Report

Optimal control of the money supply


Abstract: Using optimal control theory and a vector autoregressive representation of the relationship between money and interest rates, one can derive a feedback control procedure which defines the best possible tradeoff between money supply fluctuations and interest rate volatility and which could be used to reduce both from their current levels.

https://doi.org/10.21034/sr.82

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Provider: Federal Reserve Bank of Minneapolis

Part of Series: Staff Report

Publication Date: 1983

Number: 82