Solution of macromodels with Hansen-Sargent robust policies: some extensions
DOI10.1016/J.JEDC.2003.11.001zbMATH Open1202.91222OpenAlexW3121655607MaRDI QIDQ953723FDOQ953723
Authors: Paul Söderlind, Paolo Giordani 
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2003.11.001
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Macroeconomic theory (monetary models, models of taxation) (91B64) Sensitivity (robustness) (93B35) Interest rates, asset pricing, etc. (stochastic models) (91G30) Optimal stochastic control (93E20)
Cites Work
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Cited In (18)
- The Asian financial crisis and international reserve accumulation: a robust control approach
- ROBUST MONETARY POLICY UNDER UNCERTAINTY ABOUT CENTRAL BANK PREFERENCES
- Robust monetary rules under unstructured model uncertainty
- Imperfect credibility and robust monetary policy
- Robust \(H_\infty\) control for a generic linear rational expectations model of economy
- Robust control with commitment: a modification to Hansen-Sargent
- Title not available (Why is that?)
- Optimal foreign exchange intervention in an inflation targeting regime: some cautionary tales
- Robust monetary policy in a small open economy
- Robust policies in a sticky information economy
- Three types of robust Ramsey problems in a linear-quadratic framework
- A robust Hansen-Sargent prediction formula
- The age-specific burdens of short-run fluctuations in government spending
- A note on monetary policy, asset prices, and model uncertainty
- Model uncertainty and intertemporal tax smoothing
- OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS
- Methods for robust control
- ROBUST MONETARY POLICY IN THE NEW KEYNESIAN FRAMEWORK
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