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On the relation between robust and Bayesian decision making
11 references·7 citing·52 second hop
On the relation between robust and Bayesian decision making (2004)On the relation between robust and Bayesi…Wanting Robustness in Macroeconomics (2010)Wanting Robustness in Macroec…Robust control and recursive utility (2003)Robust control and recursive …A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)A Quartet of Semigroups for M…Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? (2001)Robust monetary policy with m…Econometric applications of maxmin expected utility (2000)Econometric applications of m…Robust Permanent Income and Pricing (1999)Robust Permanent Income and P…Central Banking in Theory and Practice (1998)Central Banking in Theory and…Stochastic Differential Utility (1992)Stochastic Differential Utili…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Theory of Games and Statistical Decisions. (1955)Theory of Games and Statistic…Robustly optimal monetary policy in a microfounded New Keynesian model (2012)Robustly optimal monetary pol…PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES (2010)PARAMETER UNCERTAINTY AND NON…Optimal Monetary Policy with an Uncertain Cost Channel (2009)Optimal Monetary Policy with …Decision support under uncertainties based on robust Bayesian networks in reverse logistics management (2009)Decision support under uncert…Insurance Policies for Monetary Policy in the Euro Area (2008)Insurance Policies for Moneta…Model Uncertainty and its Impact on the Pricing of Derivative Instruments (2004)Model Uncertainty and its Imp…Avoiding Nash inflation: Bayesian and robust responses to model uncertainty (2004)Avoiding Nash inflation: Baye…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Microstructure and Ambiguity (2010)Optimal Monetary Stabilization Policy (2010)Uncertainty, Risk, and the Financial Crisis of 2008 (2014)Theory of games and economic behavior (2019)Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Policy Rules for Inflation Targeting (1998)Optimal Monetary Policy Inertia (1999)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of Rational Addiction (1988)Chapter 8 Micro data and general equilibrium models (1999)Convergence trading with wealth effects: an amplification mechanism in financial markets (2001)Macroeconomics after the Crisis: Time to Deal with the Pretense-of-Knowledge Syndrome (2010)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)Asset Pricing at the Millennium (2000)Robust Portfolio Rules and Asset Pricing (2004)Brownian Motion and Stochastic Calculus (2007)Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)Stochastic Integration and Differential Equations (2005)Backward stochastic Volterra integral equations and some related problems (2006)Well-posedness and regularity of backward stochastic Volterra integral equations (2007)Climate Change and Uncertainty: An Asset Pricing Perspective (2023)Risk, Uncertainty and Profit (1921)An Intertemporal Capital Asset Pricing Model (1973)Model Specification and Risk Premia: Evidence from Futures Options (2007)Uncertainty, Time‐Varying Fear, and Asset Prices (2013)Pricing Uncertainty Induced by Climate Change (2019)Staggered prices in a utility-maximizing framework (1983)Discretion versus policy rules in practice (1993)Staggered Prices in a Utility-Maximizing Framework (1996)Robust optimal monetary policy in a forward‐looking model with parameter and shock uncertainty (2007)Will Monetary Policy Become More of a Science? (2007)Financial Stability and Optimal Interest-Rate Policy (2016)Team Decision Problems (1962)On Optimum Methods in Quickest Detection Problems (1963)The origin of predictable behavior (1983)
this work references cited by second hop

References

  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 1955Theory of Games and Statistical Decisions.1,032 cited
  • 1998Central Banking in Theory and Practice984 cited
  • 2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection635 cited
  • 1999Robust Permanent Income and Pricing476 cited
  • 2010Wanting Robustness in Macroeconomics158 cited
  • 2003Robust control and recursive utility139 cited
  • 2001Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy?132 cited
  • 2000Econometric applications of maxmin expected utility65 cited

Cited by

  • 2004Model Uncertainty and its Impact on the Pricing of Derivative Instruments73 cited
  • 2012Robustly optimal monetary policy in a microfounded New Keynesian model58 cited
  • 2009Optimal Monetary Policy with an Uncertain Cost Channel44 cited
  • 2004Avoiding Nash inflation: Bayesian and robust responses to model uncertainty

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38 cited
  • 2008Insurance Policies for Monetary Policy in the Euro Area37 cited
  • 2009Decision support under uncertainties based on robust Bayesian networks in reverse logistics management34 cited
  • 2010PARAMETER UNCERTAINTY AND NONLINEAR MONETARY POLICY RULES30 cited