The Optimal Control of Heteroscedastic Macroeconomic Models

Polito, Vito and Spencer, Peter (2016) The Optimal Control of Heteroscedastic Macroeconomic Models. Journal of Applied Econometrics. 1430–1444. ISSN 0883-7252



Copyright, Publisher and Additional Information: © John Wiley and Sons 2015. This is an author produced version of a paper published in Journal of Applied Econometrics. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Heteroscedasticity GARCH optimal control,Economics, Econometrics and Finance
  • Published: 1 December 2016
  • Published (online): 20 November 2015
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 12 Jan 2016 11:13
Last Modified: 18 May 2020 23:13
Published Version:
Status: Published
Refereed: Yes
Identification Number:


Filename: Polit_Spencer_May_2015.pdf

Description: Polit_Spencer_May_2015

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