Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
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Publication:959633
DOI10.1016/j.jedc.2005.10.013zbMath1162.91508OpenAlexW3125328255MaRDI QIDQ959633
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.10.013
Macroeconomic theory (monetary models, models of taxation) (91B64) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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Uses Software
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