Doubts about the model and optimal policy
From MaRDI portal
Publication:6111158
DOI10.1016/j.jet.2023.105643zbMath1520.91258OpenAlexW4361217734MaRDI QIDQ6111158
Publication date: 6 July 2023
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2023.105643
robustnessmodel uncertaintyambiguity aversionmultiplier preferencesoptimal policy designmanaging expectations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust control with commitment: a modification to Hansen-Sargent
- Fiscal policy in debt constrained economies
- Debt and deficit fluctuations and the structure of bond markets
- Monotone matrices and monotone Markov processes
- Three types of robust Ramsey problems in a linear-quadratic framework
- Model uncertainty and intertemporal tax smoothing
- Robustly optimal monetary policy in a New Keynesian model with housing
- Structured ambiguity and model misspecification
- Recursive robust estimation and control without commitment
- Robust control and model misspecification
- Robust estimation and control under commitment
- Ambiguity, Learning, and Asset Returns
- Fragile beliefs and the price of uncertainty
- Axiomatic Foundations of Multiplier Preferences
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Debt Constrained Asset Markets
- Managing pessimistic expectations and fiscal policy
- Ambiguity and the historical equity premium
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Ambiguous Policy Announcements
- Recursive Contracts
- A Smooth Model of Decision Making under Ambiguity
- Robustness
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?
This page was built for publication: Doubts about the model and optimal policy
