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David Andrew Kendrick

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. David Kendrick & George Shoukry, 2013. "Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model," Department of Economics Working Papers 130208, The University of Texas at Austin, Department of Economics.

    Cited by:

    1. Ilias Kostarakos & Stelios Kotsios, 2018. "Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 893-911, April.
    2. Patrick M. Crowley & David Hudgins, 2022. "Monetary policy objectives and economic outcomes: What can we learn from a wavelet‐based optimal control approach?," Manchester School, University of Manchester, vol. 90(2), pages 144-170, March.
    3. David Hudgins & Patrick M. Crowley, 2023. "Resilient Control for Macroeconomic Models," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1403-1431, April.
    4. Crowley, Patrick M. & Hudgins, David, 2016. "Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control," Bank of Finland Research Discussion Papers 21/2016, Bank of Finland.
    5. Patrick M. Crowley & David Hudgins, 2018. "What is the right balance between US monetary and fiscal policy? Explorations using simulated wavelet-based optimal tracking control," Empirical Economics, Springer, vol. 55(4), pages 1537-1568, December.
    6. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Bank of Finland Research Discussion Papers 12/2015, Bank of Finland.
    7. Crowley, Patrick M. & Hudgins, David, 2014. "Fiscal policy tracking design in the time frequency domain using wavelet analysis," Bank of Finland Research Discussion Papers 32/2014, Bank of Finland.
    8. Hudgins, David & Crowley, Patrick M., 2017. "Modelling a small open economy using a wavelet-based control model," Bank of Finland Research Discussion Papers 32/2017, Bank of Finland.
    9. Crowley, Patrick M. & Hudgins, David, 2017. "Wavelet-based monetary and fiscal policy in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 206-231.
    10. David Hudgins & Patrick M. Crowley, 2019. "Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1509-1546, April.
    11. Crowley, Patrick M. & Hudgins, David, 2019. "U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods," Bank of Finland Research Discussion Papers 11/2019, Bank of Finland.
    12. Ilias Kostarakos & Stelios Kotsios, 2017. "Feedback policy rules for government spending: an algorithmic approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 6(1), pages 1-10, December.

  2. D.A. Kendrick & H.M. Amman, 2011. "A Taylor Rule for Fiscal Policy," Working Papers 11-17, Utrecht School of Economics.

    Cited by:

    1. Przybylska-Mazur Agnieszka, 2018. "Types of Government Deficit in Respect of Fiscal Decision-Making," Financial Sciences. Nauki o Finansach, Sciendo, vol. 23(2), pages 60-74, June.

  3. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.

    Cited by:

    1. Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
    2. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.

  4. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.

    Cited by:

    1. George E. Halkos & Kyriaki D. Tsilika, 2021. "Towards Better Computational Tools for Effective Environmental Policy Planning," Computational Economics, Springer;Society for Computational Economics, vol. 58(3), pages 555-572, October.
    2. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    3. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.

  5. Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007. "Expected optimal feedback with Time-Varying Parameters," Department of Economics University of Siena 497, Department of Economics, University of Siena.

    Cited by:

    1. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
    2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.

  6. Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2007. "The Parameter Set in an Adaptive Control Monte Carlo Experiment: Some Considerations," Department of Economics University of Siena 507, Department of Economics, University of Siena.

    Cited by:

    1. Peter John Robinson & W.J.W. Botzen & F. Zhou, 2019. "An experimental study of charity hazard: The effect of risky and ambiguous government compensation on flood insurance demand," Working Papers 19-19, Utrecht School of Economics.
    2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    3. Hans M. Amman & Marco P. Tucci, 2020. "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 675-693, October.
    4. Kwang Mong Sim, 2023. "An Incentive-Compatible and Computationally Efficient Fog Bargaining Mechanism," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1883-1918, December.
    5. D. Blueschke & V. Blueschke-Nikolaeva & R. Neck, 2013. "Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 107-118, June.
    6. Hans M. Amman & Marco Paolo Tucci, 2018. "How active is active learning: value function method vs an approximation method," Department of Economics University of Siena 788, Department of Economics, University of Siena.
    7. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
    8. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    9. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
    10. D. Blueschke & I. Savin & V. Blueschke-Nikolaeva, 2020. "An Evolutionary Approach to Passive Learning in Optimal Control Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 659-673, October.
    11. Ivan Savin & Dmitri Blueschke, 2013. "Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization," Jena Economics Research Papers 2013-051, Friedrich-Schiller-University Jena.
    12. Ivan Savin & Dmitri Blueschke, 2016. "Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 317-338, August.
    13. Hans M. Amman & Marco P. Tucci, 2017. "The DUAL Approach in an Infinite Horizon Model," Department of Economics University of Siena 766, Department of Economics, University of Siena.

  7. David A. Kendrick, 2006. "Teaching Computational Economics to Graduate Students," Computing in Economics and Finance 2006 36, Society for Computational Economics.

    Cited by:

    1. Alfredo M. Navarro, 2019. "Relaciones entre la Economía y la Teoría de la Evolución," Asociación Argentina de Economía Política: Working Papers 4180, Asociación Argentina de Economía Política.
    2. Tesfatsion, Leigh, 2016. "Elements of Dynamic Economic Modeling: Presentation and Analysis," ISU General Staff Papers 201601010800001018, Iowa State University, Department of Economics.
    3. mercado, p. ruben & porta, fernando, 2012. "Development planning in the xxi century? a note on old and new methods and tools," MPRA Paper 58610, University Library of Munich, Germany.

  8. David A. Kendrick, 2005. "Adaptive Control for Economic Models Revisited," Computing in Economics and Finance 2005 57, Society for Computational Economics.

    Cited by:

    1. Preston J. Miller & Arthur J. Rolnick, 1979. "The CBO's policy analysis: an unquestionable misuse of a questionable theory," Staff Report 49, Federal Reserve Bank of Minneapolis.

  9. Hans Amman & David Kendrick & Ruben Mercado, 2004. "Computational Economics: Help for the Underestimated Undergraduate," Computing in Economics and Finance 2004 347, Society for Computational Economics.

    Cited by:

    1. Ann L Owen, 2007. "Integrating Computer Applications Into Economics Electives," International Review of Economic Education, Economics Network, University of Bristol, vol. 6(1), pages 77-92.

  10. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.

