| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP3706 |
| DP3706 Optimal Control and Filtering in Linear Forward-looking Economies: A Toolkit | |
| Francesco Lippi; Andrea Gerali | |
| 发表日期 | 2003-01-28 |
| 出版年 | 2003 |
| 语种 | 英语 |
| 摘要 | We provide algorithms to solve a linear-quadratic optimal control problem with commitment. By extending to the case of imperfect information a procedure outlined in Ljungqvist and Sargent (2002), we make the results of Svensson and Woodford (2000) easy to implement. We provide a Mat-lab package that solves this class of models and analyses their properties using simulations, impulse response functions and other techniques, with both commitment and discretion. A monetary policy application, based on the ?new-Keynesian? model of Clarida, Galí and Gertler (1999), is used to illustrate how the toolkit can be used. |
| 主题 | International Macroeconomics |
| 关键词 | Optimal control Filtering Commitment |
| URL | https://cepr.org/publications/dp3706 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/532729 |
| 推荐引用方式 GB/T 7714 | Francesco Lippi,Andrea Gerali. DP3706 Optimal Control and Filtering in Linear Forward-looking Economies: A Toolkit. 2003. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Francesco Lippi]的文章 |
| [Andrea Gerali]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Francesco Lippi]的文章 |
| [Andrea Gerali]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Francesco Lippi]的文章 |
| [Andrea Gerali]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
