A robust Hansen-Sargent prediction formula

DOI10.1016/S0165-1765(00)00411-0zbMath0984.91055OpenAlexW2159685924MaRDI QIDQ5940893

Kenneth Kasa

Publication date: 20 August 2001

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00411-0

zbMATH Keywords

robust controlmodel uncertainty

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Consumer behavior, demand theory (91B42)

Related Items (3)

Solving generalized multivariate linear rational expectations models ⋮ Robust hidden Markov LQG problems ⋮ Solution of macromodels with Hansen-Sargent robust policies: some extensions

Cites Work

• Robust Permanent Income and Pricing
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