SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal Monetary Policy in Markov-Switching Models with Rational Expectations Agents
16 references·1 citing·42 second hop
Optimal Monetary Policy in Markov-Switching Models with Rational Expectations Agents (2006)Optimal Monetary Policy in Markov-Switchi…Monetary Policy with Model Uncertainty: Distribution Forecast Targeting (2016)Monetary Policy with Model Un…OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS (2007)OPTIMAL POLICY IN RATIONAL EX…Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics (2006)Optimal monetary policy in a …How Important Is Precommitment for Monetary Policy? (2006)How Important Is Precommitmen…Simple monetary policy rules and exchange rate uncertainty (2005)Simple monetary policy rules …Monetary Policy with Model Uncertainty: Distribution Forecast Targeting (2005)Monetary Policy with Model Un…SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES (2004)SIGNAL EXTRACTION AND NON-CER…Social Value of Public Information (2002)Social Value of Public Inform…Recursive Macroeconomic Theory (2000)Recursive Macroeconomic TheoryDynamic noncooperative game theory (1997)Dynamic noncooperative game t…Models of Policy under Stochastic Replanning (1987)Models of Policy under Stocha…The Consistency of Optimal Policy in Stochastic Rational Expectations Models (1986)The Consistency of Optimal Po…International Policy Coordination in Dynamic Macroeconomic Models (1984)International Policy Coordina…Dynamic Noncooperative Game Theory (1982)Dynamic Noncooperative Game T…Stochastic control for economic models (1981)Stochastic control for econom…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…Perturbation methods for Markov-switching dynamic stochastic general equilibrium models (2016)Perturbation methods for Mark…Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Rules, discretion and reputation in a model of monetary policy (1983)Monetary Policy and Real Stabilization (2003)Solution of macromodels with Hansen–Sargent robust policies: some extensions (2004)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)Discretion versus policy rules in practice (1993)Exchange Rate Dynamics Redux (1995)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Divergent inflation rates in EMU (2003)Divergent Inflation Rates in Emu (2005)International Dimensions of Optimal Monetary Policy (2006)The General Theory of Employment, Interest and Money. (1936)A Simple Model of Herd Behavior (1992)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)Staggered prices in a utility-maximizing framework (1983)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Information variables for monetary policy in an estimated structural model of the euro area (2006)Central bank reputation in a forward-looking model (2008)Theory of Games and Economic Behaviour. (1944)Stackelberg Scheduling Strategies (2004)Dynamic Games in the Economics and Management of Pollution (2010)Linear Quadratic Risk-Sensitive and Robust Mean Field Games (2016)Expectations and Exchange Rate Dynamics (1976)Robust control of forward-looking models (2003)Optimal Monetary Policy in an Operational Medium‐Sized DSGE Model (2011)Bayesian learning, growth, and pollution (1999)Optimal timing problems in environmental economics (2002)Linear-quadratic approximation of optimal policy problems (2011)The Voracity Effect (1999)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Coalitional game theory for communication networks (2009)Search-Theoretic Models of the Labor Market: A Survey (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)Growth Based on Increasing Returns Due to Specialization (2016)
this work references cited by second hop

References

  • 1982Dynamic Noncooperative Game Theory4,057 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 2002Social Value of Public Information1,982 cited
  • 2000Recursive Macroeconomic Theory1,589 cited
  • 1997Dynamic noncooperative game theory908 cited
  • 1984International Policy Coordination in Dynamic Macroeconomic Models241 cited
  • 1981Stochastic control for economic models228 cited
  • 2005Simple monetary policy rules and exchange rate uncertainty179 cited
  • 1986The Consistency of Optimal Policy in Stochastic Rational Expectations Models129 cited
  • 2006How Important Is Precommitment for Monetary Policy?89 cited
  • 2016Monetary Policy with Model Uncertainty: Distribution Forecast Targeting82 cited
  • 2007OPTIMAL POLICY IN RATIONAL EXPECTATIONS MODELS: NEW SOLUTION ALGORITHMS78 cited
  • 2005Monetary Policy with Model Uncertainty: Distribution Forecast Targeting77 cited
  • 1987Models of Policy under Stochastic Replanning66 cited
  • 2006Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics62 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2004
SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES
60 cited

Cited by

  • 2016Perturbation methods for Markov-switching dynamic stochastic general equilibrium models75 cited