Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design
Author(s) -
S. Žaković,
Volker Wieland,
Berç Rüstem
Publication year - 2006
Publication title -
computational economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.352
H-Index - 40
eISSN - 1572-9974
pISSN - 0927-7099
DOI - 10.1007/s10614-005-9012-4
Subject(s) - minimax , economics , monetary policy , inflation (cosmology) , econometrics , set (abstract data type) , simple (philosophy) , dynamic stochastic general equilibrium , shock (circulatory) , cover (algebra) , policy analysis , minification , limiting , mathematical optimization , mathematical economics , computer science , mathematics , macroeconomics , medicine , mechanical engineering , philosophy , physics , epistemology , theoretical physics , law , political science , engineering , programming language
worst-case analysis, robust control, minimax, monetary policy rules, euro area,
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