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Optimal Control of an Unknown Linear Process with Learning
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Cited by:
- Ellison, Martin & Valla, Natacha, 2001.
"Learning, uncertainty and central bank activism in an economy with strategic interactions,"
Journal of Monetary Economics, Elsevier, vol. 48(1), pages 153-171, August.
- Martin Ellison & Natacha Valla, 2000. "Learning, Uncertainty And Central Bank Activism In An Economy With Strategic Interactions," Computing in Economics and Finance 2000 183, Society for Computational Economics.
- Ellison, Martin & Valla, Natacha, 2000. "Learning, uncertainty and central bank activism in an economy with strategic interactions," Working Paper Series 28, European Central Bank.
- Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011.
"Learning about the Term Structure and Optimal Rules for Inflation Targeting,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
- Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2011. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1685-1706, December.
- Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," CEPR Discussion Papers 5896, C.E.P.R. Discussion Papers.
- Eric Schaling & Mewael F. Tesfaselassie & Sylvester Eijffinger, 2007. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," Working Papers 062, Economic Research Southern Africa.
- Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Other publications TiSEM fddff8c7-43e7-4776-9b72-4, Tilburg University, School of Economics and Management.
- Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning about the Term Structure and Optimal Rules for Inflation Targeting," Discussion Paper 2006-88, Tilburg University, Center for Economic Research.
- Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," ERIM Report Series Research in Management ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Rosemarie Nagel & Nicolaas J. Vriend, 1999.
"An experimental study of adaptive behavior in an oligopolistic market game,"
Journal of Evolutionary Economics, Springer, vol. 9(1), pages 27-65.
- Rosemarie Nagel & Nicolaas J. Vriend, 1997. "An experimental study of adaptive behavior in an oligopolistic market game," Economics Working Papers 230, Department of Economics and Business, Universitat Pompeu Fabra.
- R. Nagel & N.J. Vriend, 1998. "An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game," Working Papers 388, Queen Mary University of London, School of Economics and Finance.
- Wieland, Volker, 2000.
"Monetary policy, parameter uncertainty and optimal learning,"
Journal of Monetary Economics, Elsevier, vol. 46(1), pages 199-228, August.
- Wieland, Volker, 1999. "Monetary policy, parameter uncertainty and optimal learning," ZEI Working Papers B 09-1999, University of Bonn, ZEI - Center for European Integration Studies.
- Volker W. Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.).
- Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
- Leonard J. Mirman & Kevin Reffett & Marc Santugini, 2016.
"On learning and growth,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(4), pages 641-684, April.
- Leonard J. Mirman & Kevin Reffett & Marc Santugini, 2013. "On Learning and Growth," Cahiers de recherche 1336, CIRPEE.
- Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004.
"Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting,"
Econometric Society 2004 North American Summer Meetings
78, Econometric Society.
- Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
- Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Other publications TiSEM e434b2ac-a7e4-4662-a688-2, Tilburg University, School of Economics and Management.
- Schaling, Eric & Eijffinger, Sylvester C. W. & Tesfaselassie, Mewael F., 2004. "Heterogenous information about the term structure, least-squares learning and optimal rules for inflation targeting," Bank of Finland Research Discussion Papers 23/2004, Bank of Finland.
- 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.
- 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.
- Tesfaselassie, M.F. & Schaling, E., 2010.
"Managing disinflation under uncertainty,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2568-2577, December.
- Tesfaselassie, Mewael F. & Schaling, Eric, 2008. "Managing disinflation under uncertainty," Kiel Working Papers 1429, Kiel Institute for the World Economy (IfW Kiel).
- M.F. Tesfaselassie & E. Schaling, 2010. "Managing disinflation under uncertainty," Post-Print hal-00743847, HAL.
- Fredrick M. Wamalwa & Justine Burns, 2018. "Private Schools and Student Learning Achievements in Kenya," Working Papers 145, Economic Research Southern Africa.
- Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
- Hans M. Amman & Marco P. Tucci, 2020. "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 675-693, October.
- Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1857-1894, June.
- Koulovatianos, Christos & Mirman, Leonard J. & Santugini, Marc, 2009.
"Optimal growth and uncertainty: Learning,"
Journal of Economic Theory, Elsevier, vol. 144(1), pages 280-295, January.
- Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2007. "Optimal Growth and Uncertainty: Learning," Cahiers de recherche 07-05, HEC Montréal, Institut d'économie appliquée, revised Feb 2008.
- Christos Koulovatianos, & Leonard J. Mirman & Marc Santugini, 2008. "Optimal Growth and Uncertainty: Learning," Discussion Papers 08/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael, 2004. "Heterogenous information about the term structure, least-squares learning and optimal rules for inflation targeting," Research Discussion Papers 23/2004, Bank of Finland.
- Alexandre X. Carvalho & Martin L. Puterman, 2005. "Dynamic Optimization and Learning: How Should a Manager set Prices when the Demand Function is Unknown ?," Discussion Papers 1117, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Maria Antonieta Cunha-e-Sa & Vasco Santos, 2007. "Experimentation with accumulation," Nova SBE Working Paper Series wp503, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Hector Chade & Edward E. Schlee, 2000. "Increasing Returns in the Value of Information," Econometric Society World Congress 2000 Contributed Papers 1715, Econometric Society.
- Koray, Semih & Saglam, Ismail, 2005. "Learning in Bayesian Regulation," MPRA Paper 1899, University Library of Munich, Germany.
- Alexandre X. Carvalho & Martin L. Puterman, 2015. "Dynamic Optimization and Learning: How Should a Manager Set Prices When the Demand Function is Unknown?," Discussion Papers 0158, Instituto de Pesquisa Econômica Aplicada - IPEA.
- 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.).
- Chen Yeh & David Argente, 2016. "A Menu Cost Model with Price Experimentation," 2016 Meeting Papers 1515, Society for Economic Dynamics.
- Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Discussion Paper 2003-74, Tilburg University, Center for Economic Research.
- Fudenberg, Drew & Romanyuk, Gleb & Strack, Philipp, 2017. "Active learning with a misspecified prior," Theoretical Economics, Econometric Society, vol. 12(3), September.
- Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Bank of Finland Research Discussion Papers 20/2003, Bank of Finland.
- Volker Wieland, "undated".
"Monetary Policy and Uncertainty about the Natural Unemployment Rate,"
Computing in Economics and Finance 1997
11, Society for Computational Economics.
- Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series 2003/05, Center for Financial Studies (CFS).
- Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CEPR Discussion Papers 3811, C.E.P.R. Discussion Papers.
- Volker W. Wieland, 1998. "Monetary policy and uncertainty about the natural unemployment rate," Finance and Economics Discussion Series 1998-22, Board of Governors of the Federal Reserve System (U.S.).
- Dan Protopopescu, 2007. "Improving the Risk Concept: A Revision of Arrow-Pratt Theory in the Context of Controlled Dynamic Stochastic Environments," UFAE and IAE Working Papers 727.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 03 Dec 2009.
- Tim Willems, 2017.
"Actively Learning by Pricing: A Model of an Experimenting Seller,"
Economic Journal, Royal Economic Society, vol. 127(604), pages 2216-2239, September.
- Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
- Nyarko, Yaw & Olson, Lars J., 1996.
"Optimal growth with unobservable resources and learning,"
Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 465-491, May.
- Nyarko, Yaw & Olson, Lars J., 1991. "Optimal Growth with Unobservable Resources and Learning," Working Papers 91-01, C.V. Starr Center for Applied Economics, New York University.
- Protopopescu Dan, 2008. "Improving the Effort Concept: A Revision of the Traditional Approach in the Context of Controlled Dynamic Stochastic Environments," UFAE and IAE Working Papers 739.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 03 Dec 2009.
- Bullard, James & Suda, Jacek, 2016.
"The stability of macroeconomic systems with Bayesian learners,"
Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 1-16.
- James B. Bullard & Jacek Suda, 2008. "The stability of macroeconomic systems with Bayesian learners," Working Papers 2008-043, Federal Reserve Bank of St. Louis.
- James Bullard & Jacek Suda, 2015. "The stability of macroeconomic systems with Bayesian learners," NBP Working Papers 228, Narodowy Bank Polski.
- Bullard, J.B. & Suda, J., 2011. "The Stability of Macroeconomic Systems with Bayesian Learners," Working papers 332, Banque de France.
