Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting

Eric Schaling (), Sylvester Eijffinger and Mewael F. Tesfaselassie

No 2004-14, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: information; term structure of interest rates; least squares; optimization; inflation; forecasting; learning; rational expectations; kalman filter (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... a4c35dee501/download (application/pdf)

Related works:
Working Paper: Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting (2004)
Working Paper: Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:e434b2ac-a7e4-4662-a688-2f3f9c20bd31

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().