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Linear-quadratic approximation, external habit and targeting rules

Citations

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Cited by:

  1. Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2012. "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 416-435, July.
  2. Tom D. Holden, 2023. "Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints," The Review of Economics and Statistics, MIT Press, vol. 105(6), pages 1481-1499, November.
  3. Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2015. "Ordering Policy Rules with an Unconditional Welfare Measure," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 103-149, January.
  4. Benigno, Pierpaolo & Woodford, Michael, 2012. "Linear-quadratic approximation of optimal policy problems," Journal of Economic Theory, Elsevier, vol. 147(1), pages 1-42.
  5. Norling, Johannes, 2018. "Measuring heterogeneity in preferences over the sex of children," Journal of Development Economics, Elsevier, vol. 135(C), pages 199-221.
  6. Bianca De Paoli & Pawel Zabczyk, 2013. "Cyclical Risk Aversion, Precautionary Saving, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 1-36, February.
  7. Andrew Levin & David López-Salido & Edward Nelson & Yack Yun, 2010. "Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 143-189, March.
  8. Leith, Campbell & Moldovan, Ioana & Rossi, Raffaele, 2015. "Monetary and fiscal policy under deep habits," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 55-74.
  9. Thomas Brasch & Johan Byström & Lars Petter Lystad, 2012. "Optimal Control and the Fibonacci Sequence," Journal of Optimization Theory and Applications, Springer, vol. 154(3), pages 857-878, September.
  10. Damjanovic, Tatiana & Girdėnas, Šarūnas, 2014. "Quantitative easing and the loan to collateral value ratio," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 146-164.
  11. Fujiwara, Ippei & Kam, Timothy & Sunakawa, Takeki, 2019. "Sustainable international monetary policy cooperation," Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
  12. Levine, Paul & McAdam, Peter & Pierse, Richard & Pearlman, Joseph G., 2008. "Risk Management in Action. Robust monetary policy rules under structured uncertainty," Working Paper Series 870, European Central Bank.
  13. Dario Caldara & Jesus Fernandez-Villaverde & Juan Rubio-Ramirez & Wen Yao, 2012. "Computing DSGE Models with Recursive Preferences and Stochastic Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(2), pages 188-206, April.
  14. Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Wen Yao, 2009. "Computing DSGE Models with Recursive Preferences," NBER Working Papers 15026, National Bureau of Economic Research, Inc.
  15. Lombardo, Giovanni & Vestin, David, 2008. "Welfare implications of Calvo vs. Rotemberg-pricing assumptions," Economics Letters, Elsevier, vol. 100(2), pages 275-279, August.
  16. Ralph S.J. Koijen & Jules H. van Binsbergen & Juan F. Rubio-Ramírez & Jesus Fernandez-Villaverde, 2008. "Likelihood Estimation of DSGE Models with Epstein-Zin Preferences," 2008 Meeting Papers 1099, Society for Economic Dynamics.
  17. Holden, Tom D., 2016. "Existence, uniqueness and computation of solutions to dynamic models with occasionally binding constraints," EconStor Preprints 127430, ZBW - Leibniz Information Centre for Economics.
  18. Günter Coenen & Giovanni Lombardo & Frank Smets & Roland Straub, 2007. "International Transmission and Monetary Policy Cooperation," NBER Chapters, in: International Dimensions of Monetary Policy, pages 157-192, National Bureau of Economic Research, Inc.
  19. Levine, Paul & Pearlman, Joseph, 2011. "Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints," Dynare Working Papers 10, CEPREMAP.
  20. van Binsbergen, Jules H. & Fernández-Villaverde, Jesús & Koijen, Ralph S.J. & Rubio-Ramírez, Juan, 2012. "The term structure of interest rates in a DSGE model with recursive preferences," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 634-648.
  21. Jinill Kim & Andrew T. Levin & Tack Yun, 2007. "Diagnosing and treating bifurcations in perturbation analysis of dynamic macro models," Finance and Economics Discussion Series 2007-14, Board of Governors of the Federal Reserve System (U.S.).
  22. Bodenstein, Martin & Guerrieri, Luca & LaBriola, Joe, 2019. "Macroeconomic policy games," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 64-81.
  23. Hyuk Rhee & Nurlan Turdaliev, 2015. "Central bank policy instrument forecasts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 221-245, October.
  24. Jinill Kim & Andrew Levin & Tack Yun, 2011. "Bifurcation in Perturbation Analysis:Calvo Pricing Examples," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 221-236, March.
  25. Campbell Leith & Ioana Moldovan & Raffaele Rossi, 2012. "Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 416-435, July.
  26. Thomas von Brasch & Johan Byström & Lars Petter Lystad, 2012. "Optimal control and the Fibonacci sequence," Discussion Papers 674, Statistics Norway, Research Department.
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