Parameter uncertainty and policy intensity: some extensions and suggestions for further work

DOI10.1007/S10614-005-9006-2zbMATH Open1134.93409OpenAlexW2008061403MaRDI QIDQ853653FDOQ853653

Authors: P. Ruben Mercado, David A. Kendrick 

Publication date: 17 November 2006

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-9006-2

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zbMATH Keywords

stochastic controlmacroeconomic policypolicy uncertainty

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Stochastic systems in control theory (general) (93E03)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimization of stochastic systems. Topics in discrete-time systems
• Title not available (Why is that?)
• The timing of uncertainty and the intensity of policy
• Robust control: A note on the timing of model uncertainty
• Robust control: a note on the response of the control to changes in the ``free parameter conditional on the character of nature
• Robust control: a note on the response of the control to changes in the ``free parameter
• Should macroeconomic policy makers consider parameter covariances?
• Caution in macroeconomic policy: Uncertainty and the relative intensity of policy
• Optimal stochastic control
• Certainty Equivalence, First Order Certainty Equivalence, Stochastic Control, and the Covariance Structure
• Title not available (Why is that?)
• Effect of Uncertainty on Optimal Control Policies

Cited In (3)

• On the potential use of adaptive control methods for improving adaptive natural resource management
• Optimal policy response with control parameter and intercept covariance
• The timing of uncertainty and the intensity of policy

Uses Software

• Duali
• DualPC

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