Learning and loss functions: comparing optimal and operational monetary policy rules

DOI10.1504/IJMMNO.2014.059941zbMath1303.91117OpenAlexW2169102574MaRDI QIDQ478015

Eric Gaus, Srikanth Ramamurthy

Publication date: 10 December 2014

Published in: International Journal of Mathematical Modelling and Numerical Optimisation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijmmno.2014.059941

zbMATH Keywords

Markov chain Monte Carloadaptive learningrational expectationsMCMCBayesian econometrics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Numerical analysis or methods applied to Markov chains (65C40)

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