    Cited by:

    1. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
    2. Viktoria Blüschke-Nikolaeva & Dmitri Blüschke & Reinhard Neck, 2010. "Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application," Working Papers 032, COMISEF.
    3. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    4. Ilias Kostarakos & Stelios Kotsios, 2018. "Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 893-911, April.
    5. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
    6. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
    7. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Bank of Finland Research Discussion Papers 12/2015, Bank of Finland.
    8. D. Blueschke & V. Blueschke-Nikolaeva & R. Neck, 2013. "Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 107-118, June.
    9. Crowley, Patrick M. & Hudgins, David, 2014. "Fiscal policy tracking design in the time frequency domain using wavelet analysis," Bank of Finland Research Discussion Papers 32/2014, Bank of Finland.
    10. Seong-Hoon Kim, 2012. "Sequential Action and Beliefs Under Partially Observable DSGE Environments," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 219-244, October.
    11. Crowley, Patrick M. & Hudgins, David, 2017. "Wavelet-based monetary and fiscal policy in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 206-231.
    12. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 209-221, July.
    13. 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.
    14. D. Blueschke & I. Savin & V. Blueschke-Nikolaeva, 2020. "An Evolutionary Approach to Passive Learning in Optimal Control Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 659-673, October.
    15. mercado, p. ruben & porta, fernando, 2012. "Development planning in the xxi century? a note on old and new methods and tools," MPRA Paper 58610, University Library of Munich, Germany.

  11. Hans Amman & David Kendrick, 2000. "Mitigation Of The Lucas Critique With Stochastic Control Methods," Computing in Economics and Finance 2000 182, Society for Computational Economics.

    Cited by:

    1. Stephen J. Turnovsky, 2011. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Economica, London School of Economics and Political Science, vol. 78(309), pages 67-88, January.
    2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    3. Guhl, Daniel & Baumgartner, Bernhard & Kneib, Thomas & Steiner, Winfried J., 2018. "Estimating time-varying parameters in brand choice models: A semiparametric approach," International Journal of Research in Marketing, Elsevier, vol. 35(3), pages 394-414.
    4. Halkos, George & Tsilika, Kyriaki, 2016. "Climate change impacts: Understanding the synergetic interactions using graph computing," MPRA Paper 75037, University Library of Munich, Germany.
    5. Athanasiou, George & Kotsios, Stelios, 2008. "An algorithmic approach to exchange rate stabilization," Economic Modelling, Elsevier, vol. 25(6), pages 1246-1260, November.
    6. David Kendrick & George Shoukry, 2013. "Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model," Department of Economics Working Papers 130208, The University of Texas at Austin, Department of Economics.
    7. Halkos, George E. & Tsilika, Kyriaki D., 2017. "Climate change effects and their interactions: An analysis aiming at policy implications," Economic Analysis and Policy, Elsevier, vol. 53(C), pages 140-146.
    8. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    9. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
    10. D. Blueschke & I. Savin & V. Blueschke-Nikolaeva, 2020. "An Evolutionary Approach to Passive Learning in Optimal Control Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 659-673, October.
    11. Ilias Kostarakos & Stelios Kotsios, 2017. "Feedback policy rules for government spending: an algorithmic approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 6(1), pages 1-10, December.

  12. P. Ruben Mercado & David Kendrick, 1999. "Caution in Macroeconomic Policy: Uncertainty and the Relative Intensity of Policy," Computing in Economics and Finance 1999 1343, Society for Computational Economics.

    Cited by:

    1. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.
    2. Fidel Gonzalez, 2008. "Optimal Policy Response with Control Parameter and Intercept Covariance," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 1-20, February.
    3. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
    4. Gonzalez, Fidel & Rodriguez, Arnulfo, 2005. "Robust control: A note on the response of the control to changes in the "free" parameter," Economics Letters, Elsevier, vol. 89(3), pages 294-299, December.
    5. mercado, p. ruben, 2003. "Empirical economywide modeling in argentina," MPRA Paper 58611, University Library of Munich, Germany.
    6. Z. Nikooeinejad & M. Heydari & M. Saffarzadeh & G. B. Loghmani & J. Engwerda, 2022. "Numerical Simulation of Non-cooperative and Cooperative Equilibrium Solutions for a Stochastic Government Debt Stabilization Game," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 775-801, February.
    7. Robert J. Tetlow & Peter Von zur Muehlen, 2000. "Robust monetary policy with misspecified models: does model uncertainty always call for attenuated policy?," Finance and Economics Discussion Series 2000-28, Board of Governors of the Federal Reserve System (U.S.).
    8. Jacob Engwerda & Davoud Mahmoudinia & Rahim Dalali Isfahani, 2016. "Government and Central Bank Interaction under Uncertainty: A Differential Games Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 20(2), pages 225-259, Spring.
    9. Fidel Gonzalez & Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 223-238, March.
    10. P. Mercado & David Kendrick, 2006. "Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 483-496, June.
    11. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 209-221, July.
    12. André P. Calmon & Thomas Vallée & João B. R. Do Val, 2009. "Monetary policy as a source of uncertainty," Working Papers hal-00422454, HAL.
    13. Ric D. Herbert and Rod D. Bell, 2001. "Constrained Optimal Control Under Limited Knowledge," Computing in Economics and Finance 2001 14, Society for Computational Economics.

  13. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers 9707, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. 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.
    2. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
    3. Amman, Hans & Kendrick, David, 1999. "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 3(4), pages 534-543, December.
    4. H. M. Amman & D. A. Kendrick, 2000. "Stochastic Policy Design in a Learning Environment with Rational Expectations," Journal of Optimization Theory and Applications, Springer, vol. 105(3), pages 509-520, June.
    5. Mercado, Ruben & Kendrick, David, 1998. "Hall and Taylor´s and John Taylor´s Model in DUALI," MPRA Paper 111974, University Library of Munich, Germany.
    6. George Halkos & Kyriaki Tsilika, 2016. "Dynamic Input–Output Models in Environmental Problems: A Computational Approach with CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 489-497, March.
    7. Walter Alt & C. Yalçın Kaya & Christopher Schneider, 2016. "Dualization and discretization of linear-quadratic control problems with bang–bang solutions," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 4(1), pages 47-77, February.

  14. P. Ruben Mercado & David A. Kendrick, 1997. "TAYGAMS: John Taylor's Two-Country Model in GAMS," CARE Working Papers 9703, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. Mercado, Ruben & Kendrick, David, 1998. "Hall and Taylor´s and John Taylor´s Model in DUALI," MPRA Paper 111974, University Library of Munich, Germany.

  15. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," CARE Working Papers 9708, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    2. 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.
    3. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers 9707, The University of Texas at Austin, Center for Applied Research in Economics.
    4. Richard Dennis, 2001. "Optimal policy in rational-expectations models: new solution algorithms," Working Paper Series 2001-09, Federal Reserve Bank of San Francisco.
    5. David Kendrick & George Shoukry, 2013. "Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model," Department of Economics Working Papers 130208, The University of Texas at Austin, Department of Economics.
    6. Francesco Carravetta & Marco Sorge, 2010. "A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 331-353, April.
    7. H. M. Amman & D. A. Kendrick, 2000. "Stochastic Policy Design in a Learning Environment with Rational Expectations," Journal of Optimization Theory and Applications, Springer, vol. 105(3), pages 509-520, June.
    8. Mercado, Ruben & Kendrick, David, 1998. "Hall and Taylor´s and John Taylor´s Model in DUALI," MPRA Paper 111974, University Library of Munich, Germany.
    9. George Halkos & Kyriaki Tsilika, 2016. "Dynamic Input–Output Models in Environmental Problems: A Computational Approach with CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 489-497, March.
    10. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    11. Ray Fair, 2001. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Yale School of Management Working Papers ysm202, Yale School of Management, revised 24 Sep 2001.
    12. 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.
    13. Ray Fair, 2003. "Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 245-256, June.
    14. Pedro Francisco Páez, 2005. "Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador," Working Paper Series, Department of Economics, University of Utah 2005_07, University of Utah, Department of Economics.

