Adaptive control in the presence of time-varying parameters
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Fair, Ray C & Taylor, John B, 1983.
"Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models,"
Econometrica, Econometric Society, vol. 51(4), pages 1169-1185, July.
- Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models," NBER Technical Working Papers 0005, National Bureau of Economic Research, Inc.
- Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Cowles Foundation Discussion Papers 564, Cowles Foundation for Research in Economics, Yale University.
- Hansen, Lars Peter & Sargent, Thomas J., 1980.
"Formulating and estimating dynamic linear rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 7-46, May.
- Lars Peter Hansen & Thomas J. Sargent, 1979. "Formulating and estimating dynamic linear rational expectations models," Working Papers 127, Federal Reserve Bank of Minneapolis.
- Swamy, P. A. V. B. & Tinsley, P. A., 1980.
"Linear prediction and estimation methods for regression models with stationary stochastic coefficients,"
Journal of Econometrics, Elsevier, vol. 12(2), pages 103-142, February.
- P. A. V. B. Swamy & Peter A. Tinsley, 1976. "Linear prediction and estimation methods for regression models with stationary stochastic coefficients," Special Studies Papers 78, Board of Governors of the Federal Reserve System (U.S.).
- Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.
- Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
- Amman, Hans M. & Kendrick, David A., 1994. "Active learning Monte Carlo results," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 119-124, January.
- Elizabeth Chase MacRae, 1972. "Linear Decision with Experimentation," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 1, number 4, pages 437-447, National Bureau of Economic Research, Inc.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- repec:use:tkiwps:2020 is not listed on IDEAS
- Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010.
"The parameter set in an adaptive control Monte Carlo experiment: Some considerations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
- Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007. "The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations," Department of Economics University of Siena 507, Department of Economics, University of Siena.
- Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Post-Print hal-00732676, HAL.
- D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
- David Kendrick & Hans Amman, 2006.
"A Classification System for Economic Stochastic Control Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 453-481, June.
- Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
- Amman, Hans M. & Kendrick, David A., 2003.
"Mitigation of the Lucas critique with stochastic control methods,"
Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2035-2057, September.
- Amman, Hans M. & Kendrick, David A., 2003. "Mitigation of the Lucas critique with stochastic control methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11), pages 2035-2057.
- Hans Amman & David Kendrick, 2000. "Mitigation Of The Lucas Critique With Stochastic Control Methods," Computing in Economics and Finance 2000 182, Society for Computational Economics.
- Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
- Marco Tucci & David Kendrick & Hans Amman, 2013.
"Expected Optimal Feedback with Time-Varying Parameters,"
Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 351-371, October.
- Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007. "Expected optimal feedback with Time-Varying Parameters," Department of Economics University of Siena 497, Department of Economics, University of Siena.
- M.P. Tucci & D.A. Kendrick & H.M. Amman, 2011. "Expected optimal feedback with Time-Varying Parameters," Working Papers 11-18, Utrecht School of Economics.
- Wieland, Volker, 2000.
"Learning by doing and the value of optimal experimentation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
- Volker W. Wieland, 1996. "Learning by doing and the value of optimal experimentation," Finance and Economics Discussion Series 96-5, Board of Governors of the Federal Reserve System (U.S.).
- Marco Tucci, 2006. "Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 533-558, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
- David Kendrick & Hans Amman, 2006.
"A Classification System for Economic Stochastic Control Models,"
Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 453-481, June.
- Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
- D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
- Stephen J. Turnovsky, 2011.
"Stabilization Theory and Policy: 50 Years after the Phillips Curve,"
Economica, London School of Economics and Political Science, vol. 78(309), pages 67-88, January.
- Stephen J. Turnovsky, 2008. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Working Papers UWEC-2008-09-FC, University of Washington, Department of Economics.
- Tinsley, P A, 2002.
"Rational Error Correction,"
Computational Economics, Springer;Society for Computational Economics, vol. 19(2), pages 197-225, April.
- Kozicki, Sharon & Tinsley, P. A., 1999. "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1299-1327, September.
- Peter A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.).
- Sharon Kozicki & Peter A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City.
- Thomas H. Turner & Charles H. Whiteman, 1981. "Econometric policy evaluation under rational expectations," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 5(Spr / Sum).
- repec:use:tkiwps:2020 is not listed on IDEAS
- Winter, Joachim, 1997.
"Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse,"
Sonderforschungsbereich 504 Publications
99-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Winter, Joachim, 1998. "Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse," Papers 99-27, Sonderforschungsbreich 504.
- Schmidt, Sebastian & Wieland, Volker, 2013.
"The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation,"
Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512,
Elsevier.
- Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- John H. Kareken, 1981. "Deregulating commercial banks: the watchword should be caution," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 5(Spr / Sum).
- Marco Tucci, 2006. "Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 533-558, June.
- Tryphon Kollintzas, 1986. "Tax Policy under Nongeometric Physical Depreciation," Public Finance Review, , vol. 14(3), pages 263-288, July.
- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks´ Macro Models,"
Working Paper Series
323, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
- Li, Gang & Song, Haiyan & Witt, Stephen F., 2006. "Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting," International Journal of Forecasting, Elsevier, vol. 22(1), pages 57-71.
- Kevin D. Hoover, "undated".
"Econometrics And Reality,"
Department of Economics
97-28, California Davis - Department of Economics.
- Kevin Hoover, 2003. "Econometrics And Reality," Working Papers 147, University of California, Davis, Department of Economics.
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006.
"Econometrics: A Bird’s Eye View,"
Cambridge Working Papers in Economics
0655, Faculty of Economics, University of Cambridge.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
- Fabrice Collard & Patrick Fève, 2012.
"Sur les causes et les effets en macro économie : les Contributions de Sargent et Sims, Prix Nobel d'Economie 2011,"
Revue d'économie politique, Dalloz, vol. 122(3), pages 335-364.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," IDEI Working Papers 726, Institut d'Économie Industrielle (IDEI), Toulouse.
- Collard, Fabrice & Fève, Patrick, 2012. "Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011," TSE Working Papers 12-317, Toulouse School of Economics (TSE).
- Peter R. Hartley, 1983.
"Rational Expectations and the Foreign Exchange Market,"
NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 153-188,
National Bureau of Economic Research, Inc.
- Peter R. Hartley, 1982. "Rational Expectations and the Foreign Exchange Market," NBER Working Papers 0863, National Bureau of Economic Research, Inc.
- Zadrozny, Peter A., 2022.
"Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims,"
CFS Working Paper Series
682, Center for Financial Studies (CFS).
- Peter A. Zadrozny, 2022. "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series 10078, CESifo.
- Alessio Moneta, 2005. "Causality in macroeconometrics: some considerations about reductionism and realism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 433-453.
- Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002.
"How Deep are the Deep Parameters?,"
Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
- Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999. "How deep are the deep parameters?," Temi di discussione (Economic working papers) 354, Bank of Italy, Economic Research and International Relations Area.
- Altissimo, F. & Siviero, S. & Terlizzese, D., 1999. "How Deep Are the Deep Parameters?," Papers 354, Banca Italia - Servizio di Studi.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:22:y:1997:i:1:p:39-47. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jedc .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.