Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2003 with number 280.
Date of creation: 01 Aug 2003
Date of revision:
optimal monetary policy; Bayesian Model Averaging; leading indicators; model uncertainty; adaptive learning; interest-rate smoothing; inertia.;
Find related papers by JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
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- Fabio Milani, 2008.
"Monetary Policy With A Wider Information Set: A Bayesian Model Averaging Approach,"
Scottish Journal of Political Economy,
Scottish Economic Society, vol. 55(1), pages 1-30, 02.
- Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, EconWPA.
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