Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior
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- Swanson, Eric T., 2006. "Optimal nonlinear policy: signal extraction with a non-normal prior," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 185-203, February.
- Eric T. Swanson, 2005. "Optimal nonlinear policy: signal extraction with a non-normal prior," Working Paper Series 2005-24, Federal Reserve Bank of San Francisco.
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Citations
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Cited by:
- Swanson, Eric T., 2006.
"Optimal nonlinear policy: signal extraction with a non-normal prior,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 185-203, February.
- Eric Swanson, 2005. "Optimal Nonlinear Policy: Signal Extraction with a Non-Normal Prior," Computing in Economics and Finance 2005 147, Society for Computational Economics.
- Eric T. Swanson, 2005. "Optimal nonlinear policy: signal extraction with a non-normal prior," Working Paper Series 2005-24, Federal Reserve Bank of San Francisco.
- Hauk, Esther & Lanteri, Andrea & Marcet, Albert, 2021.
"Optimal policy with general signal extraction,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 54-86.
- Esther Hauk & Andrea Lanteri & Albert Marcet, 2016. "Optimal Policy with General Signal Extraction," Working Papers 932, Barcelona School of Economics.
- Mandler, Martin, 2010.
"Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions,"
MPRA Paper
21887, University Library of Munich, Germany.
- Martin Mandler, 2010. "Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions," MAGKS Papers on Economics 201012, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Neuenkirch, Matthias & Tillmann, Peter, 2014.
"Inflation targeting, credibility, and non-linear Taylor rules,"
Journal of International Money and Finance, Elsevier, vol. 41(C), pages 30-45.
- Matthias Neuenkirch & Peter Tillmann, 2012. "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics 201235, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Lim, G.C. & McNelis, Paul D., 2007.
"Inflation targeting, learning and Q volatility in small open economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3699-3722, November.
- G. C. Lim & Paul D. McNelis, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Melbourne Institute Working Paper Series wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Paul D. McNelis & Guay Lim, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Computing in Economics and Finance 2006 104, Society for Computational Economics.
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001.
"NAIRU Uncertainty and Nonlinear Policy Rules,"
American Economic Review, American Economic Association, vol. 91(2), pages 226-231, May.
- Laurence H. Meyer & Eric T. Swanson & Volker W. Wieland, 2001. "NAIRU uncertainty and nonlinear policy rules," Finance and Economics Discussion Series 2001-01, Board of Governors of the Federal Reserve System (U.S.).
- Christopher J. Erceg & James Hebden & Michael T. Kiley & J. David López-Salido & Robert J. Tetlow, 2018. "Some Implications of Uncertainty and Misperception for Monetary Policy," Finance and Economics Discussion Series 2018-059, Board of Governors of the Federal Reserve System (U.S.).
- Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, April.
- Andrea Lanteri & Albert Marcet & Esther Hauk, 2014. "Optimal Policy with Endogenous Signal Extraction," 2014 Meeting Papers 677, Society for Economic Dynamics.
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More about this item
Keywords
nonlinear policy; optimal filtering; signal extraction; learning; non-normal priors;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2005-11-19 (Macroeconomics)
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