THE SIGNAL EXTRACTION PROBLEM REVISITED: A NOTE ON ITS IMPACT ON A MODEL OF MONETARY POLICY

DOI10.1017/S1365100509090294zbMath1193.91083MaRDI QIDQ3583031

Benjamin D. Keen

Publication date: 26 August 2010

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

business cyclesmonetary policyimperfect informationsignal extractionNew Keynesian models

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economics of information (91B44) Dynamic stochastic general equilibrium theory (91B51)

Related Items (2)

Invertible and non-invertible information sets in linear rational expectations models ⋮ Fitting observed inflation expectations

Cites Work

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• INFLATION RISK AND OPTIMAL MONETARY POLICY
• Time to Build and Aggregate Fluctuations
• Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
• LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION

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