Optimal policy in Markov-switching rational expectations models
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Publication:647652
DOI10.1016/J.JEDC.2011.04.001zbMATH Open1282.91222OpenAlexW1968804456MaRDI QIDQ647652FDOQ647652
Andrew P. Blake, Fabrizio Zampolli
Publication date: 24 November 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.04.001
Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39) Hierarchical games (including Stackelberg games) (91A65)
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Cited In (7)
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
- Models of Policy under Stochastic Replanning
- Optimal policies with heterogeneous agents: truncation and transitions
- Determinacy and classification of Markov-switching rational expectations models
- Solving endogenous regime switching models
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- The optimal policy for the one-against-many heterogeneous Lanchester model
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