- David Kendrick & P. Mercado & Hans Amman, 2006.
"Computational Economics: Help for the Underestimated Undergraduate,"
Computational Economics,
Springer, vol. 27(2), pages 261-271, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- P. Mercado & David Kendrick, 2006.
"Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work,"
Computational Economics,
Springer, vol. 27(4), pages 483-496, June.
[Downloadable!] (restricted)
Cited by:
- André P. Calmon & Thomas Vallée & João B. R. Do Val, 2009.
"Monetary policy as a source of uncertainty,"
Working Papers
hal-00422454_v1, HAL.
[Downloadable!]
- David Kendrick & Hans Amman, 2006.
"A Classification System for Economic Stochastic Control Models,"
Computational Economics,
Springer, vol. 27(4), pages 453-481, June.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Kendrick, David A., 2005.
"Stochastic control for economic models: past, present and the paths ahead,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 29(1-2), pages 3-30, January.
[Downloadable!] (restricted)
Cited by:
- Moffitt, L. Joe & Osteen, Craig D., 2006.
"Prioritizing Invasive Species Threats Under Uncertainty,"
Agricultural and Resource Economics Review,
Northeastern Agricultural and Resource Economics Association, vol. 35(1), April.
[Downloadable!]
- Benigno, Pierpaolo & Woodford, Michael, 2006.
"Linear-Quadratic Approximation of Optimal Policy Problems,"
CEPR Discussion Papers
5964, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Pierpaolo Benigno & Michael Woodford, 2008.
"Linear-Quadratic Approximation of Optimal Policy Problems,"
Discussion Papers
0809-01, Columbia University, Department of Economics.
[Downloadable!]
- Pierpaolo Benigno & Michael Woodford, 2006.
"Linear-Quadratic Approximation of Optimal Policy Problems,"
NBER Working Papers
12672, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Pierpaolo Benigno & Michael Woodford, 2006.
"Linear-quadratic approximation of optimal policy problems,"
Discussion Papers
0607-02, Columbia University, Department of Economics.
[Downloadable!]
- Marco Tucci, 2006.
"Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters,"
Computational Economics,
Springer, vol. 27(4), pages 533-558, June.
[Downloadable!] (restricted)
- David Kendrick & Hans Amman, 2006.
"A Classification System for Economic Stochastic Control Models,"
Computational Economics,
Springer, vol. 27(4), pages 453-481, June.
[Downloadable!] (restricted)
Other versions: - David A. Kendrick & Hans M. Amman & Marco P. Tucci, 2008.
"Learning About Learning in Dynamic Economic Models,"
Working Papers
08-20, Utrecht School of Economics.
[Downloadable!]
- Stephen J. Turnovsky, 2008.
"Stabilization Theory and Policy: 50 Years after the Phillips Curve,"
Working Papers
UWEC-2008-09, University of Washington, Department of Economics.
[Downloadable!]
- Amman, Hans M. & Kendrick, David A., 2003.
"Mitigation of the Lucas critique with stochastic control methods,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 27(11-12), pages 2035-2057, September.
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Other versions: See citations under working paper version above.
- Mercado, P. Ruben & Kendrick, David A., 2000.
"Caution in macroeconomic policy: uncertainty and the relative intensity of policy,"
Economics Letters,
Elsevier, vol. 68(1), pages 37-41, July.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Amman, Hans M & Kendrick, David A, 1999.
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Computational Economics,
Springer, vol. 14(3), pages 263-67, December.
[Downloadable!]
Other versions: See citations under working paper version above.
- Amman, Hans & Kendrick, David, 1999.
"Linear-Quadratic Optimization For Models With Rational Expectations,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 3(04), pages 534-543, December.
[Downloadable!]
Cited by:
- David A. Kendrick & Hans M. Amman & Marco P. Tucci, 2008.
"Learning About Learning in Dynamic Economic Models,"
Working Papers
08-20, Utrecht School of Economics.
[Downloadable!]
- Kendrick, David A & Amman, Hans M, 1999.
"Programming Languages in Economics,"
Computational Economics,
Springer, vol. 14(1-2), pages 151-81, October.
[Downloadable!]
Other versions: See citations under working paper version above.
- Mercado, P Ruben & Kendrick, David A & Amman, Hans, 1998.
"Teaching Macroeconomics with GAMS,"
Computational Economics,
Springer, vol. 12(2), pages 125-49, October.
