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Business cycle analysis and forecasting with modern control theory
Vishwakarma, Keshav P. - 1981
Persistent link: https://www.econbiz.de/10000327100
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Robust monetary policy in the new Keynesian framework
Leitemo, Kai; Söderström, Ulf - In: Macroeconomic dynamics 12 (2008), pp. 126-135
Persistent link: https://www.econbiz.de/10003868073
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Optimal levels of reserves and hedging sudden stops recessions for Egypt : a stochastic control approach
Abutaleb, Ahmed S.; Hamad, Marwa G. - In: Journal of economic cooperation & development 33 (2012) 1, pp. 1-57
Persistent link: https://www.econbiz.de/10009758182
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Pricing conspicuous consumption products in recession periods with uncertain strengh
Huschto, Tony; Sager, Sebastian - In: EURO Journal on decision processes 2 (2014) 1/2, pp. 3-30
Persistent link: https://www.econbiz.de/10010374232
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Robust monetary policy in the New-Keynesian framework
Leitemo, Kai; Söderström, Ulf - 2004
Persistent link: https://www.econbiz.de/10002598287
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Business cycle analysis and forecasting with modern control theory
Vishwakarma, Keshav P. - 1981 - Rev
Persistent link: https://www.econbiz.de/10002962334
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Robust Monetary Policy in the New-Keynesian Framework
Leitemo, Kai - 2007
We study the effects of model uncertainty in a simple New-Keynesian model using robust control techniques. Due to the simple model structure, we are able to find closed-form solutions for the robust control problem, analysing both instrument rules and targeting rules under different timing...
Persistent link: https://www.econbiz.de/10012728917
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Optimal pricing of a conspicuous product during a recession that freezes capital markets
Caulkins, J. P.; Feichtinger, Gustav; Grass, D.; Hartl, … - In: Journal of economic dynamics & control 35 (2011) 1, pp. 163-174
Persistent link: https://www.econbiz.de/10009127639
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Capital stock management during a recession that freezes credit markets
Caulkins, Jonathan P.; Feichtinger, Gustav; Grass, Dieter; … - In: Journal of economic behavior & organization : JEBO 116 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011567808
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A nonlinear optimal control approach to stabilization of business cycles of finance agents
Rigatos, Gerasimos G.; Siano, P.; Ghosh, T. - In: Computational economics 53 (2019) 3, pp. 1111-1131
Persistent link: https://www.econbiz.de/10012135115