A new approach for modelling and understanding optimal monetary policy

DOI10.1016/J.ECONLET.2007.10.021zbMath1255.91292OpenAlexW2168625283MaRDI QIDQ1934826

Katarzyna Romaniuk

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.10.021

zbMATH Keywords

stochastic dynamic programmingportfolio choiceoptimal monetary policy

Mathematics Subject Classification ID

Stochastic programming (90C15) Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model

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