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Implementing optimal control in cointegrated I(1) structural VAR models
Monti, Francesca V., (2003)
Empirical models, rules, and optimization : turning positive economics on its head
Cattaneo, Andrea, (2000)
Notes on dynamic programming and optimal control
Maffezzoli, Marco, (1998)
Optimal policy with limited commitment
Kasa, Kenneth, (1994)
A comparison of discount rate models using international stock market data
Borrowing constraints and asset market dynamics : evidence from the Pacific Basin
Kasa, Kenneth, (1998)