  16. P. Ruben Mercado & David A. Kendrick, 1997. "HTGAMS: Hall and Taylor's Model in GAMS," CARE Working Papers 9704, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. Mercado, Ruben & Kendrick, David, 2002. "Introduction to Computational Economywide Modeling with GAMS," MPRA Paper 111973, University Library of Munich, Germany.
    2. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," CARE Working Papers 9702, The University of Texas at Austin, Center for Applied Research in Economics.
    3. Mercado, Ruben & Kendrick, David, 1998. "Hall and Taylor´s and John Taylor´s Model in DUALI," MPRA Paper 111974, University Library of Munich, Germany.

  17. Hans M. Amman & David A. Kendrick, 1997. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," CARE Working Papers 9701, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.
    2. Viktoria Blüschke-Nikolaeva & Dmitri Blüschke & Reinhard Neck, 2010. "Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application," Working Papers 032, COMISEF.
    3. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    4. Fidel Gonzalez, 2008. "Optimal Policy Response with Control Parameter and Intercept Covariance," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 1-20, February.
    5. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
    6. Halkos, George & Tsilika, Kyriaki, 2016. "Climate change impacts: Understanding the synergetic interactions using graph computing," MPRA Paper 75037, University Library of Munich, Germany.
    7. 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.
    8. George E. Halkos & Kyriaki D. Tsilika, 2021. "Towards Better Computational Tools for Effective Environmental Policy Planning," Computational Economics, Springer;Society for Computational Economics, vol. 58(3), pages 555-572, October.
    9. Halkos, George E. & Tsilika, Kyriaki D., 2017. "Climate change effects and their interactions: An analysis aiming at policy implications," Economic Analysis and Policy, Elsevier, vol. 53(C), pages 140-146.
    10. Mercado, Ruben & Kendrick, David, 1998. "Hall and Taylor´s and John Taylor´s Model in DUALI," MPRA Paper 111974, University Library of Munich, Germany.
    11. P. Mercado & David Kendrick, 2006. "Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 483-496, June.
    12. Reinhard Neck & Sohbet Karbuz, 2017. "Dynamic Optimization under Uncertainty: A Case Study for Austrian Macroeconomic Policies," Proceedings of International Academic Conferences 5808250, International Institute of Social and Economic Sciences.
    13. 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.
    14. Dag Kolsrud, 2008. "Stochastic Ceteris Paribus Simulations," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 21-43, February.
    15. D.A. Kendrick & H.M. Amman, 2011. "A Taylor Rule for Fiscal Policy," Working Papers 11-17, Utrecht School of Economics.
    16. Pedro Francisco Páez, 2005. "Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador," Working Paper Series, Department of Economics, University of Utah 2005_07, University of Utah, Department of Economics.
    17. George Halkos & Georgia Argyropoulou, 2021. "Pollution and Health Effects: A Nonparametric Approach," Computational Economics, Springer;Society for Computational Economics, vol. 58(3), pages 691-714, October.
    18. Reinhard Neck & Gottfried Haber & Klaus Weyerstrass, 2010. "Optimal Deterministic and Stochastic Macroeconomic Policies for Slovenia: An Application of the OPTCON Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 37-45, June.

  18. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," CARE Working Papers 9702, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. David A. Kendrick, 2006. "Teaching Computational Economics to Graduate Students," Computing in Economics and Finance 2006 36, Society for Computational Economics.
    2. P. Ruben Mercado & David A. Kendrick, 2004. "Computational Economics: Help for the Underestimated Undergraduate," Computing in Economics and Finance 2004 71, Society for Computational Economics.
    3. Aftab, Ashar & Hanley, Nick & Baiocchi, Giovanni, 2017. "Transferability of Policies to Control Agricultural Nonpoint Pollution in Relatively Similar Catchments," Ecological Economics, Elsevier, vol. 134(C), pages 11-21.
    4. Asensio, Angel & Charles, Sébastien & Lang, Dany & Le Heron, Edwin, 2011. "Les développements récents de la macroéconomie post-keynésienne," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 10.
    5. Mercado, Ruben & Kendrick, David, 1998. "Hall and Taylor´s and John Taylor´s Model in DUALI," MPRA Paper 111974, University Library of Munich, Germany.
    6. Angel Asensio & Sébastien Charles & Edwin Le Héron & Dany Lang, 2011. "Recent developments in Post-Keynesian modeling [Los desarrollos recientes de la macroeconomía post-keynesiana]," Post-Print halshs-00664867, HAL.
    7. 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.
    8. P. Ruben Mercado, 2001. "Macroeconomic Volatility during Argentina's Import Substitution Stage," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(2), pages 151-161.

  19. Hans M. Amman & David A. Kendrick, 1996. "The DUALI/DUALPC Software for Optimal Control Models: Introduction," CARE Working Papers 9602, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. Benigno, Pierpaolo & Woodford, Michael, 2012. "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
    2. P. Ruben Mercado, 2001. "The Timing of Uncertainty and The Intensity of Policy," Computing in Economics and Finance 2001 55, Society for Computational Economics.
    3. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    4. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
    5. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," CARE Working Papers 9702, The University of Texas at Austin, Center for Applied Research in Economics.
    6. 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.
    7. Amman, Hans & Kendrick, David, 1999. "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 3(4), pages 534-543, December.
    8. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
    9. Fidel Gonzalez & Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 223-238, March.
    10. P. Ruben Mercado & David A. Kendrick, 1997. "TAYGAMS: John Taylor's Two-Country Model in GAMS," CARE Working Papers 9703, The University of Texas at Austin, Center for Applied Research in Economics.

  20. Hans M. Amman & David A. Kendrick, 1995. "Programming Languages in Economics," CARE Working Papers 9504, The University of Texas at Austin, Center for Applied Research in Economics.

