Analytical Policy Design under Rational Expectations

DOI10.2307/1914305zbMath0615.90024OpenAlexW1981357039MaRDI QIDQ4724389

Charles H. Whiteman

Publication date: 1986

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914305

zbMATH Keywords

frequency domaindynamic gameWiener-Hopf methodoptimal policytime consistencylinear rational expectations modelz-transformopen loop strategyfeedforward and feedback strategiesprecommitment gamesWold moving averagezero man, linearly regular covariance stationary stochastic process

Mathematics Subject Classification ID

Economic growth models (91B62) Other game-theoretic models (91A40) Stochastic games, stochastic differential games (91A15)

Related Items (4)

Spectral utility, Wiener-Hopf techniques, and rational expectations ⋮ Optimal policy with limited commitment ⋮ Optimal policy in a model of endogenous fluctuations and assets ⋮ Design limits and dynamic policy analysis

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