Optimal Policy Response with Control Parameter and Intercept Covariance
Year of publication: |
2008
|
---|---|
Authors: | Gonzalez, Fidel |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 31.2008, 1, p. 1-20
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Stochastic control | Multiplicative disturbances | Parameter covariance | Optimal policy response |
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