scientific article; zbMATH DE number 1790588

MaRDI QIDQ4549700zbMATH OpenFDO

Authors Alexei Onatski, James H. Stock

Publication date 6 April 2003

zbMATH Keywords

brainard uncertaintyparameter uncertaintyrobust control

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Macroeconomic theory (monetary models, models of taxation) (91B64)

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• A defense of the FOMC
• Uncertainty aversion, robust control and asset holdings
• Multidimensional dynamic risk measure via conditional g-expectation
• Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
• Improving monetary policy models
• Robust monetary policy in a small open economy
• A classification system for economic stochastic control models
• Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters
• On the relation between robust and Bayesian decision making
• Local robustness analysis: theory and application
• Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models
• Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
• Inflation persistence and robust monetary policy design
• An experimental test of Taylor-type rules with inexperienced central bankers
• Robust monetary rules under unstructured model uncertainty

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