MC André, M Dai - The BE Journal of Macroeconomics, 2023 - degruyter.com
This paper studies how adaptive learning affects the interactions between monetary policy, stock prices and the optimal degree of Rogoff conservatism in a New Keynesian DSGE …
MC André, SM Espidio - Latin American Journal of Central Banking, 2024 - Elsevier
We study for a benchmark small open emerging economy an optimal robust monetary policy à la Hansen and Sargent (2003) considering additive model uncertainty. The robust control …
MC André, M Dai - The BE Journal of Macroeconomics, 2018 - degruyter.com
We study in a New Keynesian framework the consequences of adaptive learning for the design of robust monetary policy. Compared to rational expectations, the fact that private …
We study for a benchmark small open emerging economy an optimal robust monetary policy à la Hansen and Sargent (2003) considering additive model uncertainty. The robust control …
We study the impact of adaptive learning for the design of a robust monetary policy using a small open-economy New Keynesian model. We find that slightly departing from rational …