- Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs,
w Tim Cogley, Tom Sargent accepted to Economic Journal
- Capital Flows Under Moral Hazard,
Journal of Monetary Economics, December 2012
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes, w Tim Cogley, Tom Sargent
The American Economic Review, P&P, vol. 102(3), pp.141-46.
Heterogeneous Beliefs, Wealth Distribution, and Asset Markets with Risk of Default
The American Economic Review, P&P, vol. 102(3), pp.156-160.
Efficient Estimation of Semiparametric Copula Models, w Xiaohong Chen, Yanqin Fan
Journal of the American Statistical Association, vol. 101(475), September 2006, pp. 1228-1240
[ Download sample Matlab code, zip archive, 12KB ]