Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
DOI10.1016/J.JEDC.2005.10.013zbMATH Open1162.91508OpenAlexW3125328255MaRDI QIDQ959633FDOQ959633
Publication date: 12 December 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.2005.10.013
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Cited In (11)
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
- Robust stability, ℋ2 analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix
- Optimal policy in Markov-switching rational expectations models
- A disutility-based drift control for exchange rates
- Interactions between monetary and fiscal policy under flexible exchange rates
- ADAPTIVE LEARNING IN REGIME-SWITCHING MODELS
- Optimal regime switching and threshold effects
- Stochastic model predictive control for constrained discrete-time Markovian switching systems
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- Quadratic costs and second moments of jump linear systems with general Markov chain
- How do coalitions break down? An alternative view
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