Optimal monetary policy under uncertainty in DSGE models: a markov jump-linear-quadratic approach
Our previous work develops methods to study optimal policy in Markov jump-linear-quadratic (MJLQ) models with forward-looking variables: models with conditionally linear dynamics and conditionally quadratic preferences, where the matrices in both preferences and dynamics are random (Svensson and Wil...
Guardado en:
Autores principales: | , |
---|---|
Formato: | Artículo |
Lenguaje: | eng |
Publicado: |
Banco Central de Chile
2019
|
Materias: | |
Acceso en línea: | https://hdl.handle.net/20.500.12580/3747 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|