Computational aspects of the open-loop Nash equilibrium in linear quadratic games
AbstractThere is by now a large consensus in modern monetary policy. This consensus has been built upon a dynamic general equilibrium model of optimal monetary policy as developed by, e.g., Goodfriend and King [NBER Macroeconomics Annual 1997 edited by B. Bernanke and J. Rotemberg (Cambridge, Mass.: MIT Press, 1997), pp. 231â282], Clarida et al. [J. Econ. Lit.
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-75998.
Date of creation: 1998
Date of revision:
Publication status: Published in Journal of Economic Dynamics and Control (1998) v.22, p.1487-1506
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Other versions of this item:
- Engwerda, J. C., 1998. "Computational aspects of the open-loop Nash equilibrium in linear quadratic games," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1487-1506, August.
- Engwerda, J.C., 1997. "Computational aspects of the open-loop Nash Equilibrium in linear quadratic games," Discussion Paper 1997-83, Tilburg University, Center for Economic Research.
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