Linear-quadratic approximation of optimal policy problems
نویسندگان
چکیده
منابع مشابه
Linear-quadratic approximation of optimal policy problems
We consider a general class of nonlinear optimal policy problems involving forward-looking constraints (such as the Euler equations that are typically present as structural equations in DSGE models), and show that it is possible, under regularity conditions that are straightforward to check, to derive a problem with linear constraints and a quadratic objective that approximates the exact proble...
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ژورنال
عنوان ژورنال: Journal of Economic Theory
سال: 2012
ISSN: 0022-0531
DOI: 10.1016/j.jet.2011.10.012