This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

How Should Control Theory Be Used to Calculate a Time-Consistent Government Policy?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Cohen, Daniel
Michel, Philippe

Additional information is available for the following registered author(s):

Abstract

The authors study different solutions to a simple one-dimensional linear qua dratic game with a large number of private agents and a government. A "time-consistent" solution is defined as a solution to the Hamilton- Jacobi-Bellman equation, i.e., as a policy for which the government has no precommitment capability. This solution is compared to a poli cy where the government has an "instantaneous" precommitment, i.e., an equilibrium in which the government has a period by period leader ship. In both cases, the authors show how control theory should be ap plied to calculate the equilibrium and how to relate these equilibria to the differential game literature. Copyright 1988 by The Review of Economic Studies Limited.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://links.jstor.org/sici?sici=0034-6527%28198804%2955%3A2%3C263%3AHSCTBU%3E2.0.CO%3B2-4&origin=bc
File Format: application/pdf
File Function: full text
Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Blackwell Publishing in its journal Review of Economic Studies.

Volume (Year): 55 (1988)
Issue (Month): 2 (April)
Pages: 263-74
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:restud:v:55:y:1988:i:2:p:263-74

Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0034-6527

Order Information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0034-6527

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Aaron Tornell & Andres Velasco, 1995. "Fixed versus Flexible Exchange Rates: Which Provides More Fiscal Discipline?," NBER Working Papers 5108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Salvador Ortigueira, 2004. "Markovian Optimal Taxation," Computing in Economics and Finance 2004 10, Society for Computational Economics. [Downloadable!]
    Other versions:
  3. Salvador Ortigueira, 2006. "Markov-Perfect Optimal Taxation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 153-178, January. [Downloadable!] (restricted)
  4. Selim, Sheikh, 2007. "On Policy Relevance of Ramsey Tax Rules," Economics Discussion Papers 2007-31, Kiel Institute for the World Economy. [Downloadable!]
    Other versions:
  5. Kirsanova, Tatiana & Vines, David & Wren-Lewis, Simon, 2006. "Inflation Bias with Dynamic Phillips Curves," CEPR Discussion Papers 5534, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  6. Christos Koulovatianos & Leonard J. Mirman, 2004. "Endogenous Public Policy and Long-Run Growth," University of Cyprus Working Papers in Economics 2-2004, University of Cyprus Department of Economics. [Downloadable!]
  7. Andrew Blake & Tatiana Kirsanova, 2004. "Non-cooperative Monetary and Fiscal Policy: The Value of Leadership," Money Macro and Finance (MMF) Research Group Conference 2004 84, Money Macro and Finance Research Group. [Downloadable!]
  8. Cohen, Daniel, 1988. "Is the discount on the secondary market a case for LDC debt relief?," Policy Research Working Paper Series 132, The World Bank. [Downloadable!]
    Other versions:
  9. Christos Koulovatianos & Leonard J. Mirman, 2005. "The Effects of Market Structure on Industry Growth: Rivalrous Non-excludable Capital," Vienna Economics Papers 0501, University of Vienna, Department of Economics. [Downloadable!]
    Other versions:
  10. Maurice Obstfeld, 1989. "Dynamic Seigniorage Theory: An Exploration," NBER Working Papers 2869, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  11. Leonardo Hernández, 1991. "Credibilidad, Problema Peso y Comportamiento de las Tasas de Interés: Chile 1979-1982," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 28(85), pages 385-410. [Downloadable!]
  12. Fabrice Capoen & Pierre Villa, 1997. "Internal and External Policy Coordination: a Dynamic Analysis," Working Papers 1997-15, CEPII research center. [Downloadable!]
  13. Fabrice Capoen & Pierre Villa, 1996. "La coordination interne et externe des politiques economiques : une analyse dynamique. 1ère partie," Working Papers 1996-13c, CEPII research center. [Downloadable!]
  14. Miravete, Eugenio J, 2001. "Time-Consistent Protection with Learning by Doing," CEPR Discussion Papers 2937, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  15. Paul Klein & Per Krusell & José-Víctor Ríos-Rull, 2004. "Time-Consistent Public Expenditures," Levine's Bibliography 122247000000000652, UCLA Department of Economics. [Downloadable!]
    Other versions:
  16. Michel Juillard & Florian Pelgrin, 2007. "Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy," Working Papers 07-32, Bank of Canada. [Downloadable!]
  17. Jae-Cheol Kim, 1992. "DURABLE GOOD MONOPOLY, FINITE DURABILITY AND 'TRIGGER’ TIME-CONSISTENT EQUILIBRIUM," International Economic Journal, Korean International Economic Association, vol. 6(2), pages 69-77, June. [Downloadable!] (restricted)
  18. Christos Koulovatianos & Leonard J. Mirman, 2005. "Endogenous Public Policy and Long-Run Growth: Some Simple Analytics," Vienna Economics Papers 0502, University of Vienna, Department of Economics. [Downloadable!]
Statistics
Access and download statistics

Did you know? RePEc data is maintained by each archive holder on its own website. Nothing is held centrally.

This page was last updated on 2009-11-22.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.