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Optimal Control, Expectations and Uncertainty

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  • Holly,Sean
  • Hughes Hallet,Andrew

Abstract

The rational expectations revolution and other developments in economics (notably game theory) have fundamentally altered the application of optimal control theory to economic forecasting and planning. In particular, they have shown that economic systems

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Bibliographic Info

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This book is provided by Cambridge University Press in its series Cambridge Books with number 9780521264440 and published in 1989.

Order: http://www.cambridge.org/uk/catalogue/catalogue.asp?isbn=9780521264440
Handle: RePEc:cup:cbooks:9780521264440

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Web page: http://www.cambridge.org

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Cited by:
  1. Di Bartolomeo Giovanni & Hughes Hallett Andrew & Acocella Nicola, 2008. "Policy games, policy neutrality and Tinbergen controllability under rational expectations," wp.comunite 0034, Department of Communication, University of Teramo.
  2. Bhattacharjee, A. & Holly, S., 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC," Cambridge Working Papers in Economics 0530, Faculty of Economics, University of Cambridge.
  3. Hughes Hallett, Andrew & Di Bartolomeo, Giovanni & Acocella, Nicola, 2012. "A general theory of controllability and expectations anchoring for small-open economies," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 397-411.
  4. Pantelous, Athanasios A., 2008. "Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework," Economic Modelling, Elsevier, vol. 25(4), pages 658-675, July.
  5. Calkins, Peter H., 1995. "Transition to a New World Economic Order Part II: Strategies," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 63(03), December.
  6. Armstrong, John & Black, Richard & Laxton, Douglas & Rose, David, 1998. "A robust method for simulating forward-looking models," Journal of Economic Dynamics and Control, Elsevier, vol. 22(4), pages 489-501, April.
  7. Di Bartolomeo Giovanni & Giuli Francesco, 2009. "Fiscal and monetary interaction under monetary policy uncertainty," wp.comunite 0061, Department of Communication, University of Teramo.
  8. Sengupta, Jati K., 1997. "Recent Models in Dynamic Economics: Problems of Estimating Terminal Conditions," University of California at Santa Barbara, Economics Working Paper Series qt05g0d8gm, Department of Economics, UC Santa Barbara.
  9. Calkins, Peter H., 1995. "Transition to a New World Economic Order Part I: The Framework," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 63(02), August.
  10. Corrado, Luisa & Holly, Sean, 2003. "Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December.
  11. Tetlow, Robert J. & von zur Muehlen, Peter, 2001. "Simplicity versus optimality: The choice of monetary policy rules when agents must learn," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 245-279, January.
  12. Felipe Morandé & Mauricio Tejada, 2009. "Sources of Uncertainty in Conducting Monetary Policy in Chile," Central Banking, Analysis, and Economic Policies Book Series, in: Klaus Schmidt-Hebbel & Carl E. Walsh & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.), Monetary Policy under Uncertainty and Learning, edition 1, volume 13, chapter 12, pages 451-509 Central Bank of Chile.
  13. Acocella, Nicola & Di Bartolomeo, Giovanni & Hughes Hallett, Andrew, 2008. "When Can Central Banks Anchor Expectations? Policy communication and controllability," CEPR Discussion Papers 7078, C.E.P.R. Discussion Papers.
  14. Nicola Acocella & Giovanni Di Bartolomeo, 2005. "Non-neutrality of economic policy: An application of the Tinbergen-Theil’s approach to a strategic context," Macroeconomics 0504035, EconWPA, revised 26 Apr 2005.
  15. Felipe Morandé & Mauricio Tejada, 2008. "Sources of Uncertainty for Conducting Monetary Policy in Chile," Working Papers Central Bank of Chile 492, Central Bank of Chile.

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