Concepedia

Albert Marcet

AM

44

Publications

4.8K

Citations

26

H-Index

1988

Active since

Affiliations

Universitat Pompeu Fabra(Current)

Centre for Economic Policy Research

University of Mannheim

London Business School

Universitat Autònoma de Barcelona

Albert Marcet is an author at Universitat Pompeu Fabra specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceEngineeringFinancial EconomicsMacroeconomicsStatisticsAsset PricingProbabilityMachine Learning

Publications per year

1988–2019

44

Publications

44

Convergence of least squares learning mechanisms in self-referential linear stochastic models

Albert Marcet, Thomas J. Sargent · Journal of Economic Theory · 1989 · 874 citations

Engineering, Computational Learning Theory, Data Science +7

Optimal Taxation without State‐Contingent Debt

S. Rao Aiyagari, Albert Marcet, Thomas J. Sargent et al. · Journal of Political Economy · 2002 · 568 citations

Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information

Albert Marcet, Thomas J. Sargent · Journal of Political Economy · 1989 · 366 citations

Artificial Intelligence, Engineering, Machine Learning +25

Stock Market Volatility and Learning

Klaus Adam, Albert Marcet, Juan Pablo Nicolini · The Journal of Finance · 2015 · 317 citations · Full text

Empirical Finance, Economics, Volatility Modeling +11

Solving the Stochastic Growth Model by Parameterizing Expectations

Wouter J. Den Haan, Albert Marcet · Journal of Business and Economic Statistics · 1990 · 302 citations

Economics, Engineering, Stochastic Euler Equation +13

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