Generalized method of moments and inverse control

DOI10.1016/j.jedc.2007.11.007zbMath1181.91193OpenAlexW2014501932MaRDI QIDQ844778

Gregory E. Givens, Michael K. Salemi

Publication date: 19 January 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://capone.mtsu.edu/berc/working/givens&salemi.pdf

zbMATH Keywords

GMMoptimal monetary policypolicy objectivessimple rules

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Inferring monetary policy objectives with a partially observed state

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Uncertain potential output: Implications for monetary policy
• The Solution of Linear Difference Models under Rational Expectations
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Inflation Persistence
• An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications

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