Optimal budgetary and monetary policies under uncertainty: A stochastic control approach

DOI10.1007/BF02038862zbMath0836.90064OpenAlexW2029751280MaRDI QIDQ1904728

Sohbet Karbuz, Reinhard Neck

Publication date: 2 May 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02038862

zbMATH Keywords

macroeconometric modeloptimal budgetary and monetary policies for Austria

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Optimal stochastic control (93E20)

Related Items (3)

Optimal control of nonlinear dynamic econometric models: an algorithm and an application ⋮ Optimal control of fiscal policies for Austria: Applications of a stochastic control algorithm ⋮ Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research

Uses Software

• OPTCON

Cites Work

• OPTCON: An algorithm for the optimal control of nonlinear stochastic models
• Applicable stochastic control: From theory to practice
• Stochastic optimum control of macroeconometric models using the algorithm OPTCON
• An Adaptive Learning Rule for Multiperiod Decision Problems
• Small Sets of Homeomorphisms Which Control Manifolds
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