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Optimal Control and Filtering in Linear Forward-looking Economies: A Toolkit. (2003). Lippi, Francesco ; Gerali, Andrea.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:3706.

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Cited: 27

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  1. .

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  2. Disinflationary shocks and inflation target uncertainty. (2019). Ropele, Tiziano ; Neri, Stefano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1230_19.

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  3. The Importance of Commitment in the New Keynesian Model. (2010). Lam, Jean-Paul.
    In: Working Papers.
    RePEc:wat:wpaper:1008.

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  4. Optimal Monetary Policy and Asset Prices: the case of Colombia. (2009). Prada Sarmiento, Juan ; Lopez, Martha R..
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:006299.

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  5. MONETARY POLICY FORECASTING IN A DSGE MODEL WITH DATA THAT IS UNCERTAIN, UNBALANCED AND ABOUT THE FUTURE. (2009). Rodriguez, Diego ; Rojas, Luis ; Mahadeva, Lavan ; Gonzalez, Andres ; Gomez, Andres Gonzalez.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:005480.

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  6. Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future. (2009). Rodriguez, Diego ; Rojas, Luis ; Mahadeva, Lavan ; Gonzalez, Andres ; Gomez, Andres Gonzalez.
    In: Borradores de Economia.
    RePEc:bdr:borrec:559.

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  7. Monetary Policy and Potential Output Uncertainty: A Quantitative Assessment. (2007). Delle Chiaie, Simona.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:94.

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  8. Information variables for monetary policy in an estimated structural model of the euro area. (2007). Neri, Stefano ; Lippi, Francesco.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:4:p:1256-1270.

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  9. The lending channel under optimal choice of monetary policy. (2007). Milne, Alistair ; Kilponen, Juha.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2007_033.

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  10. Real Balance Effects and Monetary Policy. (2006). Piergallini, Alessandro.
    In: Economic Inquiry.
    RePEc:oup:ecinqu:v:44:y:2006:i:3:p:497-511.

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  11. Solving Models with Imperfect and Asymmetric Information. (2005). Kowal, Pawel.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0505025.

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  12. National Accounts Revisions and Output Gap Estimates in a Model of Monetary Policy with Data Uncertainty. (2005). Muscatelli, Alex ; Mahadeva, Lavan.
    In: Discussion Papers.
    RePEc:mpc:wpaper:14.

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  13. Endogenous monetary policy with unobserved potential output. (2005). Lippi, Francesco ; Cukierman, Alex.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:11:p:1951-1983.

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  14. Is there a cost channel of monetary policy transmission? An investigation into the pricing behavior of 2,000 firms. (2004). Gaiotti, Eugenio ; Secchi, Alessandro.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0412010.

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  15. Robust expectations and uncertain models – A robust control approach with application to the New Keynesian economy. (2004). Kilponen, Juha.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0404004.

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  16. Real Balance Effects, Determinacy and Optimal Monetary Policy. (2004). Piergallini, Alessandro.
    In: MPRA Paper.
    RePEc:pra:mprapa:59832.

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  17. Implications of a Changing Economic Structure for the Strategy of Monetary Policy. (2004). Walsh, Carl.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt84g1q1g6.

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  18. Implications of a Changing Economic Structure for the Strategy of Monetary Policy. (2004). Walsh, Carl.
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt84g1q1g6.

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  19. Is there a cost channel of monetary policy transmission? An investigation into the pricing behaviour of 2,000 firms. (2004). Gaiotti, Eugenio ; Secchi, Alessandro.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_525_04.

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  20. Information variables for monetary policy in a small structural model of the euro area. (2004). Neri, Stefano ; Lippi, Francesco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_511_04.

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  21. Endogenous monetary policy with unobserved potential output. (2004). .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_493_04.

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  22. Pitfalls of monetary policy under incomplete information: imprecise indicators and real indeterminacy. (2004). Gaiotti, Eugenio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_488_04.

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  23. Endogenous Monetary Policy with Unobserved Potential Output. (2003). Lippi, Francesco ; Cukierman, Alex.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:26.

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  24. A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy. (2003). Mash, Richard.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:173.

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  25. Information Variables for Monetary Policy in a Small Structural Model of the Euro Area. (2003). Neri, Stefano ; Lippi, Francesco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4125.

