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Bernanke, Ben S., (1986), "Alternative Explanations of the Money-Income
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Blanchard, Olivier J. and Roberto Perotti, (2002), "An Empirical Char-
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Calvo, Guillermo A., (1983), "Staggered Prices in a Utility-Maximizing
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Canova, Fabio and Gianni De Nicolò, (2002), "Monetary Disturbances
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Faust, Jon, (1998), "The Robustness of Identi…ed VAR Conclusions about
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Galí, Jordi, (1999), "Technology, Employment, and the Business Cycle:
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Galí, Jordi and Mark Gertler, (1999), "In‡ation Dynamics: A Structural
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Grossman, Sanford J. and Joseph E. Stiglitz, (1980), "On the Impossi-
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Hansen, Lars P. and Thomas J. Sargent, (1980), "Formulating and Es-
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Hansen, Lars P. and Thomas J. Sargent, (2008), Robustness, Princeton,
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Litterman, Robert B., (1986), "Forecasting with Bayesian Vector Autore-
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Lucas, Robert E. Jr., (1972), "Expectations and the Neutrality ofMoney",
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Lucas, Robert E. Jr., (1973), "Some International Evidence on Output-
In‡ation Tradeo¤s", American Economic Review 63, pp. 326-34
Lucas, Robert E. Jr., (1976), "Econometric Policy Evaluation: A Cri-
tique", Carnegie-Rochester Conference Series on Public Policy 1, pp. 19-46.
Lucas, Robert E. Jr. and Thomas J. Sargent, (1981), Rational Expecta-
tions and Econometric Practice, Minneapolis MN, University of Minnesota
Press.
Marcet, Albert and Thomas J. Sargent, (1989a), "Convergence of Least-
Squares Learning in Environments with Hidden State Variables and Private
Information", Journal of Political Economy 97, pp. 1306-22.
Marcet, Albert and Thomas J. Sargent, (1989b), "Least-Squares Learning
and the Dynamics of Hyperin‡ation", in William Barnett, John Geweke and
Karl Shell (eds.) Sunspots, Complexity and Chaos, Cambridge; New York
and Melbourne: Cambridge University Press.
Primiceri, Giorgio E., (2006), "Why In‡ation Rose and Fell: Policy-
Makers’Beliefs and U.S. Postwar Stabilization Policy", Quarterly Journal
of Economics 121, pp. 867-901.
Quah, Danny and Thomas J. Sargent, (1993), "A Dynamic Index Model
for Large Cross Sections", NBER Studies in Business Cycles, vol. 28. Chicago,
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Romer, Christina D. and David Romer, (1989), "Does Monetary Pol-
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Macroeconomics Annual, Cambridge MA: MIT Press.
Sargent, Thomas J., (1971), "A Note on the ’Accelerationist’Contro-
versy", Journal of Money Credit and Banking 3, pp. 721-25.
Sargent, Thomas J., (1973), "Rational Expectations, the Real Rate of
Interest, and the Natural Rate of Unemployment", Brookings Papers on Eco-
nomic Activity 2, pp. 429-72.
Sargent, Thomas J., (1976), "A Classical Macroeconometric Model for
the United States", Journal of Political Economy 84, pp. 207-37.
Sargent, Thomas J., (1977), "The Demand for Money During Hyperin‡a-
tions under Rational Expectations: I", International Economic Review 18,
pp. 59-82.
Sargent, Thomas J., (1978a), "Rational Expectations, Econometric Exo-
geneity, and Consumption", Journal of Political Economy 86, pp. 673-700.
Sargent, Thomas J., (1978b), "Estimation of Dynamic Labor Demand
Schedules under Rational Expectations", Journal of Political Economy 86,
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Sargent, Thomas J., (1979), Macroeconomic Theory, New York: Acad-
emic Press.
Sargent, Thomas J., (1983), "The Ends of Four Big In‡ations," in Roberth
E. Hall (ed.), In‡ation: Causes and E¤ects, University of Chicago Press, pp.
41–97.
Sargent, Thomas J., (1987), Dynamic Macroeconomic Theory, Cambridge,
MA: Harvard University Press.
Sargent, Thomas J., (1989), "Two Models of Measurements and the In-
vestment Accelerator", Journal of Political Economy 97, pp. 251-87.
Sargent, Thomas J., (2001), The Conquest of American In‡ation, Price-
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Sargent, Thomas J. and Christopher Sims, (1977), "Business Cycle Mod-
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Federal Reserve Bank of Minneapolis, Working Paper 55.
Sargent, Thomas J. and Paolo Surico, (2011), "Two Illustrations of the
Quantity Theory of Money: Breakdowns and Revivals", American Economic
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Sargent, Thomas J. and Neil Wallace, (1973), "The Stability of Models of
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Sargent, Thomas J. and Neil Wallace, (1975), "’Rational’Expectations,
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Sargent, Thomas J. and Neil Wallace, (1976), "Rational Expectations
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Sargent, Thomas J. and Neil Wallace, (1981), "Some Unpleasant Mon-
etarist Arithmetic", Federal Reserve Bank of Minneapolis Quarterly Review
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Sargent, Thomas, NoahWilliams and Tao Zha, (2006), "Shocks and Gov-
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nomic Review 96, pp. 1193-1224.
Sims, Christopher A., (1972), "Money, Income, and Causality", American
Economic Review 62, pp. 540-52.
Sims, Christopher A., (1980), "Macroeconomics and Reality", Economet-
rica 48, pp. 1-48.
Sims, Christopher A., (1986), "Are Forecasting Models Usable for Policy
Analysis?", Minneapolis Federal Reserve Bank Quarterly Review 10, pp. 2-
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Sims, Christopher A., (1987), "A Rational Expectations Framework for
Short-run Policy Analysis", in Kenneth J. Singleton (ed.), New Approaches
to Monetary Economics, Proceedings of the Second International Symposium
in Economic Theory and Econometrics, pp. 293-308, Cambridge; New York
and Melbourne: Cambridge University Press.
Sims, Christopher A., (1989), "Models and Their Uses", American Jour-
nal of Agricultural Economics 71, pp. 489-94.
Sims, Christopher A., (1992), "Interpreting the Macroeconomic Time Se-
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Sims, Christopher A., (1993), "Business Cycles, Indicators, and Forecast-
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Sims, Christopher A., (1994), "A Simple Model for the Study of the
Determination of the Price Level and the Interaction of Monetary and Fiscal
Policy," Economic Theory 4, pp. 381-399.
Sims, Christopher A., (2003), "Implications of Rational Inattention",
Journal of Monetary Economics 50, pp. 665-90.
Sims, Christopher A., (2006), "Rational Inattention: Beyond the Linear-
Quadratic Case", American Economic Review 96, pp. 158-163.
38
Sims, Christopher A, James H. Stock and Mark W. Watson, (1990), "In-
ference in Linear Time Series Models with Some Unit Roots", Econometrica
58, pp. 113-144.
Sims, Christopher A. and Tao Zha, (2006), "Were There Regime Switches
in U.S. Monetary Policy?", American Economic Review 96, pp. 54-81.
Stock, James H. and MarkW.Watson, (2001), "Vector Autoregressions",
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Monetary Economics 52, pp. 381-419.
Woodford, Michael, (1994), “Monetary Policy and Price Level Determi-
nacy in a Cash-in-Advance Economy", Economic Theory 4, pp. 345-380.

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