Optimal Policy Response with Control Parameter and Intercept Covariance
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DOI: 10.1007/s10614-007-9103-5
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Cited by:
- Nicolas Pinkwart, 2010. "Uncertainty About the Persistence of Inflation," Working Papers 091, Bavarian Graduate Program in Economics (BGPE).
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More about this item
Keywords
Stochastic control; Multiplicative disturbances; Parameter covariance; Optimal policy response; C61; E61; Q5;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
- Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics
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