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Optimal Control for Econometric Models

An Approach to Economic Policy Formulation

  • Sean Holly
  • Berç Rüstem
  • Martin B. Zarrop

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Part I

    1. Front Matter
      Pages 1-1
    2. J. H. Westcott, M. B. Zarrop, S. Holly, B. Rüstem, R. Becker
      Pages 3-28
  3. Aspects of Theory and Policy

    1. Front Matter
      Pages 29-29
    2. Mark Salmon, Peter Young
      Pages 74-105
    3. B. Rüstem, J. H. Westcott, M. B. Zarrop, S. Holly, R. Becker
      Pages 106-133
  4. Stabilisation Policies with Small Linear Econometric Models

    1. Front Matter
      Pages 165-165
    2. S. Holly, B. Rüstem, J. H. Westcott, M. B. Zarrop, R. Becker
      Pages 167-203
  5. Stabilisation Policies with Large Nonlinear Econometric Models

    1. Front Matter
      Pages 229-229
    2. M. B. Zarrop, S. Holly, B. Rüstem, J. H. Westcott, M. O’Connell
      Pages 231-264
  6. Back Matter
    Pages 300-303

About this book

Keywords

algorithms econometrics economic policy Government Mathematica modeling monetary policy optimal control optimization policy-making Pontryagin-Type Simulation structural change time series unemployment

Editors and affiliations

  • Sean Holly
    • 1
  • Berç Rüstem
    • 2
  • Martin B. Zarrop
    • 1
  1. 1.Imperial College LondonUK
  2. 2.London School of EconomicsUK

Bibliographic information

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