Noah Williams
Professor of Economics
Department
of Economics
University of Wisconsin - Madison
William H. Sewell Social Science Building, Room 7434
1180 Observatory Drive
Madison, WI 53706-1393
(608) 263-3864
e-mail: nwilliam@ssc.wisc.edu
Department
of Economics
University of Wisconsin - Madison
William H. Sewell Social Science Building, Room 7434
1180 Observatory Drive
Madison, WI 53706-1393
(608) 263-3864
e-mail: nwilliam@ssc.wisc.edu
Escaping Nash Inflation
with In-Koo Cho and Thomas J. Sargent.
Review of Economic Studies, 69(1): 1-40, January 2002.
ReStud Home Page
Robustness and Pricing with Uncertain Growth
with Marco Cagetti, Lars Peter Hansen, and Thomas J. Sargent.
Review of Financial Studies, 15(2): 363-404, March 2002.
RFS Link
Modeling Model Uncertainty*
with Alexei Onatski.
Journal of the European Economic Assocation, 1(5): 1087-1022,
September 2003.
Full Paper: PDF
Also released as:
NBER Working Paper No. w9566
Small Noise Asymptotics for a Stochastic Growth Model*
Journal of Economic Theory, 119(2): 271-298, December 2004.
Working paper version: PDF
Also released as:
NBER Working Paper No.
w10194
Impacts of Priors on Convergence and Escape from Nash Inflation*
with Thomas J. Sargent.
Review of Economic Dynamics, 8(2): 360-391, March 2005.
Working paper version: PDF
Monetary Policy Under Uncertainty in Micro-Founded
Macroeconometric Models*
with Andrew Levin, Alexei Onatski, and John Williams
in NBER Macroeconomics Annual 2005, M. Gertler and K. Rogoff,
eds. MIT Press, Cambridge, pp. 229-287, 2006.
Full paper: PDF
Robust Control and Model Misspecification
with Lars Peter Hansen, Thomas J. Sargent, and Gauhar A.
Turmuhambetova.
Journal of Economic Theory,128(1): 45-90, May 2006.
Full Paper: PDF
Shocks and Government Beliefs: The Rise and Fall of American
Inflation*
with Thomas J. Sargent and Tao Zha.
American Economic Review, 96(4): 1193-1224, September 2006.
Full Paper: PDF
Earlier version released as:
NBER Working Paper No.
w10764
Roubst Control ^
An Entry for the New Palgrave, 2nd Edition.
Latest Version: February 2007.
Full Paper: PDF
Optimal Monetary Policy Under
Uncertainty: A Markov Jump-Linear-Quadratic Approach
with Lars E.O. Svensson.
Federal Reserve Bank of St. Louis Review, July/August 2008,
90(4), pp. 275-293.
Full Paper: PDF
The Conquest of South American Inflation*
with Thomas J. Sargent and Tao Zha.
Journal of Political Economy, 117(2),
211-256, April 2009.
Published version (at UC Press site): PDF
Working paper version: PDF
Empirical and Policy Performance
of a Forward-Looking Monetary Model*
with Alexei Onatski
Journal of Applied Econometrics,
25(1), 145-176, January/February 2010
Published version: Here.
Working paper version: PDF
Generalized Stochastic Gradient Learning
with George W. Evans and Seppo Honkapohja.
International Economic Review, 51(1): 237-262, February 2010.
Working paper version: PDF
Persistent Private Information ^
Econometrica, 79(4):
1233-1274, July 2011.
Working paper version: PDF
Bayesian Model Averaging, Learning and
Model Selection
with George W. Evans, Seppo Honkapohja, and Thomas J. Sargent.
Latest Version: January 2012.
Full Paper: PDF
Monetary Policy under Financial
Uncertainty
Latest Version: April 2012.
Full Paper: PDF
On Dynamic Principal-Agent Problems in
Continuous Time^
Latest Version: September 2009.
Full Paper: PDF
Escape Dynamics in Learning Models*
Latest Version: January 2009.
Full Paper: PDF
Monetary Policy with Model
Uncertainty: Distribution Foreacast Targeting^
with Lars E.O. Svensson
Latest Version: May 2007.
Full paper: PDF
Programs to analyze optimal policy
Bayesian and Adaptive Optimal Policy
Under Model Uncertainty^
with Lars E.O. Svensson
Latest Version: September 2007.
Full paper: PDF
Optimal Monetary Policy under
Uncertainty in DSGE Models:
A Markov Jump-Linear-Quadratic Approach^
with Lars E.O. Svensson
Latest Version: March 2008.
Full paper: PDF
Video of presentation: (requires
Internet Explorer) At
Bank of Korea
Stability and Long Run Equilibrium in Stochastic Fictitious Play
Latest Version: July 4, 2002.
Full Paper: PDF
Adaptive Learning and Business Cycles*
Latest Version: January 1, 2003. Preliminary.
Abstract Full Paper: PDF
Notes on Large Deviations in Economics and Finance
Latest Version: April 19, 2004
Seminar/Discussion Slides: PDF
Items marked *
are based upon work supported by the National Science Foundation under
Grant No. 0317848.
Items marked ^ are based upon work supported by the National Science
Foundation under Grant No. 0550564.