[Downloadable!]
Other versions: See citations under working paper version above.
- Amman, Hans M. & Kendrick, David A., 1998.
"Computing the steady state of linear quadratic optimization models with rational expectations,"
Economics Letters,
Elsevier, vol. 58(2), pages 185-191, February.
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Other versions: See citations under working paper version above.
- Amman, Hans M. & Kendrick, David A., 1997.
"Active learning: A correction,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 21(10), pages 1613-1614, August.
[Downloadable!] (restricted)
Cited by:
- David A. Kendrick & Hans M. Amman & Marco P. Tucci, 2008.
"Learning About Learning in Dynamic Economic Models,"
Working Papers
08-20, Utrecht School of Economics.
[Downloadable!]
- Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995.
"Solving stochastic optimization models with learning and rational expectations,"
Economics Letters,
Elsevier, vol. 48(1), pages 9-13, April.
[Downloadable!] (restricted)
Cited by:
- Hans M. Amman & David A. Kendrick, 1997.
"Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations,"
Economics, University of Texas at Austin
9707, Center for Applied Research in Economics.
[Downloadable!]
Other versions: - Hans M. Amman & David A. Kendrick, 1997.
"Linear Quadratic Optimization for Models with Rational Expectations,"
Tinbergen Institute Discussion Papers
97-102/2, Tinbergen Institute.
[Downloadable!]
Other versions:
- Amman, Hans M & Kendrick, David A, 1995.
"Nonconvexities in Stochastic Control Models,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(2), pages 455-75, May.
[Downloadable!] (restricted)
Cited by:
- Wieland, Volker, 2003.
"Monetary Policy and Uncertainty about the Natural Unemployment Rate,"
CEPR Discussion Papers
3811, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: - Hans M. Amman & David A. Kendrick, 1997.
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Economics, University of Texas at Austin
9701, Center for Applied Research in Economics.
[Downloadable!]
Other versions:- Hans M. Amman & David Kendrick, .
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Computing in Economics and Finance 1997
8, Society for Computational Economics.
[Downloadable!]
- Amman, Hans M & Kendrick, David A, 1999.
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Computational Economics,
Springer, vol. 14(3), pages 263-67, December.
[Downloadable!]
- Volker Wieland, 2006.
"Monetary Policy and Uncertainty about the Natural Unemployment Rate: Brainard-Style Conservatism versus Experimental Activism,"
The B.E. Journal of Macroeconomics,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
- Volker Wieland, 1999.
"Monetary policy, parameter uncertainty and optimal learning,"
Finance and Economics Discussion Series
1999-48, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Marco Tucci, 2006.
"Understanding the Difference Between Robust Control and Optimal Control in a Linear Discrete-Time System with Time-Varying Parameters,"
Computational Economics,
Springer, vol. 27(4), pages 533-558, June.
[Downloadable!] (restricted)
- David A. Kendrick & Hans M. Amman & Marco P. Tucci, 2008.
"Learning About Learning in Dynamic Economic Models,"
Working Papers
08-20, Utrecht School of Economics.
[Downloadable!]
- Hans M. Amman & David A. Kendrick, 2008.
"Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks,"
Working Papers
08-19, Utrecht School of Economics.
[Downloadable!]
- Amman, Hans M. & Kendrick, David A., 1994.
"Active learning Monte Carlo results,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 18(1), pages 119-124, January.
[Downloadable!] (restricted)
Cited by:
- Hans M. Amman & David A. Kendrick, 1997.
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Economics, University of Texas at Austin
9701, Center for Applied Research in Economics.
[Downloadable!]
Other versions:- Hans M. Amman & David Kendrick, .
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Computing in Economics and Finance 1997
8, Society for Computational Economics.
[Downloadable!]
- Amman, Hans M & Kendrick, David A, 1999.
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Computational Economics,
Springer, vol. 14(3), pages 263-67, December.
[Downloadable!]
- Arik Sadeh, 2003.
"Optimal Product Lifecycle and Partial Information with Active Learning,"
Computational Economics,
Springer, vol. 21(1), pages 125-136, February.
[Downloadable!] (restricted)
- David A. Kendrick & Hans M. Amman & Marco P. Tucci, 2008.
"Learning About Learning in Dynamic Economic Models,"
Working Papers
08-20, Utrecht School of Economics.
[Downloadable!]
- Stephen J. Turnovsky, 2008.
