Linear-quadratic approximation of optimal policy problems
From MaRDI portal
Publication:665448
DOI10.1016/J.JET.2011.10.012zbMATH Open1258.91134OpenAlexW2097565630MaRDI QIDQ665448FDOQ665448
Michael Woodford, Pierpaolo Benigno
Publication date: 5 March 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/w12672.pdf
Recommendations
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Optimal Monetary Policy
- Optimal fiscal and monetary policy under sticky prices.
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Optimal taxation in an RBC model: A linear-quadratic approach
- Stochastic control for economic models: past, present and the paths ahead
- Title not available (Why is that?)
- Asymptotic methods for asset market equilibrium analysis
- A local analysis of N-sector capital accumulation under uncertainty
- Linear-quadratic approximation, external habit and targeting rules
- The non-optimality of proposed monetary policy rules under timeless perspective commitment
- Oil shocks and optimal monetary policy
- Stochastic Control for Small Noise Intensities
Cited In (22)
- Should macroprudential policy be countercyclical?
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- Downward Wage Rigidities and Optimal Monetary Policy in a Monetary Union*
- Quantitative easing and the loan to collateral value ratio
- Linear-quadratic approximation, external habit and targeting rules
- Habits and demand changes after COVID-19
- Computing time-consistent equilibria: a perturbation approach
- Welfare effects of business cycles and monetary policies in a small open emerging economy
- Large-scale bond purchases in a currency union with segmentation in the market for government debt
- Monetary and fiscal policy under deep habits
- Optimal monetary policy in a New Keynesian model with job search
- Time-consistent control in nonlinear models
- Optimal monetary policy with capital and a financial accelerator
- Choquet Regularization for Continuous-Time Reinforcement Learning
- Fiscal federalism in a monetary union: the no-cooperation pitfall
- Higher-moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem
- Optimal taxation in an RBC model: A linear-quadratic approach
- Optimal monetary policy in developing countries: the role of informality
- Fiscal policy and macroeconomic stabilizations: what are the gains from cooperation?
- Optimal policies in the class of infinitely differentiable functions for discounted linear-quadratic models
- Optimal target criteria for stabilization policy
- Second-order approximation of dynamic models with time-varying risk
Uses Software
This page was built for publication: Linear-quadratic approximation of optimal policy problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q665448)
