Optimal simple rules in RE models with risk sensitive preferences
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Publication:1934180
DOI10.1016/j.econlet.2007.03.004zbMath1255.91270OpenAlexW1996314310MaRDI QIDQ1934180
Publication date: 28 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.03.004
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Cites Work
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Discounted linear exponential quadratic Gaussian control
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
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