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ArticleOn the relation between robust and Bayesian decision making

Klaus Adam2004

Article2004

On the relation between robust and Bayesian decision making

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

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Decision-Making and Behavioral Economics Capital Investment and Risk Analysis Risk and Portfolio Optimization

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References

1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1989Maxmin expected utility with non-unique prior 1992Stochastic Differential Utility 1955Theory of Games and Statistical Decisions.1998Central Banking in Theory and Practice 2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection 1999Robust Permanent Income and Pricing 2010Wanting Robustness in Macroeconomics

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2004Model Uncertainty and its Impact on the Pricing of Derivative Instruments 2012Robustly optimal monetary policy in a microfounded New Keynesian model 2009Optimal Monetary Policy with an Uncertain Cost Channel 2004Avoiding Nash inflation: Bayesian and robust responses to model uncertainty 2008Insurance Policies for Monetary Policy in the Euro Area 2009Decision support under uncertainties based on robust Bayesian networks in reverse logistics management

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Year2004

Typearticle

Published2004-02-05

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations17

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/j.jedc.2003.05.002

openalex_workW3122830184

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2010PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES