Should macroeconomic policy makers consider parameter covariances?

DOI10.1023/A:1008724519121zbMath0939.91102MaRDI QIDQ1975266

David A. Kendrick, Hans M. Amman

Publication date: 9 April 2000

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

zbMATH Keywords

stochastic optimizationlearningnumerical experimentsmacroeconomics

Mathematics Subject Classification ID

Stochastic programming (90C15) Macroeconomic theory (monetary models, models of taxation) (91B64)

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