Stochastic optimization and worst-case analysis in monetary policy design

Computational Economics

Volumn 30, Issue 4, 2007, Pages 329-347

  Ẑaković, Stan ^a   Wieland, Volker ^b,c   Rustem, Berc ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b GOETHE UNIVERSITY   (Germany)

^c CFS ^*

Author keywords

Euroarea; Minimax; Monetary policy rules; Robust control; Wanalysis

Indexed keywords

EID: 34948893438     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-005-9012-4     Document Type: Article

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