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Optimal Feedback and Feedforward Stabilisation of Exchange
Adaptive Econometric Forecasting Using an Approximate
Controlling an Econometric Model Using Different Coefficient Sets
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aggregate analysis anticipated assumed bandwidth behaviour buffer stock Chow closed loop coefficients commodity commodity market computed consumption control rule covariance matrix decentralised decision rules defined delivered price demand denotes deterministic deviations dynamic econometric model effects endogenous endogenous variables equation equilibrium estimates exchange rate exogenous farm price feedback rules firm fiscal policy forecasting foreign exchange market given Hughes Hallett incomes policy inflation initial jump input intervention Kydland lagged linear macroeconomic market place matrix maximise minimise model versions money supply objective function oil prices open loop optimal control optimal policy optimisation output parameters perfect information period Phillips curve policy maker policy variables prediction error price level price stability price targets production Proposition rational expectations reduced form schemes simulation solution spatial specified stabilisation policy STAGE2R stochastic control strategy Theorem threat point tion transportation cost unanticipated uncertainty frontier values vector wage