Probability models and robust policy rules
Year of publication: |
2012
|
---|---|
Authors: | Levine, Paul ; McAdam, Peter ; Pearlman, Joseph |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 56.2012, 2, p. 246-262
|
Subject: | Probability models | Interest-rate rules | Robustness | Bayes theorem | Structured uncertainty | Markov Chain Monte Carlo | Zero lower bound | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Regelbindung versus Diskretion | Rules versus discretion | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Zinspolitik | Interest rate policy | Niedrigzinspolitik | Low-interest-rate policy | Geldpolitik | Monetary policy | Monte-Carlo-Simulation | Monte Carlo simulation | Robustes Verfahren | Robust statistics | Risiko | Risk |
-
Monetary policy in an uncertain world : probability models and the design of robust monetary rules
Levine, Paul, (2012)
-
A toolkit for solving models with a lower bound on interest rates of stochastic duration
Eggertsson, Gauti B., (2021)
-
Asymmetric monetary policy rules for the euro area and the US
Maih, Junior, (2021)
- More ...
-
Bache, Ida Wolden, (2011)
-
Inflation-forecast-based rules and indeterminacy : a puzzle and a resolution
Levine, Paul, (2007)
-
Inflation forecast-based-rules and indeterminacy : a puzzle and a resolution
Levine, Paul, (2006)
- More ...