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Revealed preference of the Federal Reserve : using inverse-control theory to interpret the policy equation of a vector autogregression

Salemi, Michael K. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 419-433

Persistent link: https://www.econbiz.de/10001190291

The limits of counter-cyclical monetary policy : an analysis based on optimal control theory and vector autoregressions

Litterman, Robert Bruce

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Effects of decentralization on the efficiency of stabilization policy

Ribe, Frederick C. - 1980

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Forward looking variables an learning in stochastic control

Amman, Hans M.; Kendrick, David A. - 1992

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Geldpolitik und Finanzinnovationen : ein systemtheoretischer Ansatz für eine neue Geldpolitik in den USA

Müller, Frank B. - 1996

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Implementing optimal control in cointegrated I(1) structural VAR models

Monti, Francesca V. - 2003

This paper examines the feasibility of implementing Linear Quadratic Gaussian (LQG) Control in structural cointegrated VAR models and sheds some light on the two major problems generated by such implementation. The first aspect to be taken into account is the effect of the presence of unit roots...

Persistent link: https://www.econbiz.de/10009635883