Financial stability under model uncertainty

Kantur Zeynep; Ozcan Gulserim

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Financial stability under model uncertainty

机译：模型不确定性下的金融稳定性

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This paper studies how asset price model misspecification affects the conduct of monetary policy under commitment in a New Keynesian model using robust control techniques. We find that monetary policy reacts aggressively to both asset price and inflation shocks to guard herself against worst-case outcome. (C) 2018 Elsevier B.V. All rights reserved.

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来源
《Economics letters》 |2018年第12期|65-68|共4页
作者
Kantur Zeynep; Ozcan Gulserim;
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作者单位

Bilkent Univ, Dept Econ, TR-06800 Ankara, Turkey;

Bilkent Univ, Dept Econ, TR-06800 Ankara, Turkey;

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原文格式 PDF
正文语种 eng
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关键词
Asset price; Robust control; Model uncertainty; Optimal monetary policy;

机译：资产价格;鲁棒控制;模型不确定性;最优货币政策;

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Financial stability under model uncertainty

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