Learning and loss functions: comparing optimal and operational monetary policy rules

DOI10.1504/IJMMNO.2014.059941zbMATH Open1303.91117OpenAlexW2169102574MaRDI QIDQ478015FDOQ478015

Authors: Eric Gaus, Srikanth Ramamurthy 

Publication date: 10 December 2014

Published in: International Journal of Mathematical Modelling and Numerical Optimisation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmmno.2014.059941

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zbMATH Keywords

Markov chain Monte CarloMCMCrational expectationsBayesian econometricsadaptive learning

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical analysis or methods applied to Markov chains (65C40) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cited In (3)

• Learning and optimal monetary policy
• Learning, monetary policy rules, and macroeconomic stability
• Monetary policy, learning and the speed of convergence

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