Solution of RE Models with Anticipated Shocks and Optimal Policy
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More about this item
Keywords
Anticipated Shocks; Optimal Monetary Policy; Rational Expectations; Generalized Schur Decomposition;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2008-02-02 (Central Banking)
- NEP-MAC-2008-02-02 (Macroeconomics)
- NEP-MON-2008-02-02 (Monetary Economics)
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