Adaptive control in the presence of time-varying parameters

Author: Tucci M.P.

Source: Journal of Economic Dynamics and Control, Volume 22, Number 1, November 1997 , pp. 39-47(9)

Publisher: Elsevier

Keywords: Stochastic control; Time-varying parameters; Rational expectations; [JEL classification codes] C63

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/S0165-1889(97)00062-6

Affiliations: 1: Facolta di Giurisprudenza, Piazza San Francesco 7, 53 100 Siena, Italy

Publication date: 1997-11-01

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