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Model uncertainty, robust policies, and the value of commitment
Kasa, Kenneth (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576291
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Model uncertainty, robust policies, and the value of commitment
Kasa, Kenneth - In: Macroeconomic dynamics 6 (2002) 1, pp. 145-166
Persistent link: https://www.econbiz.de/10001659477
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Learning and model validation : an example
Cho, In-Koo; Kasa, Kenneth - In: Macroeconomics at the service of public policy, (pp. 80-98). 2013
Persistent link: https://www.econbiz.de/10009723592
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Learning and model validation
Cho, In-Koo; Kasa, Kenneth - In: The review of economic studies 82 (2015) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10011719942
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Model Averaging and Persistent Disagreement
Cho, In-Koo - 2019
The authors consider the following scenario: Two agents construct models of an endogenous price process. One agent thinks the data are stationary, the other thinks the data are nonstationary. A policymaker combines forecasts from the two models using a recursive Bayesian model averaging...
Persistent link: https://www.econbiz.de/10012901590