    Cited by:

    1. Vieira, Wilson da Cruz & Lelis, Levi H. Santana de, 2005. "Programming languages in economics: a comparison among Fortran77, C++, and Java," Revista de Economia e Agronegócio / Brazilian Review of Economics and Agribusiness, Federal University of Vicosa, Department of Agricultural Economics, vol. 3(3), pages 1-16.
    2. mercado, p. ruben, 2003. "Empirical economywide modeling in argentina," MPRA Paper 58611, University Library of Munich, Germany.
    3. Álvaro Andrés PERDOMO STRAUCH, 2008. "Modelo Estándar de Equilibrio General Computable," Archivos de Economía 4943, Departamento Nacional de Planeación.
    4. Rodolphe Buda, 2013. "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 517-524, April.
    5. Buda, Rodolphe, 2005. "Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management," MPRA Paper 9145, University Library of Munich, Germany, revised 2007.
    6. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    7. Francisco Cribari-Neto & Spyros Zarkos, 2003. "Econometric and Statistical Computing Using Ox," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 277-295, June.
    8. 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.
    9. Halkos, George & Tsilika, Kyriaki, 2016. "Measures of correlation and computer algebra," MPRA Paper 70200, University Library of Munich, Germany.
    10. Buda, Rodolphe, 2001. "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper 3926, University Library of Munich, Germany, revised Jul 2004.
    11. George E. Halkos & Kyriaki D. Tsilika, 2018. "Programming Correlation Criteria with free CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 299-311, June.
    12. Rodolphe Buda, 2015. "Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding," Computational Economics, Springer;Society for Computational Economics, vol. 46(2), pages 325-357, August.
    13. Simon Peters & Ken Clark & Pascal Ekin & Anja Le Blanc & Stephen Pickles, 2007. "Grid Enabling Empirical Economics: A Microdata Application," Computational Economics, Springer;Society for Computational Economics, vol. 30(4), pages 349-370, November.

  21. Hans M. Amman & David A. Kendrick & Heinz Neudecker, "undated". "Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models," Computing in Economics and Finance 1996 _003, Society for Computational Economics.

    Cited by:

    1. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
    2. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers 9707, The University of Texas at Austin, Center for Applied Research in Economics.
    3. George Halkos & Kyriaki Tsilika, 2016. "Dynamic Input–Output Models in Environmental Problems: A Computational Approach with CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 489-497, March.
    4. P. Mercado & David Kendrick, 2006. "Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 483-496, June.
    5. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 209-221, July.

Articles

  1. David Kendrick & George Shoukry, 2014. "Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model," Computational Economics, Springer;Society for Computational Economics, vol. 44(3), pages 269-293, October.
    See citations under working paper version above.
  2. Kendrick David A. & Amman Hans M., 2014. "Quarterly Fiscal Policy," The Economists' Voice, De Gruyter, vol. 11(1), pages 1-6, November.

    Cited by:

    1. Ilias Kostarakos & Stelios Kotsios, 2018. "Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 893-911, April.
    2. Patrick M. Crowley & David Hudgins, 2018. "What is the right balance between US monetary and fiscal policy? Explorations using simulated wavelet-based optimal tracking control," Empirical Economics, Springer, vol. 55(4), pages 1537-1568, December.
    3. David Hudgins & Patrick M. Crowley, 2019. "Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1509-1546, April.
    4. Ilias Kostarakos & Stelios Kotsios, 2017. "Feedback policy rules for government spending: an algorithmic approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 6(1), pages 1-10, December.

  3. Hans Amman & David Kendrick, 2014. "Comparison of policy functions from the optimal learning and adaptive control frameworks," Computational Management Science, Springer, vol. 11(3), pages 221-235, July.
    See citations under working paper version above.
  4. Marco Tucci & David Kendrick & Hans Amman, 2013. "Expected Optimal Feedback with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 351-371, October.
    See citations under working paper version above.
  5. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
    See citations under working paper version above.
  6. David Kendrick, 2007. "Teaching Computational Economics to Graduate Students," Computational Economics, Springer;Society for Computational Economics, vol. 30(4), pages 381-391, November.
    See citations under working paper version above.
  7. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 453-481, June.
    See citations under working paper version above.
  8. David Kendrick & P. Mercado & Hans Amman, 2006. "Computational Economics: Help for the Underestimated Undergraduate," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 261-271, May.
    See citations under working paper version above.
  9. P. Mercado & David Kendrick, 2006. "Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 483-496, June.

    Cited by:

    1. Craig A. Bond & John B. Loomis, 2009. "Using Numerical Dynamic Programming to Compare Passive and Active Learning in the Adaptive Management of Nutrients in Shallow Lakes," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(4), pages 555-573, December.
    2. Bond, Craig A., 2008. "On the Potential Use of Adaptive Control Methods for Improving Adaptive Natural Resource Management," Working Papers 108721, Colorado State University, Department of Agricultural and Resource Economics.
    3. mercado, p. ruben, 2007. "The argentine recovery: some features and challenges," MPRA Paper 58612, University Library of Munich, Germany.
    4. Reinhard Neck & Sohbet Karbuz, 2017. "Dynamic Optimization under Uncertainty: A Case Study for Austrian Macroeconomic Policies," Proceedings of International Academic Conferences 5808250, International Institute of Social and Economic Sciences.
    5. André P. Calmon & Thomas Vallée & João B. R. Do Val, 2009. "Monetary policy as a source of uncertainty," Working Papers hal-00422454, HAL.

  10. 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.

    Cited by:

