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

DOI10.1016/J.JEDC.2004.10.007zbMATH Open1198.91152OpenAlexW3125029224MaRDI QIDQ956498FDOQ956498

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

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zbMATH Keywords

learningnon-Gaussiansignal extractionoptimal monetary policypriorsbeliefsnon-normal

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Reputational and nonreputational policies under partial information
• Title not available (Why is that?)

Cited In (3)

• Inflation targeting, learning and Q volatility in small open economies
• Title not available (Why is that?)
• Nonlinear Taylor rules: evidence from a large dataset

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