Optimal nonlinear policy: signal extraction with a non-normal prior

DOI10.1016/J.JEDC.2004.10.007MaRDI QIDQ956498zbMATH OpenOpenAlexFDO

Authors Eric T. Swanson

Publication date 25 November 2008

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

Full work available at URL http://www.frbsf.org/economic-research/files/wp05-24bk.pdf

zbMATH Keywords

learningnon-Gaussiansignal extractionoptimal monetary policypriorsbeliefsnon-normal

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2076226
• Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
• A Bayesian approach to optimal monetary policy with parameter and model uncertainty
• Optimal monetary policy under uncertainty.
• Optimal target criteria for stabilization policy

Cites work

• scientific article; zbMATH DE number 4061056 (Why is no real title available?)
• scientific article; zbMATH DE number 2076226 (Why is no real title available?)
• Reputational and nonreputational policies under partial information

Cited in

(3)

• Inflation targeting, learning and Q volatility in small open economies
• scientific article; zbMATH DE number 2076226 (Why is no real title available?)
• Nonlinear Taylor rules: evidence from a large dataset

This page was built for publication: Optimal nonlinear policy: signal extraction with a non-normal prior

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956498)