    1. 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), pages 1-11, April.
    2. Richard S. J. Tol & In Chang Hwang & Frédéric Reynès, 2012. "The Effect of Learning on Climate Policy under Fat-tailed Uncertainty," Working Paper Series 5312, Department of Economics, University of Sussex Business School.
    3. Benigno, Pierpaolo & Woodford, Michael, 2012. "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
    4. Craig A. Bond & John B. Loomis, 2009. "Using Numerical Dynamic Programming to Compare Passive and Active Learning in the Adaptive Management of Nutrients in Shallow Lakes," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(4), pages 555-573, December.
    5. Jean-Bernard, Chatelain & Kirsten, Ralf, 2020. "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," MPRA Paper 103244, University Library of Munich, Germany.
    6. Stephen J. Turnovsky, 2011. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Economica, London School of Economics and Political Science, vol. 78(309), pages 67-88, January.
    7. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    8. Ilias Kostarakos & Stelios Kotsios, 2018. "Fiscal Policy Design in Greece in the Aftermath of the Crisis: An Algorithmic Approach," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 893-911, April.
    9. Joshua Elliott & Meredith Franklin & Ian Foster & Todd Munson & Margaret Loudermilk, 2012. "Propagation of Data Error and Parametric Sensitivity in Computable General Equilibrium Models," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 219-241, March.
    10. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
    11. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1857-1894, June.
    12. Brian Hayes, 2011. "Economics, Control Theory, and the Phillips Machine," ASSRU Discussion Papers 1101, ASSRU - Algorithmic Social Science Research Unit.
    13. Oktay Mamedov & Yuri Tumanyan & Oksana Ishchenko-Padukova & Irina Movchan, 2018. "Sustainable economic development and post-economy of artificial intelligence," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(2), pages 1028-1040, December.
    14. Patrick M. Crowley & David Hudgins, 2022. "Monetary policy objectives and economic outcomes: What can we learn from a wavelet‐based optimal control approach?," Manchester School, University of Manchester, vol. 90(2), pages 144-170, March.
    15. David Hudgins & Patrick M. Crowley, 2023. "Resilient Control for Macroeconomic Models," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1403-1431, April.
    16. Stéphane Hallegatte, 2005. "Interactions d'échelles en économie : Application à l'évaluation intégré des dommages du changement climatique et des événements extrêmes," Working Papers halshs-00008712, HAL.
    17. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Bank of Finland Research Discussion Papers 12/2015, Bank of Finland.
    18. Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    19. Bond, Craig A., 2008. "On the Potential Use of Adaptive Control Methods for Improving Adaptive Natural Resource Management," Working Papers 108721, Colorado State University, Department of Agricultural and Resource Economics.
    20. In Chang Hwang & Richard S.J. Tol & Marjan W. Hofkes, 2013. "Active Learning about Climate Change," Working Paper Series 6513, Department of Economics, University of Sussex Business School.
    21. In Chang Hwang & Richard S. J. Tol & Marjan W. Hofkes, 2019. "Active Learning and Optimal Climate Policy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(4), pages 1237-1264, August.
    22. mercado, p. ruben, 2007. "The argentine recovery: some features and challenges," MPRA Paper 58612, University Library of Munich, Germany.
    23. Mariusz Górajski, 2018. "Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 313-340, August.
    24. Julia Eisenberg & Peter Grandits & Stefan Thonhauser, 2014. "Optimal Consumption Under Deterministic Income," Journal of Optimization Theory and Applications, Springer, vol. 160(1), pages 255-279, January.
    25. David Hudgins & Patrick M. Crowley, 2019. "Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1509-1546, April.
    26. Ronald Davis & Dallas Denery & David Kendrick & Raman Mehra, 2012. "Introduction to the Works of Rodney C. Wingrove: Engineering Approaches to Macroeconomic Modeling," Computational Economics, Springer;Society for Computational Economics, vol. 39(1), pages 71-76, January.
    27. Hallegatte, Stéphane & Ghil, Michael & Dumas, Patrice & Hourcade, Jean-Charles, 2008. "Business cycles, bifurcations and chaos in a neo-classical model with investment dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 57-77, July.
    28. In Chang Hwang, 2016. "Active learning and optimal climate policy," EcoMod2016 9611, EcoMod.
    29. KACI, Said & ACHOUCHE, Mohamed, 2015. "Dépenses publiques et croissance économique en Algérie: approche par un modèle de contrôle optimal [Public expenditure and economic growth in Algeria: approach by optimal control model]," MPRA Paper 68499, University Library of Munich, Germany.
    30. Ivan Savin & Dmitri Blueschke, 2013. "Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization," Jena Economics Research Papers 2013-051, Friedrich-Schiller-University Jena.
    31. Ivan Savin & Dmitri Blueschke, 2016. "Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 317-338, August.
    32. Mariusz Górajski & Zbigniew Kuchta, 2022. "Which hallmarks of optimal monetary policy rules matter in Poland? A stochastic dominance approach," Bank i Kredyt, Narodowy Bank Polski, vol. 53(2), pages 149-182.
    33. Mariusz Gorajski, 2016. "Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?," Lodz Economics Working Papers 1/2016, University of Lodz, Faculty of Economics and Sociology.
    34. Górajski Mariusz & Kuchta Zbigniew, 2018. "Measuring Uncertainty of Optimal Simple Monetary Policy Rules in DSGE models," Lodz Economics Working Papers 6/2018, University of Lodz, Faculty of Economics and Sociology.
    35. mercado, p. ruben & porta, fernando, 2012. "Development planning in the xxi century? a note on old and new methods and tools," MPRA Paper 58610, University Library of Munich, Germany.
    36. 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;Society for Computational Economics, vol. 27(4), pages 533-558, June.
    37. Górajski, Mariusz & Kuchta, Zbigniew & Leszczyńska-Paczesna, Agnieszka, 2023. "Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy," Economic Modelling, Elsevier, vol. 122(C).

  11. 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.
    See citations under working paper version above.
  12. 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.
    See citations under working paper version above.
  13. Amman, Hans & Kendrick, David, 1999. "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 3(4), pages 534-543, December.
    See citations under working paper version above.
  14. Amman, Hans M & Kendrick, David A, 1999. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 263-267, December.
    See citations under working paper version above.
  15. Kendrick, David A & Amman, Hans M, 1999. "Programming Languages in Economics," Computational Economics, Springer;Society for Computational Economics, vol. 14(1-2), pages 151-181, October.
    See citations under working paper version above.
  16. Mercado, P Ruben & Kendrick, David A & Amman, Hans, 1998. "Teaching Macroeconomics with GAMS," Computational Economics, Springer;Society for Computational Economics, vol. 12(2), pages 125-149, October.
    See citations under working paper version above.
  17. 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.
    See citations under working paper version above.
  18. 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.

    Cited by:

    1. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.

  19. 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.

    Cited by:

    1. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers 9707, The University of Texas at Austin, Center for Applied Research in Economics.
    2. Amman, Hans & Kendrick, David, 1999. "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 3(4), pages 534-543, December.
    3. Blake, Andrew P., 2000. "Solution and control of linear rational expectations models with structural effects from future instruments," Economics Letters, Elsevier, vol. 67(3), pages 283-288, June.
    4. Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161.
    5. Mercado, Ruben & Kendrick, David, 1998. "Hall and Taylor´s and John Taylor´s Model in DUALI," MPRA Paper 111974, University Library of Munich, Germany.
    6. Blake, Andrew P., 2004. "Open loop time consistency for linear rational expectations models," Economics Letters, Elsevier, vol. 82(1), pages 21-27, January.

  20. Kendrick, David A, 1995. "Ten Wishes," Computational Economics, Springer;Society for Computational Economics, vol. 8(1), pages 65-80.

    Cited by:

    1. Judd, Kenneth L., 1997. "Computational economics and economic theory: Substitutes or complements?," Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 907-942, June.

  21. 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 455-475, May.

