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Uncertainty, Political Preferences, and Stabilization: Stochastic Control Using Dynamic CGE Models

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Author Info
Seung-Rae Kim () (Woodrow Wilson School, 409 Robertson Hall, Princeton University, Princeton, NJ 08544-1013, U.S.A.)

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Abstract

This paper is a step toward the merger of optimal control models with dynamic computable general equilibrium (CGE) models. It demonstrates the usefulness of CGE techniques in control theory application and provides a practical guideline to policymakers in this relatively new field. Uncertainty, short-term quantity adjustment processes, and sector-specific political preferences are taken into account in exploring what time paths of adjustments of the economy would be optimal for a government with explicit policy goals. The experimental results highlight the importance of the structures of political preferences and uncertainty when performing optimal stabilization policy exercises.

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Publisher Info
Article provided by Springer in its journal Computational Economics.

Volume (Year): 24 (2004)
Issue (Month): 2 (09)
Pages: 97-116
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Handle: RePEc:kap:compec:v:24:y:2004:i:2:p:97-116

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Web page: http://www.springerlink.com/link.asp?id=100248

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This page was last updated on 2009-12-10.


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