Dynamic specifications in optimizing trend-deviation macro models.

DOI10.1016/S0165-1889(01)00086-0zbMath1100.91549OpenAlexW3121618175MaRDI QIDQ1605213

P. A. Tinsley, Sharon Kozicki

Publication date: 15 July 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00086-0

zbMATH Keywords

Phillips curveNew Keynesian macro modelsOptimizing ISTime-varying term premiums

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62)

Related Items (4)

Minding the gap: Central bank estimates of the unemployment natural rate ⋮ Consumption habits and humps ⋮ Multiplicative habit formation and consumption: a note ⋮ Stochastic control for economic models: past, present and the paths ahead

Cites Work

• Term structure views of monetary policy under alternative models of agent expectations
• Rational error correction
• Vector rational error correction
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

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