    Cited by:

    1. Peter John Robinson & W.J.W. Botzen & F. Zhou, 2019. "An experimental study of charity hazard: The effect of risky and ambiguous government compensation on flood insurance demand," Working Papers 19-19, Utrecht School of Economics.
    2. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
    3. Volker W. 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.).
    4. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    5. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
    6. Amman, Hans M. & Neudecker, Heinz, 1997. "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 363-369.
    7. Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series 2003/05, Center for Financial Studies (CFS).
    8. Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
    9. D. Blueschke & V. Blueschke-Nikolaeva & R. Neck, 2013. "Stochastic Control of Linear and Nonlinear Econometric Models: Some Computational Aspects," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 107-118, June.
    10. Bond, Craig A., 2008. "On the Potential Use of Adaptive Control Methods for Improving Adaptive Natural Resource Management," Working Papers 108721, Colorado State University, Department of Agricultural and Resource Economics.
    11. Amman, Hans M & Kendrick, David A, 1999. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 263-267, December.
    12. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
    13. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    14. 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.
    15. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
    16. Zeyi Fu & Hongli Niu & Weiqing Wang, 2023. "Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1287-1311, October.
    17. 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.
    18. V. Blueschke-Nikolaeva & D. Blueschke & R. Neck, 2020. "OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 145-162, June.
    19. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.
    20. Tucci, Marco P., 2002. "A note on global optimization in adaptive control, econometrics and macroeconomics," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1739-1764, August.
    21. Hans M. Amman & Marco P. Tucci, 2017. "The DUAL Approach in an Infinite Horizon Model," Department of Economics University of Siena 766, Department of Economics, University of Siena.
    22. 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;Society for Computational Economics, vol. 27(4), pages 533-558, June.

  22. 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.

    Cited by:

    1. Stephen J. Turnovsky, 2011. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Economica, London School of Economics and Political Science, vol. 78(309), pages 67-88, January.
    2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    3. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
    4. Amman, Hans M & Kendrick, David A, 1999. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 263-267, December.
    5. Tucci, Marco P., 1997. "Adaptive control in the presence of time-varying parameters," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 39-47, November.
    6. 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.
    7. Francisco Alvarez, 2018. "Decomposing risk in an exploitation–exploration problem with endogenous termination time," Annals of Operations Research, Springer, vol. 261(1), pages 45-77, February.
    8. 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.
    9. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.
    10. Arik Sadeh, 2003. "Optimal Product Lifecycle and Partial Information with Active Learning," Computational Economics, Springer;Society for Computational Economics, vol. 21(1), pages 125-136, February.

  23. Kendrick, David, 1993. "Research Opportunities in Computational Economics," Computational Economics, Springer;Society for Computational Economics, vol. 6(3-4), pages 257-314, November.

    Cited by:

    1. Nagurney, Anna & Dong, June & Mokhtarian, Patricia L., 2002. "Multicriteria network equilibrium modeling with variable weights for decision-making in the Information Age with applications to telecommuting and teleshopping," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1629-1650, August.
    2. Athanasiou, George & Kotsios, Stelios, 2008. "An algorithmic approach to exchange rate stabilization," Economic Modelling, Elsevier, vol. 25(6), pages 1246-1260, November.
    3. Benaroch, Michel, 1996. "Artificial intelligence in economics Truth and dare," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 601-605, April.

  24. Kendrick, David A., 1990. "A production model construction system : PM statement to math programming," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 219-236, May.

    Cited by:

    1. Duraiappah, Anantha Kumar, 2002. "Sectoral dynamics and natural resource management," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1481-1498, August.

  25. Kendrick, David, 1982. "Caution and probing in a macroeconomic model," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 149-170, November.

    Cited by:

    1. Engwerda, J.C., 1993. "Admissible target paths in economic models," Other publications TiSEM 243d9111-9262-458d-b3c1-7, Tilburg University, School of Economics and Management.
    2. Andrew T.. Levin & Volker Wieland & John Williams, 1999. "Robustness of Simple Monetary Policy Rules under Model Uncertainty," NBER Chapters, in: Monetary Policy Rules, pages 263-318, National Bureau of Economic Research, Inc.
    3. Volker W. 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.).
    4. Stephen J. Turnovsky, 2011. "Stabilization Theory and Policy: 50 Years after the Phillips Curve," Economica, London School of Economics and Political Science, vol. 78(309), pages 67-88, January.
    5. Tanjuakio, Rodolfo V. & Gempesaw, Conrado M., II & Elterich, Joachim G., 1992. "An Optimal Control Framework For Inter - Regional Dairy Policy Analysis," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 24(2), pages 1-11, December.
    6. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
    7. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
    8. Levin, Andrew T. & Wieland, Volker & Williams, John C., 2001. "The performance of forecast-based monetary policy rules under model uncertainty," Working Paper Series 68, European Central Bank.
    9. James Yetman, 2000. "Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty," Staff Working Papers 00-10, Bank of Canada.
    10. Wieland, Volker, 2003. "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series 2003/05, Center for Financial Studies (CFS).
    11. Amman, Hans M & Kendrick, David A, 1999. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 263-267, December.
    12. In Chang Hwang & Richard S. J. Tol & Marjan W. Hofkes, 2019. "Active Learning and Optimal Climate Policy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(4), pages 1237-1264, August.
    13. 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.
    14. In Chang Hwang, 2016. "Active learning and optimal climate policy," EcoMod2016 9611, EcoMod.
    15. V. Blueschke-Nikolaeva & D. Blueschke & R. Neck, 2020. "OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 145-162, June.
    16. KACI, Said & ACHOUCHE, Mohamed, 2015. "Dépenses publiques et croissance économique en Algérie: approche par un modèle de contrôle optimal [Public expenditure and economic growth in Algeria: approach by optimal control model]," MPRA Paper 68499, University Library of Munich, Germany.
    17. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.

  26. Kendrick, David, 1978. "Non-convexities from probing in adaptive control problems," Economics Letters, Elsevier, vol. 1(4), pages 347-351.

    Cited by:

    1. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
    2. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
    3. Morozov, Sergei & Mathur, Sudhanshu, 2009. "Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control," MPRA Paper 30298, University Library of Munich, Germany, revised 04 Apr 2011.
    4. Bond, Craig A., 2008. "On the Potential Use of Adaptive Control Methods for Improving Adaptive Natural Resource Management," Working Papers 108721, Colorado State University, Department of Agricultural and Resource Economics.
    5. Sergei Morozov & Sudhanshu Mathur, 2012. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," Computational Economics, Springer;Society for Computational Economics, vol. 40(2), pages 151-182, August.
    6. 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.
    7. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
    8. 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.
    9. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.
    10. Tucci, Marco P., 2002. "A note on global optimization in adaptive control, econometrics and macroeconomics," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1739-1764, August.

  27. David Kendrick, 1972. "On the Leontief Dynamic Inverse," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 86(4), pages 693-696.

    Cited by:

    1. Dobos, Imre, 2007. "Egy megjegyzés Bródy András: Leontief zárt dinamikus modellje című dolgozathoz [A note on András Bródys study entitled Leontiefs closed dynamic model"]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1004-1011.
    2. Shevtsov, Jane & Kazanci, Caner & Patten, Bernard C., 2009. "Dynamic environ analysis of compartmental systems: A computational approach," Ecological Modelling, Elsevier, vol. 220(22), pages 3219-3224.
    3. Johnson, Thomas G. & Obermiller, Fredrick W., 1979. "An Operational Extension Of The Leontief Dynamic Input-Output Model," 1979 Annual Meeting, July 29-August 1, Pullman, Washington 278282, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Getachew, Yoseph, 1992. "The Leontief Dynamic Inverse: Methodological Issues," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 1(1), pages 104-104.