- Bond, Craig A., 2008. "On the Potential Use of Adaptive Control Methods for Improving Adaptive Natural Resource Management," Working Papers 108721, Colorado State University, Department of Agricultural and Resource Economics.
- Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002. "Convergence of Bayesian learning to general equilibrium in mis-specified models," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 483-508, December.
- Cunha-e-Sa, Maria A. & Santos, Vasco, 2008. "Experimentation with accumulation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 470-496, February.
- repec:use:tkiwps:2020 is not listed on IDEAS
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2004.
"Monetary policy and learning in an open economy,"
Bank of Finland Research Discussion Papers
3/2004, Bank of Finland.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004. "Monetary policy and learning in an open economy," Macroeconomics 0404022, University Library of Munich, Germany.
- Hans M. Amman & Marco Paolo Tucci, 2018. "How active is active learning: value function method vs an approximation method," Department of Economics University of Siena 788, Department of Economics, University of Siena.
- Spagat, M., 1995. "Leaving some stones unturned: A reassessment of iterative planning theory," Journal of Public Economics, Elsevier, vol. 58(1), pages 85-105, September.
- Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Other publications TiSEM 49f6213d-93d9-4a5a-85ca-5, Tilburg University, School of Economics and Management.
- repec:zbw:bofrdp:2003_020 is not listed on IDEAS
- Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
- Leonard J. Mirman & Marc Santugini, 2012. "Learning and Technology Progress in Dynamic Games," Cahiers de recherche 1217, CIRPEE.
- Schaling, Eric, 2003.
"Learning, inflation expectations and optimal monetary policy,"
Research Discussion Papers
20/2003, Bank of Finland.
- Eric Schaling, 2004. "Learning, inflation expectations and optimal monetary policy," Macroeconomics 0404035, University Library of Munich, Germany.
- Mariusz Górajski, 2018. "Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 313-340, August.
- 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.
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2007.
"Caution Or Activism? Monetary Policy Strategies In An Open Economy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 519-541, September.
- Sarno, Lucio & Ellison, Martin & Vilmunen, Jouko, 2004. "Caution or Activism? Monetary Policy Strategies in an Open Economy," CEPR Discussion Papers 4766, C.E.P.R. Discussion Papers.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2007. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Money Macro and Finance (MMF) Research Group Conference 2006 18, Money Macro and Finance Research Group.
- H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
- Arnoud V. den Boer & Bert Zwart, 2014. "Simultaneously Learning and Optimizing Using Controlled Variance Pricing," Management Science, INFORMS, vol. 60(3), pages 770-783, March.
- Tesfaselassie, Mewael F., 2008. "Central bank learning and monetary policy," Kiel Working Papers 1444, Kiel Institute for the World Economy (IfW Kiel).
- repec:zbw:bofrdp:2004_023 is not listed on IDEAS
- Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.
- Mariusz Gorajski, 2016. "Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?," Lodz Economics Working Papers 1/2016, University of Lodz, Faculty of Economics and Sociology.
- Kasa, Kenneth, 1999. "Will the Fed Ever Learn?," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 279-292, April.
- Schaling, Eric & Eijffinger, Sylvester & Tesfaselassie, Mewael F., 2004. "Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules," CEPR Discussion Papers 4279, C.E.P.R. Discussion Papers.
- Chade, Hector & Schlee, Edward, 2002. "Another Look at the Radner-Stiglitz Nonconcavity in the Value of Information," Journal of Economic Theory, Elsevier, vol. 107(2), pages 421-452, December.
- Ellison, Martin & Valla, Natacha, 2001.
"Learning, uncertainty and central bank activism in an economy with strategic interactions,"
Journal of Monetary Economics,
Elsevier, vol. 48(1), pages 153-171, August.
- Martin Ellison & Natacha Valla, 2000. "Learning, Uncertainty And Central Bank Activism In An Economy With Strategic Interactions," Computing in Economics and Finance 2000 183, Society for Computational Economics.
- Ellison, Martin & Valla, Natacha, 2000. "Learning, uncertainty and central bank activism in an economy with strategic interactions," Working Paper Series 0028, European Central Bank.