A new approach for modelling and understanding optimal monetary policy

DOI10.1016/J.ECONLET.2007.10.021MaRDI QIDQ1934826zbMATH OpenOpenAlexFDO

Authors Katarzyna Romaniuk

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2007.10.021

zbMATH Keywords

optimal monetary policyportfolio choicestochastic dynamic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20)

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Cites work

• Optimum consumption and portfolio rules in a continuous-time model

Cited in

(15)

• Dynamic specifications in optimizing trend-deviation macro models.
• A quantitative analysis of optimal sustainable monetary policies
• Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
• Determining optimal monetary speed limits
• On measuring the efficiency of monetary policy
• Cross-checking optimal monetary policy with information from the Taylor rule
• Robustly optimal monetary policy in a New Keynesian model with housing
• On the optimality of the Friedman rule in a New Monetarist model
• Sequential control of a monetary policy model for India
• Techniques for achieving optimal money supply rules in a rational expectations macroeconomic model
• The Role of Monetary Policy in Eliminating Nonconvergent Dynamic Paths
• A dynamic portfolio approach to asset markets and monetary policy
• scientific article; zbMATH DE number 7318970 (Why is no real title available?)
• Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
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