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Optimal Policy Response with Control Parameter and Intercept Covariance

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  • Fidel Gonzalez

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  • 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.
    • Handle: RePEc:kap:compec:v:31:y:2008:i:1:p:1-20
    DOI: 10.1007/s10614-007-9103-5
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    References listed on IDEAS

    as
    1. 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.
    2. Arnulfo Rodriguez & Fidel Gonzalez, 2004. "Robust Control: A Note on the Response of the Control to Changes in the," Computing in Economics and Finance 2004 114, Society for Computational Economics.
    3. Ben Martin & Chris Salmon, 1999. "Should uncertain monetary policy-makers do less?," Bank of England working papers 99, Bank of England.
    4. Volker Wieland, "undated". "Monetary Policy and Uncertainty about the Natural Unemployment Rate," Computing in Economics and Finance 1997 11, Society for Computational Economics.
    5. Fidel Gonzalez, 2008. "Precautionary Principle and Robustness for a Stock Pollutant with Multiplicative Risk," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 41(1), pages 25-46, September.
    6. Hoel, Michael & Karp, Larry, 2002. "Taxes versus quotas for a stock pollutant," Resource and Energy Economics, Elsevier, vol. 24(4), pages 367-384, November.
    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. 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.
    9. 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.
    10. Hoel, Michael & Karp, Larry, 2001. "Taxes and quotas for a stock pollutant with multiplicative uncertainty," Journal of Public Economics, Elsevier, vol. 82(1), pages 91-114, October.
    11. Hoel, Michael & Karp, Larry, 2001. "Taxes and quotas for a stock pollutant with multiplicative uncertainty," Journal of Public Economics, Elsevier, vol. 82(1), pages 91-114, October.
    12. Arnulfo Rodriguez, 2004. "Robust Control: A Note on the Timing of Model Uncertainty," Computing in Economics and Finance 2004 147, Society for Computational Economics.
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    Cited by:

    1. Nicolas Pinkwart, 2010. "Uncertainty About the Persistence of Inflation," Working Papers 091, Bavarian Graduate Program in Economics (BGPE).

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    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
    • Q5 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics

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