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MITIGATION OF THE LUCAS CRITIQUE WITH STOCHASTIC CONTROL METHODS

Amman, Hans; Kendrick, David - Society for Computational Economics - SCE - 2000

Lucas (1976) pointed out, that when optimization is performed on a deterministic macro model, the resulting policy may not reflect the true optimal solution. Private agents may react to announced policies and consequently model parameters will start to drift. The aim of this paper is to develop...

Persistent link: https://www.econbiz.de/10005706353

A Classification System for Economic Stochastic Control Models

Kendrick, David; Amman, Hans - In: Computational Economics 27 (2006) 4, pp. 453-481

Persistent link: https://www.econbiz.de/10005701584

Computational Economics: Help for the Underestimated Undergraduate

Amman, Hans; Kendrick, David; Mercado, Ruben - Society for Computational Economics - SCE - 2004

I provided an abstract earlier

Persistent link: https://www.econbiz.de/10005132786

LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS

Amman, Hans; Kendrick, David - In: Macroeconomic Dynamics 3 (1999) 04, pp. 534-543

Persistent link: https://www.econbiz.de/10005264854

Computational Economics: Help for the Underestimated Undergraduate

Kendrick, David; Mercado, P.; Amman, Hans - In: Computational Economics 27 (2006) 2, pp. 261-271

Persistent link: https://www.econbiz.de/10005674155

Teaching Macroeconomics with GAMS

Mercado, P.Ruben; Kendrick, David A.; Amman, Hans - In: Computational economics 12 (1998) 2, pp. 125-150

Persistent link: https://www.econbiz.de/10007061087

Should Macroeconomic Policy Makers Consider Parameter Covariances?

Amman, Hans M.; Kendrick, David - Society for Computational Economics - SCE

Persistent link: https://www.econbiz.de/10005706443

The DUALI/DUALPC Software for Optimal Control Models: Introduction

Amman, Hans M.; Kendrick, David A. - Department of Economics, University of Texas-Austin - 1996

The DUALI/DUALPC software is a system for solving quadratic-linear opimal control models. DUALI (pronounced "dual-I") provides a graphical interface for both deterministic and stochastic models as well as solvers for deterministic models and for passive learning stochastic models. DUALPC...

Persistent link: https://www.econbiz.de/10005523142

Linear Quadratic Optimization for Models with Rational Expectations

Amman, Hans M.; Kendrick, David A. - Department of Economics, University of Texas-Austin - 1997

N/A

Persistent link: https://www.econbiz.de/10005523150

Programming Languages in Economics

Amman, Hans M.; Kendrick, David A. - Department of Economics, University of Texas-Austin - 1995

N/A

Persistent link: https://www.econbiz.de/10005523151