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  26. Endogenous Monetary Policy with Unobserved Potential Output. (2003). Lippi, Francesco ; Cukierman, Alex.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3763.

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  27. Monetary policy with unobservedpotential output. (2003). Lippi, Francesco.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:19-11.

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References

References cited by this document

  1. [1] Backus, David and John Driffill, 1986, The consistency of optimal policy in stochastic rational expectations models, CEPR Discussion Paper No. 124.

  2. [10] Svensson, Lars O.E. and Michael Woodford, 2000. Indicator variables for optimal policy. Mimeo, Princeton University, NJ.

  3. [11] Svensson, Lars O.E. and Michael Woodford, 2002. Optimal policy with partial information in a forward looking model: a certainty-equivalence redux. Mimeo, Princeton University, NJ.

  4. [12] Woodford, Michael, 1999. Optimal Monetary Policy Inertia, NBER working paper No. 7261.

  5. [2] Clarida, Richard, Jordi Gal´i and Mark Gertler, 1999. The Science of Monetary Policy: A New-Keynesian Perspective. Journal of Economic Literature. Vol. 37, pp.1661-707.

  6. [3] Currie, David and Paul Levine, 1985, Time inconsistency and optimal policies in deterministic and stochastic worlds, Prism Research Papers 30, Queen Mary College, London.

  7. [4] Ehrmann, Michael and Frank Smets, 2001 Uncertain potential output: implications for monetary policy, ECB working paper No.59.

  8. [5] Ljungqvist, Lars and Thomas J. Sargent 2002, Stackelberg Plans, mimeo, Stanford University.
    Paper not yet in RePEc: Add citation now
  9. [6] Ljungqvist, Lars and Thomas J. Sargent 2000, Recursive Macroeconomic Theory, MIT Press.
    Paper not yet in RePEc: Add citation now

  10. [7] Orphanides, A., 2000, The quest for prosperity without inflation, manuscript, Board of Governors of the Federal Reserve System.

  11. [8] Orphanides, A., 2001, Monetary Policy Rules based on Real-Time Data, American Economic Review, Vol.91(4): 964-985.

  12. [9] Soderlind, Paul (1999) Solution and estimation of rational expectations models with optimal policy, European Economic Review, 43, pp.813-23.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14092.

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  2. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
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  3. Timeless perspective policymaking: When is discretion superior?. (2008). Dennis, Richard.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-21.

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  4. Solution of RE Models with Anticipated Shocks and Optimal Policy. (2007). Wohltmann, Hans-Werner ; Winkler, Roland.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:6877.

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  5. Optimal Monetary Policy Rules for the Euro Area in a DSGE Framework. (2007). Ilbas, Pelin.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:59.

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  6. Model uncertainty and monetary policy. (2007). Dennis, Richard.
    In: Working Paper Series.
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  7. On the contingency of equilibrium exchange rates with time- consistent economic policies. (2007). Ducoudré, Bruno ; Bouveret, Antoine ; Ducoudre, Bruno .
    In: Documents de Travail de l'OFCE.
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  8. Monetary Policy with Model Uncertainty: Distribution Forecast Targeting. (2007). Williams, Noah ; Svensson, Lars.
    In: CEPR Discussion Papers.
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  9. Accession to the Euro-area: A stylized analysis using a NK model. (2007). van Aarle, Bas ; Garretsen, Harry ; Garretsen H., ; Moons C., .
    In: Working Papers.
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  10. Monetary policy in the new-Keynesian model: An application to the Euro-Area. (2007). van Aarle, Bas ; Garretsen, Harry ; Fornero, Jorge ; Garretsen H., ; Moons C., .
    In: Working Papers.
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  11. Linear-Quadratic Approximation of Optimal Policy Problems. (2006). Woodford, Michael ; Benigno, Pierpaolo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12672.

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  12. Methods for Robust Control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
    In: Working Papers.
    RePEc:igi:igierp:307.

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  13. Methods for robust control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
    In: Working Paper Series.
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  14. Optimal monetary policy with uncertainty about financial frictions. (2006). Moessner, Richhild.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006639.

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  15. Linear-Quadratic Approximation of Optimal Policy Problems. (2006). Woodford, Michael ; Benigno, Pierpaolo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5964.

