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Sequential precision of predictions in models of economic growth

Krasovskii, Andrey A.; Tarasyev, Alexander M. - In: Dynamic systems, economic growth, and the environment, (pp. 23-43). 2010

Persistent link: https://www.econbiz.de/10003917002

Essays on inflation forecast-based rules, robust policies and sovereign debt

Rodriguez, Arnulfo - 2004

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Robust control and central banking behaviour

García Olalla, Myriam; Ruiz Gómez, Alejandro - In: Economic modelling 28 (2011) 3, pp. 1265-1278

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A quartet of semigroups for model specification, robustness, prices of risk, and model detection

Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of the European Economic Association 1 (2003) 1, pp. 68-123

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Solution of macromodels with Hansen-Sargent robust policies : some extensions

Giordani, Paolo; Söderlind, Paul - In: Journal of economic dynamics & control 28 (2004) 12, pp. 2367-2397

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Solution of macromodels with Hansen-Sargent robust policies : summary and some extensions

Giordani, Paolo (contributor); Söderlind, Paul (contributor) - 2002 - [Elektronische Ressource], Rev. May 15, 2003

We summarize some methods useful in formulating and solving Hansen-Sargent robust control problems, and suggest extensions to discretion and simple rules. Matlab, Octave, and Gauss software is provided. We illustrate these extensions with applications to the term structure of interest rates, the...

Persistent link: https://www.econbiz.de/10001664234