Instrument Rules, Inflation Forecast Rules and Optimal Control Rules When Expectations are Rational

Author:

Holly Sean,Turner Paul

Publisher

Springer US

Reference59 articles.

1. Amman, H (1996), “Numerical Methods for Linear-Quadratic Models”, chapter 13 of Amman, H M, Kendrick, D A Rust and Rust, J (eds) Handbook of Computational Economics: Volume 1, Amsterdam: North Holland.

2. Amman, H and Kendrick, D (1992), “Forward Looking Variables in Deterministic Control”, Annals of Operational Research, Vol. 68, pp. 141–60.

3. Amman, H and Kendrick, D (1999), “Linear Quadratic Optimisation for Models with Rational Expectations”, Mimeo, Macroeconomic Dynamics (forthcoming).

4. Anderson, P A (1979), “Rational Expectations Forecasts from Nonrational Models”, Journal of Monetary Economics, Vol. 5, pp. 67–80.

5. Anderson, G (1998), “A Reliable and Computationally Efficient Algorithm for Imposing the Saddlepoint Property in Dynamic Models”, Mimeo, Federal Reserve Board.

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