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  16. Methods for Robust Control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5638.

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  17. Optimal discretionary policy in rational expectations models with regime switching. (2006). Moessner, Richhild.
    In: Bank of England working papers.
    RePEc:boe:boeewp:299.

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  18. Optimal monetary policy in Markov-switching models with rational expectations agents. (2006). Zampolli, Fabrizio ; Blake, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:298.

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  19. Monetary policy with model uncertainty: distribution forecast targeting. (2005). Williams, Noah ; Svensson, Lars.
    In: Discussion Paper Series 1: Economic Studies.
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  20. Monetary Policy with Judgment: Forecast Targeting. (2005). Svensson, Lars.
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  21. Monetary Policy with Model Uncertainty: Distribution Forecast Targeting. (2005). Williams, Noah ; Svensson, Lars.
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  22. Monetary Policy with Judgment: Forecast Targeting. (2005). Svensson, Lars.
    In: International Journal of Central Banking.
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  23. Optimal discretionary policy and uncertainty about inflation persistence. (2005). Moessner, Richhild.
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  24. Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy. (2004). Nolan, Charles ; Chadha, Jagjit.
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  25. Inflation Targeting and Exchange Rate Pass-Through. (2004). Flamini, Alessandro.
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  26. Empirical and policy performance of a forward-looking monetary model. (2004). Williams, Noah ; Onatski, Alexei.
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  27. Implementing Optimal Policy Through Inflation-Forecast Targeting. (2004). Woodford, Michael ; Svensson, Lars.
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  28. CPI Inflation Targeting and Exchange Rate Pass-through. (2003). Flamini, Alessandro.
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  29. Implementing Optimal Policy through Inflation-Forecast Targeting. (2003). Woodford, Michael ; Svensson, Lars.
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  30. Monetary Policy and Real Stabilization. (2003). Svensson, Lars.
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  31. Optimal Policy with Partial Information in a Forward-Looking Model: Certainty-Equivalence Redux. (2003). Woodford, Michael ; Svensson, Lars.
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  32. Optimal Control and Filtering in Linear Forward-looking Economies: A Toolkit. (2003). Lippi, Francesco ; Gerali, Andrea.
    In: CEPR Discussion Papers.
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  33. Optimal Monetary Policy When Interest Rates are Bounded at Zero. (2002). Nishiyama, Shin-Ichi ; Kato, Ryo.
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  35. Targeting Nominal Income Growth or Inflation?. (2002). Jensen, Henrik.
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  36. Optimal Monetary Policy When Interest Rates are Bound at Zero. (2001). Nishiyama, Shin-Ichi ; Kato, Ryo.
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  37. Targeting Inflation with a Prominent Role for Money. (2001). Söderström, Ulf.
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  38. Monetary Policy and Market Interest Rates. (2001). Söderström, Ulf ; Ellingsen, Tore.
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  39. Indicator Variables for Optimal Policy. (2000). Woodford, Michael ; Svensson, Lars.
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  40. Average Inflation Targeting. (2000). Vestin, David ; Nessen, Marianne.
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  41. Indicator Variables for Optimal Policy. (2000). Woodford, Michael ; Svensson, Lars.
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  42. Optimal Monetary Policy Inertia. (2000). Woodford, Michael.
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  43. Indicator variables for optimal policy. (2000). Woodford, Michael ; Svensson, Lars.
    In: Proceedings.
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  44. Indicator variables for optimal policy. (2000). Woodford, Michael ; Svensson, Lars.
    In: Working Paper Series.
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  45. Optimal Monetary Policy Inertia. (1999). Woodford, Michael.
    In: NBER Working Papers.
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  46. Price Stability as a Target for Monetary Policy: Defining and Maintaining Price Stability. (1999). Svensson, Lars ; Kazmi, Mumtaz.
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  47. Inflation Targeting as a Monetary Policy Rule. (1998). Svensson, Lars.
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  48. Inflation Targeting: Some Extensions. (1997). Svensson, Lars.
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  49. Why Exchange Rate Bands? Monetary Independence in Spite of Fixed Exchange Rates. (1992). Svensson, Lars.
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  50. Nominally Sovereign Debt, Risk Shifting, and Reputation. (1987). Grossman, Herschel ; Van Huyck, John B..
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