  28. Kendrick, David & Taylor, Lance, 1970. "Numerical Solution of Nonlinear Planning Models," Econometrica, Econometric Society, vol. 38(3), pages 453-467, May.

    Cited by:

    1. Servaas Storm, 2023. "Lance Taylor (1940–2022): Reconstructing Macroeconomics," Development and Change, International Institute of Social Studies, vol. 54(5), pages 1331-1353, September.
    2. Lofgren, Hans & Cicowiez, Martin, 2021. "Infrastructure in CGE models: Alternative formulations, empirical evidence, and a new approach," Conference papers 333280, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.

Chapters

  1. P. Ruben Mercado & Lihui Lin & David A. Kendrick, 2003. "Modeling economic growth with GAMS," Chapters, in: Amitava Krishna Dutt (ed.), Development Economics and Structuralist Macroeconomics, chapter 2, Edward Elgar Publishing.

    Cited by:

    1. Mercado, P. Ruben, 2002. "Optimizacion dinamica restringida en economia: metodos matematicos e implementacion en el general algebraic modeling system [Dynamic optimizacion in economics: mathematical methods and implementati," MPRA Paper 58012, University Library of Munich, Germany.
    2. Nyasha, Sheilla & Gwenhure, Yvonne & Odhiambo, Nicholas M, 2016. "Poverty and economic growth in Ethiopia: a multivariate causal linkage," Working Papers 20048, University of South Africa, Department of Economics.
    3. Mercado, P. Ruben & Cicowiez, Martin, 2013. "Growth analysis in developing countries: empirical issues and a small dynamic model," MPRA Paper 58017, University Library of Munich, Germany.
    4. mercado, p. ruben & porta, fernando, 2012. "Development planning in the xxi century? a note on old and new methods and tools," MPRA Paper 58610, University Library of Munich, Germany.

  2. Kendrick, David, 2000. "Control theory with applications to economics," Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 1, chapter 4, pages 111-158, Elsevier.

    Cited by:

    1. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.

  3. Kendrick, David A., 1996. "Sectoral economics," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 6, pages 295-332, Elsevier.

    Cited by:

    1. Lofgren, Hans & Cicowiez, Martin & Diaz-Bonilla, Carolina, 2013. "MAMS – A Computable General Equilibrium Model for Developing Country Strategy Analysis," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 159-276, Elsevier.
    2. mercado, p. ruben & porta, fernando, 2012. "Development planning in the xxi century? a note on old and new methods and tools," MPRA Paper 58610, University Library of Munich, Germany.

  4. David Kendrick, 1976. "Applications of Control Theory to Macroeconomics," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 2, pages 171-190, National Bureau of Economic Research, Inc.

    Cited by:

    1. Jean-Bernard, Chatelain & Kirsten, Ralf, 2020. "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," MPRA Paper 103244, University Library of Munich, Germany.
    2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    3. Rem Sadykhov & Geoffrey Goodell & Denis de Montigny & Martin Schoernig & Philip Treleaven, 2023. "Decentralized Token Economy Theory (DeTEcT)," Papers 2309.12330, arXiv.org, revised Jan 2024.
    4. Emilio Cerdá Tena, 1990. "Control óptimo de sistemas lineales con expectativas racionales," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 85-111, January.
    5. Zhou, Shuang-Shuang & Jahanshahi, Hadi & Din, Qamar & Bekiros, Stelios & Alcaraz, Raúl & Alassafi, Madini O. & Alsaadi, Fawaz E. & Chu, Yu-Ming, 2021. "Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    6. Barbosa, Fernando de Holanda, 1990. "Politica monetaria otima no combate a inflação," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 158, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    7. Rodney Wingrove & Ronald Davis, 2012. "Classical Linear-Control Analysis Applied to Business-Cycle Dynamics and Stability," Computational Economics, Springer;Society for Computational Economics, vol. 39(1), pages 77-98, January.

Books

  1. H. M. Amman & D. A. Kendrick & J. Rust (ed.), 1996. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 1, number 1.

    Cited by:

