Mitigation of the Lucas critique with stochastic control methods

DOI10.1016/S0165-1889(02)00115-XzbMath1178.91121OpenAlexW2043638312MaRDI QIDQ951408

Hans M. Amman, David A. Kendrick

Publication date: 24 October 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(02)00115-x

zbMATH Keywords

stochastic optimizationnumerical experimentsrational expectationsmacroeconomics

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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