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Volumn 43, Issue 4-6, 1999, Pages 813-823

Solution and estimation of RE macromodels with optimal policy

Author keywords

Kalman filter estimation; Schur decomposition; Unstable roots

Indexed keywords

ECONOMIC POLICY; METHODOLOGY; MODELING; MONETARY POLICY;

EID: 0344223241     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(98)00096-8     Document Type: Article
Times cited : (176)

References (13)
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    • Blanchard, O.J.1    Kahn, C.M.2
  • 4
    • 0001180692 scopus 로고
    • Monetary policy trade-offs and the correlation between nominal interest rates and real output
    • Fuhrer J.C., Moore G.R. Monetary policy trade-offs and the correlation between nominal interest rates and real output. American Economic Review. 85:1995;219-239.
    • (1995) American Economic Review , vol.85 , pp. 219-239
    • Fuhrer, J.C.1    Moore, G.R.2
  • 6
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    • Princeton, NJ: Princeton University Press
    • Hamilton J.D. Time Series Analysis. 1994;Princeton University Press, Princeton, NJ.
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
  • 8
    • 0003576774 scopus 로고    scopus 로고
    • Using the generalized schur form to solve a system of linear expectational difference equations
    • Dissertation, Monograph Series Institute for International Economic Studies, Stockholm University
    • Klein, P., 1997. Using the generalized schur form to solve a system of linear expectational difference equations. In: Papers on the Macroeconomics of Fiscal Policy (Dissertation, Monograph Series No. 33, Institute for International Economic Studies, Stockholm University).
    • (1997) In: Papers on the Macroeconomics of Fiscal Policy , vol.33
    • Klein, P.1
  • 9
    • 38249037398 scopus 로고
    • The design of feedback rules in linear stochastic rational expectations models
    • Levine P., Currie D. The design of feedback rules in linear stochastic rational expectations models. Journal of Economic Dynamics and Control. 11:1987;1-28.
    • (1987) Journal of Economic Dynamics and Control , vol.11 , pp. 1-28
    • Levine, P.1    Currie, D.2
  • 11
    • 0002586148 scopus 로고
    • International policy coordination in dynamic macroeconomic models
    • W.H. Buiter, & R.C. Marston. Cambridge: Cambridge University Press
    • Oudiz G., Sachs J. International policy coordination in dynamic macroeconomic models. Buiter W.H., Marston R.C. International Economic Policy Coordination. 1985;Cambridge University Press, Cambridge.
    • (1985) International Economic Policy Coordination
    • Oudiz, G.1    Sachs, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.