Marcet & Esther Hauk - Pareto-Improving Optimal Capital and Labor Taxes (RePEc:red:sed015:951)
by Sarolta Laczo & Albert Marcet & Katharina Greulich - Long term Government Bonds (RePEc:red:sed016:565)
by Rigas Oikonomou & Albert Marcet & Elisa Faraglia - The Fiscal Costs Of Debt Limits (RePEc:sce:scecf0:378)
by Albert Marcet & Andrew Scott - Optimal Capital Tax and Debt Policy Under Incomplete Asset Markets (RePEc:sce:scecf4:323)
by Andrew J Scott & Arpad Abraham & Albert Marcet - Learning and Stock Market Volatility (RePEc:sce:scecfa:15)
by Klaus Adam & Albert Marcet & Juan Pablo Nicolini - Incomplete Markets, Labor Supply and Capital Accumulation (RePEc:spo:wpmain:info:hdl:2441/8623)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Incomplete Markets, Labor Supply and Capital Accumulation (RePEc:spo:wpmain:info:hdl:2441/8713)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Pareto-Improving Optimal Capital and Labor Taxes (RePEc:ucp:jpolec:doi:10.1086/723635)
by Katharina Greulich & Sarolta Laczó & Albert Marcet - Optimal Taxation without State-Contingent Debt (RePEc:ucp:jpolec:v:110:y:2002:i:6:p:1220-1254)
by S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala - Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information (RePEc:ucp:jpolec:v:97:y:1989:i:6:p:1306-22)
by Marcet, Albert & Sargent, Thomas J - House Price Booms and the Current Account (RePEc:ucp:macann:doi:10.1086/663990)
by Klaus Adam & Pei Kuang & Albert Marcet - Labor supply, precautionary saving and growth (RePEc:ulb:ulbeco:2013/13434)
by Philippe Weil & Albert Marcet & Francesc Obiols-Homs - Communication, commitment and growth (RePEc:upf:upfgen:1)
by Albert Marcet & Ramon Marimon - Supply side interventions and redistribution (RePEc:upf:upfgen:115)
by Teresa Garcia-Milà & Albert Marcet & Eva Ventura - The poor stay poor: Non-convergence across countries and regions (RePEc:upf:upfgen:137)
by Fabio Canova & Albert Marcet - Speed of convergence of recursive least squares learning with ARMA perceptions (RePEc:upf:upfgen:15)
by Albert Marcet & Thomas J. Sargent - Convergence of approximate model solutions to rational expectation equilibria using the method of parameterized expectations (RePEc:upf:upfgen:17)
by Albert Marcet & David A. Marshall - Optimal taxation without state-contingent debt (RePEc:upf:upfgen:170)
by Albert Marcet & Thomas J. Sargent & Juha Seppala - Pareto-Improving Optimal Capital and Labor Taxes (RePEc:upf:upfgen:1825)
by Katharina Greulich & Sarolta Laczó & Albert Marcet - Growth, capital flows and enforcement constaints: The case of Africa (RePEc:upf:upfgen:22)
by Giorgia Giovannetti & Albert Marcet & Ramon Marimon - Recurrent hyperinflations and learning (RePEc:upf:upfgen:244)
by Albert Marcet & Juan P. Nicolini - Parameterized expectations approach; Some practical issues (RePEc:upf:upfgen:296)
by Albert Marcet & Guido Lorenzoni - Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints (RePEc:upf:upfgen:319)
by Albert Marcet & Kenneth J. Singleton - Recursive contracts (RePEc:upf:upfgen:337)
by Albert Marcet & Ramon Marimon - Accuracy in simulations (RePEc:upf:upfgen:42)
by Wouter J. den Haan & Albert Marcet - Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production (RePEc:upf:upfgen:5)
by Albert Marcet - Debt and deficit fluctuations and the structure of bond markets (RePEc:upf:upfgen:558)
by Albert Marcet & Andrew Scott - The HP-filter in cross-country comparisons (RePEc:upf:upfgen:588)
by Albert Marcet & Morten O. Ravn - Simulation analysis of dynamic stochastic models: Applications to theory and estimation (RePEc:upf:upfgen:6)
by Albert Marcet - Incomplete markets, labor supply and capital accumulation (RePEc:upf:upfgen:659)
by Albert Marcet & Francesc Obiols-Homs & Philippe Weil - Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions (RePEc:upf:upfgen:76)
by Albert Marcet & David A. Marshall - Money and prices in models of bounded rationality in high inflation economies (RePEc:upf:upfgen:875)
by Albert Marcet & Juan Pablo Nicolini - Fiscal Insurance and Debt Management in OECD Economies (RePEc:wly:econjl:v:118:y:2008:i:527:p:363-386)
by Elisa Faraglia & Albert Marcet & Andrew Scott - Recursive Contracts (RePEc:wly:emetrp:v:87:y:2019:i:5:p:1589-1631)
by Albert Marcet & Ramon Marimon