Essays on uncertainty and monetary policy:
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zsfassung in dt. Sprache |
| Physical Description: | Getr. Zählung graph. Darst. |
Staff View
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Record in the Search Index
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| adam_text | Titel: Essays on uncertainty and monetary policy
Autor: Ilek, Alex
Jahr: 2011
Table of contents
Summary page 8
Part 1 Introduction page 9
Part 2 Learning with Endogenous Gain page 12
2.1. Introduction of a structural model page 12
2.2. The introduction of the objective function page 15
2.3. The motivation behind the derivation of an endogenous gain
learning algorithm page 15
2.4. Derivation of endogenous gain page 20
2.5. Presentation of learning algorithm with endogenous gain page 25
Part 3 Learning with endogenous data page 27
3.1. Description of simulation results page 27
Part 4 Learning with exogenous data page 28
4.1. Description of simulation results page 28
Part 5 Endogenous gain learning applications page 29
5.1. Possible reasons for permanent misevaluation of the parameter variance page 29
Part 6- Maximum Likelihood estimation of the signal-to-noise ratio in small samples page 30
6.1. Simulation results page 31
Part 7 Conclusions page 32
Appendix A-The comparison between endogenous gain learning and Kalman
Filter learning under signal-to-noise ratio uncertainty in Monte-Carlo simulations page 33
Appendix B-The examination of maximum likelihood estimation bias of
parameter variance in small samples and its applications on endogenous
gain learning and Kalman Filter learning in Monte-Carlo simulations,T=40 page 47
Appendix C-The relationship between the KF gain and the parameters
misevaluation index page 54
References page 56
|
| any_adam_object | 1 |
| author | Ilek, Alex 1976- Ilek, Alex 1976- |
| author_GND | (DE-588)1016362935 |
| author_facet | Ilek, Alex 1976- Ilek, Alex 1976- |
| author_role | aut aut |
| author_sort | Ilek, Alex 1976- |
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| bvnumber | BV039836018 |
| ctrlnum | (OCoLC)766194119 (DE-599)HEB27793477X |
| dewey-full | 332.46 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.46 |
| dewey-search | 332.46 |
| dewey-sort | 3332.46 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| language | English |
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| spelling | Ilek, Alex 1976- Verfasser (DE-588)1016362935 aut Essays on uncertainty and monetary policy vorgelegt von Alex Ilek Learning under signal-to-noise ratio uncertainty 2011 Getr. Zählung graph. Darst. txt rdacontent n rdamedia nc rdacarrier Zsfassung in dt. Sprache Frankfurt am Main, Univ., Diss., 2010 Lernen (DE-588)4035408-8 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd rswk-swf Rationale Erwartung (DE-588)4121553-9 gnd rswk-swf Inflationsbekämpfung (DE-588)4161661-3 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Entscheidung bei Unsicherheit (DE-588)4070864-0 s Lernen (DE-588)4035408-8 s Geldpolitik (DE-588)4019902-2 s Rationale Erwartung (DE-588)4121553-9 s Inflationsbekämpfung (DE-588)4161661-3 s DE-188 Ilek, Alex 1976- (DE-588)1016362935 aut Learning under signal-to-noise ratio uncertainty HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024696013&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Learning under signal-to-noise ratio uncertainty Alex Ilek [u.a.] |
| spellingShingle | Ilek, Alex 1976- Ilek, Alex 1976- Essays on uncertainty and monetary policy Lernen (DE-588)4035408-8 gnd Geldpolitik (DE-588)4019902-2 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Rationale Erwartung (DE-588)4121553-9 gnd Inflationsbekämpfung (DE-588)4161661-3 gnd |
| subject_GND | (DE-588)4035408-8 (DE-588)4019902-2 (DE-588)4070864-0 (DE-588)4121553-9 (DE-588)4161661-3 (DE-588)4113937-9 |
| title | Essays on uncertainty and monetary policy |
| title_alt | Learning under signal-to-noise ratio uncertainty |
| title_auth | Essays on uncertainty and monetary policy |
| title_exact_search | Essays on uncertainty and monetary policy |
| title_full | Essays on uncertainty and monetary policy vorgelegt von Alex Ilek |
| title_fullStr | Essays on uncertainty and monetary policy vorgelegt von Alex Ilek |
| title_full_unstemmed | Essays on uncertainty and monetary policy vorgelegt von Alex Ilek |
| title_short | Essays on uncertainty and monetary policy |
| title_sort | essays on uncertainty and monetary policy |
| topic | Lernen (DE-588)4035408-8 gnd Geldpolitik (DE-588)4019902-2 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Rationale Erwartung (DE-588)4121553-9 gnd Inflationsbekämpfung (DE-588)4161661-3 gnd |
| topic_facet | Lernen Geldpolitik Entscheidung bei Unsicherheit Rationale Erwartung Inflationsbekämpfung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024696013&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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