scientific article; zbMATH DE number 1790588

zbMATH Open1008.91511MaRDI QIDQ4549700FDOQ4549700

Authors: Alexei Onatski, James H. Stock 

Publication date: 6 April 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

robust controlparameter uncertaintybrainard uncertainty

Mathematics Subject Classification ID

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

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• Local robustness analysis: theory and application
• Robust monetary policy in a small open economy
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• Robust monetary policy with the consumption-wealth channel
• Three types of robust Ramsey problems in a linear-quadratic framework
• A classification system for economic stochastic control models
• Monetary policy under misspecified expectations
• Multidimensional dynamic risk measure via conditional \(g\)-expectation
• SATISFICING SOLUTIONS TO A MONETARY POLICY PROBLEM
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• Model uncertainty and intertemporal tax smoothing
• Uncertainty aversion, robust control and asset holdings
• Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models

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