Solving for optimal simple rules in rational expectations models
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Publication:953671
DOI10.1016/S0165-1889(03)00097-6zbMATH Open1200.91217MaRDI QIDQ953671FDOQ953671
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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- scientific article
- scientific article; zbMATH DE number 1790589
History, political science (91F10) Macroeconomic theory (monetary models, models of taxation) (91B64)
Cites Work
- Solving linear rational expectations models
- Title not available (Why is that?)
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Title not available (Why is that?)
- Solving dynamic equilibrium models by a method of undetermined coefficients
- A linear algebraic procedure for solving linear perfect foresight models
- The Solution of Linear Difference Models under Rational Expectations
- Politico-economic equilibrium and economic growth
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Title not available (Why is that?)
- Solutions to linear rational expectations models: a compact exposition
- Optimal horizons for inflation targeting
- On the Time Consistency of Optimal Policy in a Monetary Economy
- Monetary policy rules for an open economy
Cited In (6)
- On Optimal Satisficing: How Simple Policies Can Achieve Excellent Results
- WELFARE-MAXIMIZING OPERATIONAL MONETARY AND TAX POLICY RULES
- Monetary and macroprudential policies in an estimated model with financial intermediation
- Dynamic specifications in optimizing trend-deviation macro models.
- Optimal monetary policy and long-term interest rate dynamics: Taylor rule extensions
- OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS
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