    1. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
    2. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
    3. Lawrence J. Christiano & Jonas D. M. Fisher, 1997. "Algorithms for solving dynamic models with occasionally binding constraints," Working Papers (Old Series) 9711, Federal Reserve Bank of Cleveland.
    4. Khorunzhina, Natalia & Richard, Jean-Francois, 2016. "Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels," MPRA Paper 72326, University Library of Munich, Germany.
    5. Peter John Robinson & W.J.W. Botzen & F. Zhou, 2019. "An experimental study of charity hazard: The effect of risky and ambiguous government compensation on flood insurance demand," Working Papers 19-19, Utrecht School of Economics.
    6. Kemp-Benedict, Eric, 2012. "Material needs and aggregate demand," MPRA Paper 39960, University Library of Munich, Germany.
    7. Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015. "Envelope Condition Method with an Application to Default Risk Models," 2015 Meeting Papers 1239, Society for Economic Dynamics.
    8. Ngo-Hoang, Dai-Long, 2019. "A research paper of Hossein Sabzian (2019), Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners, ArXiv, 54p," AgriXiv xutyz, Center for Open Science.
    9. Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Discussion Paper 2011-090, Tilburg University, Center for Economic Research.
    10. Adam Speight, 2010. "Multigrid Techniques in Economics," Operations Research, INFORMS, vol. 58(4-part-2), pages 1057-1078, August.
    11. Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
    12. Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020. "Forecasting with Second-Order Approximations and Markov-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 747-771, December.
    13. Ryo Kato & Shinichi Nishiyama, 2001. "Optimal Monetary Policy When Interest Rates are Bound at Zero," Working Papers 01-12, Ohio State University, Department of Economics.
    14. Aguirregabiria, Victor & Magesan, Arvind, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper 46056, University Library of Munich, Germany.
    15. Angelopoulos, Konstantinos & Malley, James, 2010. "Fear of model misspecifcation and the robustness premium," SIRE Discussion Papers 2010-79, Scottish Institute for Research in Economics (SIRE).
    16. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 233-265, May.
    17. Phaneuf, Daniel J. & Kling, Catherine L. & Herriges, Joseph A., 2000. "Estimation and Welfare Calculations in a Generalized Corner Solution Model with an Application to Recreation Demand," Staff General Research Papers Archive 1355, Iowa State University, Department of Economics.
    18. Sandor, Zsolt & Andras, P.Peter, 2004. "Alternative sampling methods for estimating multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 120(2), pages 207-234, June.
    19. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020. "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
    20. Yongyang Cai & Kenneth L. Judd, 2023. "A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems," Quantitative Economics, Econometric Society, vol. 14(2), pages 651-687, May.
    21. Viktoria Blüschke-Nikolaeva & Dmitri Blüschke & Reinhard Neck, 2010. "Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application," Working Papers 032, COMISEF.
    22. Lars J. Olson & Santanu Roy, 2006. "Theory of Stochastic Optimal Economic Growth," Springer Books, in: Rose-Anne Dana & Cuong Le Van & Tapan Mitra & Kazuo Nishimura (ed.), Handbook on Optimal Growth 1, chapter 11, pages 297-335, Springer.
    23. William L. Goffe & Michael Creel, 2005. "Multi-core CPUs, Clusters and Grid Computing: a Tutorial," Computing in Economics and Finance 2005 438, Society for Computational Economics.
    24. Gersbach, Hans & Hahn, Volker, 2012. "Inflation Forecast Contracts," CEPR Discussion Papers 8933, C.E.P.R. Discussion Papers.
    25. G. Cernicchiaro & M. Lapparent, 2015. "A Dynamic Discrete/Continuous Choice Model for Forward-Looking Agents Owning One or More Vehicles," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 15-34, June.
    26. Hans M. Amman & Marco P. Tucci, 2020. "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 675-693, October.
    27. McCAUSLAND, William, 2004. "Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods," Cahiers de recherche 2004-05, Universite de Montreal, Departement de sciences economiques.
    28. Levent Akdeniz & W. Davis Dechert, "undated". "Risk and Return in a Dynamic Asset Pricing Model," Computing in Economics and Finance 1996 _064, Society for Computational Economics.
    29. Joseph Y. Chen & Bruce L. Miller, 2009. "On the Relative Performance of Linear vs. Piecewise-Linear-Threshold Intertemporal Incentives," Management Science, INFORMS, vol. 55(10), pages 1743-1752, October.
    30. Joonwook Park & Priyali Rajagopal & Wayne DeSarbo, 2012. "A New Heterogeneous Multidimensional Unfolding Procedure," Psychometrika, Springer;The Psychometric Society, vol. 77(2), pages 263-287, April.
    31. Nagurney, Anna & Dong, June & Mokhtarian, Patricia L., 2002. "Multicriteria network equilibrium modeling with variable weights for decision-making in the Information Age with applications to telecommuting and teleshopping," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1629-1650, August.
    32. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
    33. Jones, John B, 2003. "The Dynamic Effects of Firm-Level Borrowing Constraints," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 743-762, October.
    34. Jean-Bernard Chatelain & Kirsten Ralf, 2019. "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," Working Papers halshs-01588188, HAL.
    35. Xiao Liu, 2023. "Dynamic Coupon Targeting Using Batch Deep Reinforcement Learning: An Application to Livestream Shopping," Marketing Science, INFORMS, vol. 42(4), pages 637-658, July.
    36. Maurizio Iacopetta, 2014. "Dynamics of assets liquidity and inequality in economies with decentralized markets," Documents de Travail de l'OFCE 2014-21, Observatoire Francais des Conjonctures Economiques (OFCE).
    37. Vuong, Quan-Hoang, 2018. "From Economic Complexities to Computational Entrepreneurship," OSF Preprints kqbmg, Center for Open Science.
    38. Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
    39. M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003. "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, vol. 93(4), pages 1216-1239, September.
    40. Winter, Joachim, 1997. "Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse," Sonderforschungsbereich 504 Publications 99-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    41. Georg Jäger & Laura S. Zilian & Christian Hofer & Manfred Füllsack, 2019. "Crowdworking: working with or against the crowd?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 761-788, December.
    42. S. Sriram & Pradeep K. Chintagunta & Manoj K. Agarwal, 2010. "Investigating Consumer Purchase Behavior in Related Technology Product Categories," Marketing Science, INFORMS, vol. 29(2), pages 291-314, 03-04.
    43. Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006. "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, vol. 54(3), pages 405-418, June.
    44. K. Vela Velupillai & Stefano Zambelli, 2010. "Computation in Economics," ASSRU Discussion Papers 1001, ASSRU - Algorithmic Social Science Research Unit.
    45. Lilia Maliar & Serguei Maliar, 2004. "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Functions By Simulations," Working Papers. Serie AD 2004-37, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    46. Torben G. Andersen & Luca Benzoni & Jesper Lund, 2001. "An Empirical Investigation of Continuous-Time Equity Return Models," NBER Working Papers 8510, National Bureau of Economic Research, Inc.
    47. Willi Mutschler, 2015. "Higher-order statistics for DSGE models," CQE Working Papers 4315, Center for Quantitative Economics (CQE), University of Muenster.
    48. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    49. Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
    50. Harikesh Nair, 2007. "Intertemporal price discrimination with forward-looking consumers: Application to the US market for console video-games," Quantitative Marketing and Economics (QME), Springer, vol. 5(3), pages 239-292, September.
    51. Apiruk Detwarasiti & Ross D. Shachter, 2005. "Influence Diagrams for Team Decision Analysis," Decision Analysis, INFORMS, vol. 2(4), pages 207-228, December.
    52. Nwaobi, Godwin, 2011. "Agent-based computational economics and African modeling:perspectives and challenges," MPRA Paper 35414, University Library of Munich, Germany.
    53. Marcel Ausloos & Franck Jovanovic & Christophe Schinckus, 2016. "On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis," Papers 1606.02045, arXiv.org.
    54. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
    55. Erhan Artuç & Germán Bet & Irene Brambilla & Guido Porto, 2013. "Trade Shocks and Factor Adjustment Frictions: Implications for Investment and Labor," IIE, Working Papers 101, IIE, Universidad Nacional de La Plata.
    56. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers 9707, The University of Texas at Austin, Center for Applied Research in Economics.
    57. Wesseh, Presley K. & Lin, Boqiang, 2017. "Climate change and agriculture under CO2 fertilization effects and farm level adaptation: Where do the models meet?," Applied Energy, Elsevier, vol. 195(C), pages 556-571.
    58. Larch, Mario & Yotov, Yoto V., 2016. "General equilibrium trade policy analysis with structural gravity," WTO Staff Working Papers ERSD-2016-08, World Trade Organization (WTO), Economic Research and Statistics Division.
    59. Carpentier, Alain & Gohin, Alexandre, 2014. "Accounting for crop rotations in acreage choice modeling: a tractable modeling framework," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182799, European Association of Agricultural Economists.
    60. Carpentier, Alain & Gohin, Alexandre, 2015. "On the economic theory of crop rotations: value of the crop rotation effects and implications on acreage choice modeling," Working Papers 205299, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
    61. Fousseni Chabi-Yo, 2012. "Pricing Kernels with Stochastic Skewness and Volatility Risk," Management Science, INFORMS, vol. 58(3), pages 624-640, March.
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