Central Bank Research Hub - JEL classification C61: Optimization Techniques; Programming Models; Dynamic Analysis

Title Author(s)

Along but beyond mean-variance: Utility maximization in a semimartingale model

Bank of Finland Discussion Papers [View] (Paper: 2008/05, 02.04.2008)

JEL: C61, G11

Loose Commitment

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0916, 21.01.2008)

JEL: C61, C63, E61, E62

Diagnosing and Treating Bifurcations in Perturbation Analysis of Dynamic Macro Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2007-14, 01.05.2007)

JEL: C61, C63, E52

Model Uncertainty and Monetary Policy

San Francisco Fed Working Papers [View] (Paper: 2007-09, 11.04.2007)

JEL: C61, E52, E62

Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis

Bank of Canada Working papers [View] (Paper: 2007-13, 28.02.2007)

JEL: C0, C14, C15, C51, C52, C61, C65, E6, G1, H63

Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence

Bank of Canada Working papers [View] (Paper: 2006-38, 26.10.2006)

JEL: C61, G12, G13

Quantifying the impact of structural reforms

European Central Bank Working papers [View] (Paper: 0666, 18.08.2006)

JEL: C61, E32

Methods for Robust Control

San Francisco Fed Working Papers [View] (Paper: 2006-10, 11.04.2006)

JEL: C61, E52, E58

Higher-Order Perturbation Solutions to Dynamic, Discrete-Time Rational Expectations Models

San Francisco Fed Working Papers [View] (Paper: 2006-01, 02.02.2006)

JEL: C61, C63, E37

Solving Stochastic Money-in-the-Utility-Function Models

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-52, 05.12.2005)

JEL: C61, C62, D81, D84, E40, G12

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