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Filtrado por: Tema C02 - Mathematical Methods

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A Random Walk, Markov Model for the Distribution of Time Series

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Creator:	Litterman, Robert B.
Series:	Working paper (Federal Reserve Bank of Minneapolis. Research Department)
Number:	190
Palabra clave:	Time series analysis, Roque Fernandez, Markov process, and Chow-Lin
Tema:	C22 - Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes and C02 - Mathematical Methods

Notes on Difference Equations and Lag Operations

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Creator:	Sargent, Thomas J.
Series:	Working paper (Federal Reserve Bank of Minneapolis. Research Department)
Number:	021
Palabra clave:	Lag operations and Difference equations
Tema:	C02 - Mathematical Methods

Notes on Control and Prediction

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Creator:	Sargent, Thomas J.
Series:	Working paper (Federal Reserve Bank of Minneapolis. Research Department)
Number:	229
Palabra clave:	Inverse Z-transform, Recursive projection formula, Inverse optimal control problem, Univariate optimization problem, Geometric distributed leads, and Linear prediction problem
Tema:	C02 - Mathematical Methods

"Rational" Expectations, the Optimal Monetary Instrument and the Optimal Money Supply Rule

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Creator:	Sargent, Thomas J. and Wallace, Neil
Series:	Working paper (Federal Reserve Bank of Minneapolis. Research Department)
Number:	025
Palabra clave:	Money supply, Interest rates, Macroeconomic models, and Rational expectations
Tema:	E51 - Money Supply; Credit; Money Multipliers and C02 - Mathematical Methods