Endogenous monetary policy with unobserved potential output

DOI10.1016/J.JEDC.2005.06.010zbMath1198.91144OpenAlexW3124091485MaRDI QIDQ956481

Francesco Lippi, Alex Cukierman

Publication date: 25 November 2008

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

Full work available at URL: https://www.bancaditalia.it/pubblicazioni/temi-discussione/2004/2004-0493/tema_493.pdf

zbMATH Keywords

inflationfilteringmonetary policyoutput gappotential output

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (5)

Uncertain potential output: implications for monetary policy in a small open economy ⋮ Inferring monetary policy objectives with a partially observed state ⋮ Identifying monetary policy shocks using the central bank's information set ⋮ Robust monetary policy, optimal delegation and misspecified potential output ⋮ The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations

Cites Work

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• Uncertain potential output: Implications for monetary policy
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Recursive Models of Dynamic Linear Economies

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