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ArticleMitigation of the Lucas critique with stochastic control methods

Hans M. Amman2003

Article2003

Mitigation of the Lucas critique with stochastic control methods

Hans M. Amman · David A. Kendrick

26 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Monetary Policy and Economic Impact Economic theories and models Adaptive Dynamic Programming Control

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References

1993Discretion versus policy rules in practice 1976Econometric policy evaluation: A critique 1980The Solution of Linear Difference Models under Rational Expectations 1979After Keynesian Macroeconomics 1980Econometric Implications of the Rational Expectations Hypothesis 1999Chapter 6 Indeterminacy and sunspots in macroeconomics 1982The Efficient Estimation of Econometric Models with Rational Expectations 1980Linear prediction and estimation methods for regression models with stationary stochastic coefficients

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Year2003

Typearticle

Published2003-05-13

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations26

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1889(02)00115-x

openalex_workW1575927339

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