14. References

Bar79

Robert J Barro. On the Determination of the Public Debt. Journal of Political Economy, 87(5):940–971, 1979.

Bar99

Robert J Barro. Determinants of democracy. Journal of Political economy, 107(S6):S158–S183, 1999.

BM03

Robert J Barro and Rachel McCleary. Religion and economic growth. Technical Report, National Bureau of Economic Research, 2003.

BCG18

Alberto Bisin, Gian Luca Clementi, and Piero Gottardi. Capital and hedging demand with incomplete markets. Technical Report, NYU and EUI, 2018.

DVGC99

JBR Do Val, JC Geromel, and OLV Costa. Solutions for the linear-quadratic control problem of markov jump linear systems. Journal of Optimization Theory and Applications, 103(2):283–311, 1999.

Gal37

Albert Gallatin. Report on the finances**, november, 1807. In Reports of the Secretary of the Treasury of the United States, Vol 1. Government printing office, Washington, DC, 1837.

Hal78

Robert E Hall. Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence. Journal of Political Economy, 86(6):971–987, 1978.

HS08

L P Hansen and T J Sargent. Robustness. Princeton University Press, 2008.

HR87

Lars Peter Hansen and Scott F Richard. The Role of Conditioning Information in Deducing Testable. Econometrica, 55(3):587–613, May 1987.

HS00

Lars Peter Hansen and Thomas J Sargent. Wanting robustness in macroeconomics. Manuscript, Department of Economics, Stanford University., 2000.

HS13

Lars Peter Hansen and Thomas J. Sargent. Recursive Linear Models of Dynamic Economics. Princeton University Press, Princeton, New Jersey, 2013.

HK78

J. Michael Harrison and David M. Kreps. Speculative investor behavior in a stock market with heterogeneous expectations. The Quarterly Journal of Economics, 92(2):323–336, 1978.

HK79

J. Michael Harrison and David M. Kreps. Martingales and arbitrage in multiperiod securities markets. Journal of Economic Theory, 20(3):381–408, June 1979.

LWY13

Eric M. Leeper, Todd B. Walker, and Shu‐Chun Susan Yang. Fiscal foresight and information flows. Econometrica, 81(3):1115–1145, May 2013.

Luc78

Robert E Lucas, Jr. Asset prices in an exchange economy. Econometrica: Journal of the Econometric Society, 46(6):1429–1445, 1978.

LS83

Robert E Lucas, Jr. and Nancy L Stokey. Optimal Fiscal and Monetary Policy in an Economy without Capital. Journal of monetary Economics, 12(3):55–93, 1983.

MM58

Franco Modigliani and Merton H. Miller. Corporation finance and the theory of investment. American Economic Review, XLVIII(3):261–297, 1958.

Sch14

Jose A. Scheinkman. Speculation, Trading, and Bubbles. Columbia University Press, New York, 2014.

SW09

Lars E.O. Svensson and Noah Williams. Optimal Monetary Policy under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach. In Klaus Schmidt-Hebbel, Carl E. Walsh, Norman Loayza (Series Editor), and Klaus Schmidt-Hebbel (Series, editors, Monetary Policy under Uncertainty and Learning, volume 13 of Central Banking, Analysis, and Economic Policies Book Series, chapter 3, pages 077–114. Central Bank of Chile, edition, March 2009.

SW+08

Lars EO Svensson, Noah Williams, and others. Optimal monetary policy under uncertainty: a markov jump-linear-quadratic approach. Federal Reserve Bank of St. Louis Review, 90(4):275–293, 2008.