Robust inflation-forecast-based rules to shield against indeterminacy
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Publication:959632
DOI10.1016/j.jedc.2005.08.010zbMath1162.91499MaRDI QIDQ959632
Paul Levine, Nicoletta Batini, Alejandro Justiniano, Joseph G. Pearlman
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://repec.som.surrey.ac.uk/2004/DP08-04.pdf
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F15: Bayesian inference
91B64: Macroeconomic theory (monetary models, models of taxation)
93E20: Optimal stochastic control
Related Items
Robust monetary policy in a small open economy, Robust inflation-forecast-based rules to shield against indeterminacy, Robust monetary rules under unstructured model uncertainty
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