A Bayesian approach to optimal monetary policy with parameter and model uncertainty
From MaRDI portal
Publication:428007
DOI10.1016/j.jedc.2011.02.006zbMath1241.91139MaRDI QIDQ428007
Christian Matthes, Timothy Cogley, Kalin Nikolov, Bianca De Paoli, T. L. Yates
Publication date: 18 June 2012
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.02.006
91G70: Statistical methods; risk measures
Related Items
Cites Work
- Unnamed Item
- Model uncertainty and policy evaluation: some theory and empirics
- Optimal contracts and competitive markets with costly state verification
- Pooling of forecasts
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates?
- Bayesian Analysis of DSGE Models
- Monetary Policy and Exchange Rate Volatility in a Small Open Economy