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Methods for Robust Control

Citations

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Cited by:

  1. Richard Dennis & Kai Leitemo & Ulf Soderstrom, 2006. "Monetary Policy in a Small Open Economy with a Preference for Robustness," Working Papers 316, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  2. Dennis, Richard, 2014. "Imperfect credibility and robust monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 218-234.
  3. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco.
  4. Szabolcs Deák & Paul Levine & Afrasiab Mirza & Joseph Pearlman, 2019. "Designing Robust Monetary Policy Using Prediction Pools," School of Economics Discussion Papers 1219, School of Economics, University of Surrey.
  5. Kwon, Hyosung & Miao, Jianjun, 2019. "Woodford'S Approach To Robust Policy Analysis In A Linear-Quadratic Framework," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1895-1920, July.
  6. Roberto M. Billi, 2011. "Optimal Inflation for the US Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 29-52, July.
  7. repec:zbw:bofrdp:2015_012 is not listed on IDEAS
  8. Leitemo, Kai & Söderström, Ulf, 2008. "Robust monetary policy in a small open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3218-3252, October.
  9. Richard Dennis, 2005. "Robust control with commitment: a modification to Hansen-Sargent," Working Paper Series 2005-20, Federal Reserve Bank of San Francisco.
  10. Adam – Nelu ALTĂR – SAMUEL, 2008. "Robust Monetary Policy," Journal of Information Systems & Operations Management, Romanian-American University, vol. 2(2), pages 475-486, November.
  11. Qin, Li & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2013. "Robust monetary policy under model uncertainty and inflation persistence," Economic Modelling, Elsevier, vol. 30(C), pages 721-728.
  12. Chahrour, Ryan & Svec, Justin, 2014. "Optimal capital taxation and consumer uncertainty," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 178-198.
  13. repec:zbw:bofrdp:urn:nbn:fi:bof-201508131350 is not listed on IDEAS
  14. Adam Altar-Samuel, 2008. "Robust Monetary Policy," Advances in Economic and Financial Research - DOFIN Working Paper Series 21, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
  15. Crowley, Patrick M. & Hudgins, David, 2015. "Fiscal policy tracking design in the time–frequency domain using wavelet analysis," Economic Modelling, Elsevier, vol. 51(C), pages 502-514.
  16. Vitale, Paolo, 2018. "Optimal monetary policy for a pessimistic central bank," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 39-59.
  17. Levine, Paul & Pearlman, Joseph, 2010. "Robust monetary rules under unstructured model uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 456-471, March.
  18. David Hudgins & Patrick M. Crowley, 2019. "Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1509-1546, April.
  19. Kohei Hasui, 2021. "How robustness can change the desirability of speed limit policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(5), pages 553-570, November.
  20. David Hudgins & Patrick M. Crowley, 2023. "Resilient Control for Macroeconomic Models," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1403-1431, April.
  21. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Research Discussion Papers 12/2015, Bank of Finland.
  22. Adam – Nelu Altăr-Samuel, 2008. "Robust Monetary Policy," Romanian Economic Business Review, Romanian-American University, vol. 3(2), pages 19-28, June.
  23. Hasui Kohei, 2021. "Trend Growth and Robust Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 449-472, June.
  24. Dennis, Richard, 2010. "How robustness can lower the cost of discretion," Journal of Monetary Economics, Elsevier, vol. 57(6), pages 653-667, September.
  25. Jacek B. Krawczyk & Vladimir P. Petkov, 2022. "A Qualitative Game of Interest Rate Adjustments with a Nuisance Agent," Games, MDPI, vol. 13(5), pages 1-24, August.
  26. Lioui, Abraham & Poncet, Patrice, 2012. "On model ambiguity and money neutrality," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1020-1033.
  27. Svec, Justin, 2012. "Optimal fiscal policy with robust control," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 349-368.
  28. Baumann Robert & Svec Justin, 2016. "The Impact of Political Uncertainty: A Robust Control Approach," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 16(2), pages 837-863, April.
  29. repec:bof:bofrdp:urn:nbn:fi:bof-201508131350 is not listed on IDEAS
  30. Chahrour, Ryan & Svec, Justin, 2014. "Optimal capital taxation and consumer uncertainty," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 178-198.
  31. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Bank of Finland Research Discussion Papers 12/2015, Bank of Finland.
  32. Gino Cateau, 2017. "Price‐level versus inflation targeting under model uncertainty," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(2), pages 522-540, May.
  33. Li Qin & Moïse Sidiropoulos, 2016. "Robustness of Optimal Interest Rate Rules in an Open Economy," Bulletin of Applied Economics, Risk Market Journals, vol. 3(1), pages 29-46.
  34. Mikhail I. Krastanov & Rossen Rozenov & Boyan K. Stefanov, 2023. "On a Constrained Infinite-Time Horizon Linear Quadratic Game," Dynamic Games and Applications, Springer, vol. 13(3), pages 843-858, September.
  35. Guido Traficante, 2017. "Uncertain Potential Output and Simple Rules in Small Open Economy," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 517-531, October.
  36. Mario Carceller del Arco & Jan Willem van den End, 2023. "Robust monetary policy under shock uncertainty," Working Papers 793, DNB.
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