Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第25回ISCIE「確率システム理論と応用」国際シンポジウム(1993年11月, 大阪)
A New Approach to Stabilization Policy Problems in Stochastic Econometric and Control Systems
Hajime MyokenShin-ichi KamiyamaYukio UchidaKenji Kojima
著者情報
ジャーナル フリー

1994 年 1994 巻 p. 199-204

詳細
抄録
The main purpose of this paper is to provide an evaluation method associated with the use of statistical inference approach to policy rule and its simulation analysis. Namely, in stabilization policy problems done in the past, stochastic judgement is not developed in the adjustment between target and instrument vectors. In addition to the newly design analysis, we critically reconsidered methods and results of quantitative stabilization policy analysis in the previous works of combined control theory and macroeconomic policy problems. Before doing the above discussions, this paper also presents briefly expository implication and a configuration of structural analysis and policy design. Furthermore, we introduced the schematic diagram for discussing most aspects of econometric models investigating and investigated some evaluations of dynamic stabilization problems in linear stochastic models developed in the econometric and control engineering literatures.
著者関連情報
© 1994 ISCIE Symposium on Stochastic Systems Theory and Its Applications
前の記事 次の記事
feedback
Top