Wanting robustness in macroeconomics

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Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification (2009, unknown): “…on Gilboa and Schmeidler (1989), which include: Dow and Werlang (1992), Epstein and Wang (1994), Hansen, Sargent, and Tallarini (1999), Anderson, Hansen, and Sargent (2003), Hansen and Sargent (2000), Chen and Epstein (2002), Epstein and Miao (2003), Uppal and Wang (2003), and Maenhout (2004).”
ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (2010, background): “ated a large body of research ranging from asset pricing through portfolio optimisation, risk management to macroeconomics (see for example Cont (2006), F¨ollmer et al. (2009), Acciaio et al. (2011), Hansen and Sargent (2010) and the references therein). Another stream of literature, to which this p”
Randomization and Ambiguity Aversion (2020, background): “3See, among many others, Hansen and Sargent (2010); Bergemann and Schlag (2011); Antić (2014); Easley, O’Hara, and Yang (2014); Di Tillio, Kos, and Messner (2017); and Carrasco, Farinha Luz, Kos, Messner, Monteiro, and Moreira (2018).”
Microstructure and Ambiguity (2010, background): “Hansen and Sargent (2000) follow this approach to evaluating macroeconomic models.”
Robustness (2020, background): “(egrid)) end end plot(egrid, egrid_data, color=[:red :red :blue :blue]) plot!(egrid, egrid_data[1], fillrange=egrid_data[2], fillcolor=:red, fillalpha=0.”