Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting
Year of publication: |
2004-08-11
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Authors: | Tesfaselassie, Mewael ; Schaling, Eric ; Eijffinger, Sylvester |
Institutions: | Econometric Society |
Subject: | Learning | Rational Expectations | Separation Principle | Kalman Filter | Term Structure of Interest Rates |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society North American Summer Meetings 2004 Number 78 |
Classification: | C53 - Forecasting and Other Model Applications ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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Schaling, Eric, (2004)
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Eijffinger, Sylvester C W, (2004)
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Learning, inflation expectations and optimal monetary policy
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