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Empirical and policy performance of a forward-looking monetary model

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Optimal monetary policy under uncertainty in DSGE models : a Markov jump-linear-quadratic approach

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Generalized stochastic gradient learning

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Optimal monetary policy under uncertainty in DSGE models : a Markov jump-linear-quadratic approach

Svensson, Lars E. O.; Williams, Noah - 2008

"We study the design of optimal monetary policy under uncertainty in a dynamic stochastic general equilibrium models. We use a Markov jump-linear-quadratic (MJLQ) approach to study policy design, approximating the uncertainty by different discrete modes in a Markov chain, and by taking...