"Stabilization Theory and Policy: 50 Years after the Phillips Curve,"
Working Papers
UWEC-2008-09, University of Washington, Department of Economics.
[Downloadable!]
- Kendrick, David, 1982.
"Caution and probing in a macroeconomic model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 4(1), pages 149-170, November.
[Downloadable!] (restricted)
Cited by:
- Tanjuakio, Rudolfo V. & Gempesaw, Conrado M., II & Elterich, G. Joachim, 1992.
"An Optimal Control Framework For Inter - Regional Dairy Policy Analysis,"
Southern Journal of Agricultural Economics,
Southern Agricultural Economics Association, vol. 24(02), December.
[Downloadable!]
- Andrew Levin & Volker Wieland & John C. Williams, 2003.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty,"
CFS Working Paper Series
2003/06, Center for Financial Studies.
[Downloadable!]
Other versions:- Andrew Levin & John C. Williams, 2000.
"The Performance of Forecast-Based Monetary Policy Rules under Model Uncertainty,"
Econometric Society World Congress 2000 Contributed Papers
1781, Econometric Society.
[Downloadable!]
- John C. Williams & Andrew T. Levin & Volker Wieland, 2001.
"The performance of forecast-based monetary policy rules under model uncertainty,"
Working Paper Series
068, European Central Bank.
[Downloadable!]
- Andrew Levin & Volker Wieland & John C. Williams, 2003.
"The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty,"
American Economic Review,
American Economic Association, vol. 93(3), pages 622-645, June.
[Downloadable!]
- Andrew Levin & Volker Wieland & John C. Williams, 2001.
"The performance of forecast-based monetary policy rules under model uncertainty,"
Finance and Economics Discussion Series
2001-39, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Andrew Levin & Volker Wieland & John Williams, 2000.
"The Performance Of Forecast-Based Monetary Policy Rules Under Model Uncertainty,"
Computing in Economics and Finance 2000
203, Society for Computational Economics.
- Hans M. Amman & David A. Kendrick, 1997.
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Economics, University of Texas at Austin
9701, Center for Applied Research in Economics.
[Downloadable!]
Other versions:- Hans M. Amman & David Kendrick, .
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Computing in Economics and Finance 1997
8, Society for Computational Economics.
[Downloadable!]
- Amman, Hans M & Kendrick, David A, 1999.
"Should Macroeconomic Policy Makers Consider Parameter Covariances?,"
Computational Economics,
Springer, vol. 14(3), pages 263-67, December.
[Downloadable!]
- Volker Wieland, 2006.
"Monetary Policy and Uncertainty about the Natural Unemployment Rate: Brainard-Style Conservatism versus Experimental Activism,"
The B.E. Journal of Macroeconomics,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
- Volker Wieland, 1999.
"Monetary policy, parameter uncertainty and optimal learning,"
Finance and Economics Discussion Series
1999-48, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Andrew Levin & Volker Wieland & John C. Williams, 1998.
"Robustness of simple monetary policy rules under model uncertainty,"
Finance and Economics Discussion Series
1998-45, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - David Kendrick & Hans Amman, 2006.
"A Classification System for Economic Stochastic Control Models,"
Computational Economics,
Springer, vol. 27(4), pages 453-481, June.
[Downloadable!] (restricted)
Other versions: - Stephen J. Turnovsky, 2008.
"Stabilization Theory and Policy: 50 Years after the Phillips Curve,"
Working Papers
UWEC-2008-09, University of Washington, Department of Economics.
[Downloadable!]
- Kendrick, David, 1978.
"Non-convexities from probing in adaptive control problems,"
Economics Letters,
Elsevier, vol. 1(4), pages 347-351.
[Downloadable!] (restricted)
Cited by:
- Mathur , Sudhanshu & Morozov, Sergei, 2009.
"Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control,"
MPRA Paper
16721, University Library of Munich, Germany.
[Downloadable!]
- Kendrick, David A, 1972.
"On the Leontief Dynamic Inverse,"
The Quarterly Journal of Economics,
MIT Press, vol. 86(4), pages 693-96, November.
[Downloadable!] (restricted)
Cited by:
- Roman Kiedrowski, 2001.
"A Turnpike Theorem in the Closed Dynamic Leontief Model with a Singular Matrix of Capital Coefficients,"
Economic Systems Research,
Taylor and Francis Journals, vol. 13(2), pages 209-222, June.
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