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Monetary policy objectives and economic outcomes : what can we learn from a wavelet-based optimal control approach?

Crowley, Patrick M.; Hudgins, David - In: The Manchester School 90 (2022) 2, pp. 144-170

Persistent link: https://www.econbiz.de/10013162690

Fiscal policy tracking design in the time : frequency domain using wavelet analysis

Crowley, Patrick M.; Hudgins, David - In: Economic modelling 51 (2015), pp. 502-514

Persistent link: https://www.econbiz.de/10011476134

Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control

Crowley, Patrick M.; Hudgins, David - 2016

Persistent link: https://www.econbiz.de/10011524358

Euro area monetary and fiscal policy tracking design in the timefrequency domain

Crowley, Patrick M.; Hudgins, David - 2015

Persistent link: https://www.econbiz.de/10011327680

What is the right balance between US monetary and fiscal policy? : explorations using simulated wavelet-based optimal tracking control

Crowley, Patrick M.; Hudgins, David - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1537-1568

Persistent link: https://www.econbiz.de/10011950278

Wavelet-based monetary and fiscal policy in the Euro area

Crowley, Patrick M.; Hudgins, David - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 2, pp. 206-231

Persistent link: https://www.econbiz.de/10011896376

Modelling a small open economy using a wavelet-based control model

Hudgins, David; Crowley, Patrick M. - 2017

Persistent link: https://www.econbiz.de/10011750757

Stress-testing U.S. macroeconomic policy : a computational approach using stochastic and robust designs in a wavelet-based optimal control framework

Hudgins, David; Crowley, Patrick M. - In: Computational economics 53 (2019) 4, pp. 1509-1546

Persistent link: https://www.econbiz.de/10012135574

Euro Area Monetary and Fiscal Policy Tracking Design in the Time-Frequency Domain

Crowley, Patrick M. - 2015

This paper first applies the MODWT (Maximal Overlap Discrete Wavelet Transform) to Euro Area quarterly GDP data from 1995-2014 to obtain the underlying cyclical structure of the GDP components. We then design optimal fiscal and monetary policy within a large state-space LQ-tracking wavelet...

Persistent link: https://www.econbiz.de/10013017295

Fiscal Policy Tracking Design in the Time Frequency Domain Using Wavelet Analysis

Crowley, Patrick M. - 2015

In this paper discrete wavelet filtering techniques are applied to decompose macroeconomic data so that they can be simultaneously analyzed in both the time and frequency domains. The MODWT (Maximal Overlap Discrete Wavelet Transform) is applied to U.S. quarterly GDP data from 1947-2012 to...

Persistent link: https://www.econbiz.de/10013030975