Solution and Estimation of RE Macromodels with Optimal Policy
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Other versions of this item:
- Soderlind, Paul, 1999. "Solution and estimation of RE macromodels with optimal policy," European Economic Review, Elsevier, vol. 43(4-6), pages 813-823, April.
References listed on IDEAS
- Fuhrer, Jeffrey C & Moore, George R, 1995. "Monetary Policy Trade-offs and the Correlation between Nominal Interest Rates and Real Output," American Economic Review, American Economic Association, vol. 85(1), pages 219-239, March.
- Currie,David & Levine,Paul, 2009.
"Rules, Reputation and Macroeconomic Policy Coordination,"
Cambridge University Press, number 9780521104609.
- Currie,David & Levine,Paul, 1993. "Rules, Reputation and Macroeconomic Policy Coordination," Cambridge Books, Cambridge University Press, number 9780521441964, January.
- Soderlind, Paul, 2001.
"Monetary policy and the Fisher effect,"
Journal of Policy Modeling,
Elsevier, vol. 23(5), pages 491-495, July.
- Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," SSE/EFI Working Paper Series in Economics and Finance 159, Stockholm School of Economics, revised 04 Mar 1999.
- Söderlind, Paul, 1997. "Monetary Policy and the Fisher Effect," CEPR Discussion Papers 1610, C.E.P.R. Discussion Papers.
- Mankiw, N. Gregory (ed.), 1997. "Monetary Policy," National Bureau of Economic Research Books, University of Chicago Press, number 9780226503097, December.
- Backus, David & Driffill, John, 1986. "The Consistency of Optimal Policy in Stochastic Rational Expectations Models," CEPR Discussion Papers 124, C.E.P.R. Discussion Papers.
- Levine, Paul & Currie, David, 1987.
"The design of feedback rules in linear stochastic rational expectations models,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 11(1), pages 1-28, March.
- D. Currie & P. Levine, 1984. "The Design of Feedback Rules in Linear Stochastic Rational Expectations Models," Working Papers 124, Queen Mary University of London, School of Economics and Finance.
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More about this item
KeywordsUnstable roots; Schur decomposition; Kalman filter estimation;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-09-14 (All new papers)
- NEP-DGE-1998-09-14 (Dynamic General Equilibrium)
- NEP-ECM-1998-09-14 (Econometrics)
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