Optimal Control for Econometric Models

Edited by Sean Holly, Berç Rüstem and Martin B. Zarrop

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 1979
ISBN: 978-1-349-16092-1
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Chapters in this book:

Ch 1 A Control Theory Framework for Policy Analysis

J. H. Westcott, M. B. Zarrop, Sean Holly, B. Rüstem and R. Becker

Ch 2 Effective Use of Econometric Models in Macroeconomic Policy Formulation

Gregory C. Chow

Ch 3 Recent Developments in Policy Optimisation for an Open Monetary Economy

John Helliwell

Ch 4 The Role of Feedback in Macroeconomic Policy

D. A. Livesey

Ch 5 Control Methods and Quantitative Economic Policy

Mark Salmon and Peter Young

Ch 6 Iterative Respecification of the Quadratic Objective Function

B. Rüstem, J. H. Westcott, M. B. Zarrop, Sean Holly and R. Becker

Ch 7 The Sensitivity of Optimal Policies to Parametric and Stochastic Changes

A. Hughes-Hallett

Ch 8 Control Exercises with a Small Linear Model of the UK Economy

Sean Holly, B. Rüstem, J. H. Westcott, M. B. Zarrop and R. Becker

Ch 9 Adaptive Control of Macroeconomic Models with Measurement Error

David Kendrick

Ch 10 Control of the LBS Econometric Model via a Control Model

M. B. Zarrop, Sean Holly, B. Rüstem, J. H. Westcott and M. O’Connell

Ch 11 Managing the Modern Economy: Econometric Specification

Lawrence Klein

Ch 12 Economic Policy Formulation in a Large-scale Model

Terry Barker

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DOI: 10.1007/978-1-349-16092-1

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