Citations for "Optimal Control of an Unknown Linear Process with Learning"
by Kiefer, Nicholas M & Nyarko, Yaw
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- Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002.
"Convergence of Bayesian learning to general equilibrium in mis-specified models,"
Journal of Mathematical Economics,
Elsevier, vol. 38(4), pages 483-508, December.
- Cunha-e-Sa, Maria A. & Santos, Vasco, 2008.
"Experimentation with accumulation,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(2), pages 470-496, February.
- Ellison, Martin & Valla, Natacha, 2001.
"Learning, uncertainty and central bank activism in an economy with strategic interactions,"
Journal of Monetary Economics,
Elsevier, vol. 48(1), pages 153-171, August.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004.
"Monetary policy and learning in an open economy,"
Macroeconomics
0404022, EconWPA.
- 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.
- Spagat, M., 1995.
"Leaving some stones unturned: A reassessment of iterative planning theory,"
Journal of Public Economics,
Elsevier, vol. 58(1), pages 85-105, September.
- Wieland, Volker, 2000.
"Monetary policy, parameter uncertainty and optimal learning,"
Journal of Monetary Economics,
Elsevier, vol. 46(1), pages 199-228, August.
- 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.).
- Wieland, Volker, 1999.
"Monetary policy, parameter uncertainty and optimal learning,"
ZEI Working Papers
B 09-1999, ZEI - Center for European Integration Studies, University of Bonn.
- Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006.
"Learning About the Term Structure and Optimal Rules for Inflation Targeting,"
Research Paper
ERS-2006-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Tesfaselassie, M.F. & Schaling, E. & Eijffinger, S.C.W., 2006.
"Learning about the Term Structure and Optimal Rules for Inflation Targeting,"
Discussion Paper
2006-88, Tilburg University, Center for Economic Research.
- Mewael F. Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2007.
"Learning About the Term Structure and Optimal Rules for Inflation Targeting,"
Working Papers
62, Economic Research Southern Africa.
- Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F., 2006.
"Learning About the Term Structure and Optimal Rules for Inflation Targeting,"
CEPR Discussion Papers
5896, C.E.P.R. Discussion Papers.
- Holden, Tom, 2008.
"Rational macroeconomic learning in linear expectational models,"
MPRA Paper
10872, University Library of Munich, Germany.
- Mewael F. Tesfaselassie & Eric Schaling, 2009.
"Managing Disinflation under Uncertainty,"
Working Papers
145, Economic Research Southern Africa.
- Schaling, Eric, 2003.
"Learning, inflation expectations and optimal monetary policy,"
Research Discussion Papers
20/2003, Bank of Finland.
- Schaling , Eric & Eijffinger , Sylvester & Tesfaselassie , Mewael, 2004.
"Heterogeneous information about the term structure, least-squares learning and optimal rules for inflation targeting,"
Research Discussion Papers
23/2004, Bank of Finland.
- James B. Bullard & Jacek Suda, 2008.
"The stability of macroeconomic systems with Bayesian learners,"
Working Papers
2008-043, Federal Reserve Bank of St. Louis.
- 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.
- Mewael Tesfaselassie & Eric Schaling & Sylvester Eijffinger, 2004.
"Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting,"
Econometric Society 2004 North American Summer Meetings
78, Econometric Society.
- Rosemarie Nagel & Nicolaas J. Vriend, 1999.
"An experimental study of adaptive behavior in an oligopolistic market game,"
Journal of Evolutionary Economics,
Springer, vol. 9(1), pages 27-65.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2007.
"Caution or Activism? Monetary Policy Strategies in an Open Economy,"
Money Macro and Finance (MMF) Research Group Conference 2006
18, Money Macro and Finance Research Group.
- Leonard J. Mirman & Marc Santugini, 2012.
"Learning and Technology Progress in Dynamic Games,"
Cahiers de recherche
1217, CIRPEE.
- Dan Protopopescu, 2007.
"Improving the Risk Concept: A Revision of Arrow-Pratt Theory in the Context of Controlled Dynamic Stochastic Environments,"
UFAE and IAE Working Papers
727.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 03 Dec 2009.
- 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.
- 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.
- Nyarko, Yaw & Olson, Lars J., 1991.
"Optimal Growth with Unobservable Resources and Learning,"
Working Papers
91-01, C.V. Starr Center for Applied Economics, New York University.
- Koulovatianos, Christos & Mirman, Leonard J. & Santugini, Marc, 2009.
"Optimal growth and uncertainty: Learning,"
Journal of Economic Theory,
Elsevier, vol. 144(1), pages 280-295, January.
- Christos Koulovatianos, & Leonard J. Mirman & Marc Santugini, .
"Optimal Growth and Uncertainty: Learning,"
Discussion Papers
08/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2007.
"Optimal Growth and Uncertainty: Learning,"
Cahiers de recherche
07-05, HEC Montréal, Institut d'économie appliquée, revised Feb 2008.
- Protopopescu Dan, 2008.
"Improving the Effort Concept: A Revision of the Traditional Approach in the Context of Controlled Dynamic Stochastic Environments,"
UFAE and IAE Working Papers
739.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 03 Dec 2009.
- Kasa, Kenneth, 1999.
"Will the Fed Ever Learn?,"
Journal of Macroeconomics,
Elsevier, vol. 21(2), pages 279-292, April.
- Eijffinger, Sylvester C W & Schaling, Eric & Tesfaselassie, Mewael F., 2004.
"Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules,"
CEPR Discussion Papers
4279, C.E.P.R. Discussion Papers.
- Sa, Maria Antonieta Cunha e & Santos, Vasco, 2007.
"Experimentation with Accumulation,"
FEUNL Working Paper Series
wp503, Universidade Nova de Lisboa, Faculdade de Economia.
- Mewael F. Tesfaselassie, 2008.
"Central Bank Learning and Monetary Policy,"
Kiel Working Papers
1444, Kiel Institute for the World Economy.
- 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.
- Hector Chade & Edward E. Schlee, 2000.
"Increasing Returns in the Value of Information,"
Econometric Society World Congress 2000 Contributed Papers
1715, Econometric Society.
- 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.
- Hans M. Amman & David A. Kendrick, 2012.
"Conjectures on the policy function in the presence of optimal experimentation,"
Working Papers
12-09, Utrecht School of Economics.
- Koray, Semih & Saglam, Ismail, 2005.
"Learning in Bayesian Regulation,"
MPRA Paper
1899, University Library of Munich, Germany.