Generalized method of moments and inverse control

DOI10.1016/J.JEDC.2007.11.007MaRDI QIDQ844778zbMATH OpenOpenAlexFDO

Authors Gregory E. Givens, Michael K. Salemi

Publication date 19 January 2010

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://capone.mtsu.edu/berc/working/givens&salemi.pdf

zbMATH Keywords

GMMoptimal monetary policypolicy objectivessimple rules

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
• Inflation Persistence
• Large Sample Properties of Generalized Method of Moments Estimators
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• The Solution of Linear Difference Models under Rational Expectations
• Uncertain potential output: Implications for monetary policy

Cited in

(3)

• scientific article; zbMATH DE number 194456 (Why is no real title available?)
• Combination of General Antithetic Transformations and Control Variables
• Inferring monetary policy objectives with a partially observed state

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