Inferring monetary policy objectives with a partially observed state

DOI10.1016/J.JEDC.2014.11.008zbMath1402.91574OpenAlexW4298357865MaRDI QIDQ1624044

Gregory E. Givens, Michael K. Salemi

Publication date: 15 November 2018

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

Full work available at URL: https://mpra.ub.uni-muenchen.de/39353/1/MPRA_paper_39353.pdf

zbMATH Keywords

partial informationoptimal monetary policycentral bank preferences

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Changes in federal reserve preferences

Cites Work

• Generalized method of moments and inverse control
• Uncertain potential output: Implications for monetary policy
• Indicator variables for optimal policy under asymmetric information
• Endogenous monetary policy with unobserved potential output
• Smoothing and Interpolation with the State-Space Model
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Inference in Nonlinear Econometric Models with Structural Change
• A real-time data set for macroeconomists

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