On the use of the Kalman filter for monetary policy purposes
Year of publication: |
2005
|
---|---|
Authors: | Basdevant, Olivier |
Published in: |
Monetary policy in transition : theoretical and practical issues. - New York : Nova Science Publishers, ISBN 1-59454-546-4. - 2005, p. 53-74
|
Subject: | Zustandsraummodell | State space model | Geldpolitik | Monetary policy | Inflationserwartung | Inflation expectations | Rationale Erwartung | Rational expectations | Lernprozess | Learning process | Theorie | Theory |
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