Linear-quadratic approximation of optimal policy problems
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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
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Cites Work
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- 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 target criteria for stabilization policy
- Second-order approximation of dynamic models with time-varying risk
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