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Determining the number of factors from empirical distribution of eigenvalues

Onatski, Alexei - In: The review of economics and statistics 92 (2010) 4, pp. 1004-1016

Persistent link: https://www.econbiz.de/10008746351

Determining the number of factors from empirical distribution of eigenvalues

Onatski, Alexei (contributor) - 2005

Persistent link: https://www.econbiz.de/10003244047

Monetary policy under uncertainty in micro-founded macroeconometric models

Levin, Andrew T.; Onatski, Alexei; Williams, John C.; … - 2005

Persistent link: https://www.econbiz.de/10003159313

Empirical and policy performance of a forward-looking monetary model

Onatski, Alexei; Williams, Noah - In: Journal of applied econometrics 25 (2010) 1, pp. 145-176

Persistent link: https://www.econbiz.de/10008666811

Monetary policy under uncertainty in micro-founded macroeconometric models

Levin, Andrew T.; Onatski, Alexei; Williams, John C.; … - In: NBER macroeconomics annual 20 (2006), pp. 229-287

Persistent link: https://www.econbiz.de/10003350365

Monetary policy under uncertainty in micro-founded macroeconometric models

Levin, Andrew T.; Onatski, Alexei; Williams, John C.; … - 2005

Persistent link: https://www.econbiz.de/10003082925

Robust monetary policy under model uncertainty

Onatski, Alexei - 2001

Persistent link: https://www.econbiz.de/10001717948

Robust monetary policy under model uncertainty in a small model of the US economy

Onatski, Alexei; Stock, James H. - In: Macroeconomic dynamics 6 (2002) 1, pp. 85-110

Persistent link: https://www.econbiz.de/10001659474

Robust monetary policy under model uncertainty in a small model of the U.S. economy

Onatski, Alexei; Stock, James H. - 2000

Persistent link: https://www.econbiz.de/10001440690

Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy

Onatski, Alexei - 2000

This paper examines monetary policy in Rudebusch and Svensson's (1999) two equation macroeconomic model when the policymaker recognizes that the model is an approximation and is uncertain about the quality of that approximation. It is argued that the minimax approach of robust control provides a...

Persistent link: https://www.econbiz.de/10012471286