Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design

Stan Žaković, Volker Wieland and Berc Rustem

Computational Economics, 2007, vol. 30, issue 4, 329-347

Keywords: worst-case analysis; robust control; minimax; monetary policy rules; euro area (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (9)

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Related works:
Working Paper: Stochastic Optimization and Worst Case Analysis in Monetary Policy Design (2005)
Working Paper: Stochastic optimization and worst-case analysis in monetary policy design (2005)
Working Paper: Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design (2004)
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DOI: 10.1007/s10614-005-9012-4

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