Heterogenous information about the term structure of interest rates, least-squares learning and optimal interest rate rules /
Eijffinger, Sylvester C. W.
Schaling, Eric,1962-
Tesfaselassie, Mewael F.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2004.
"International macroeconomics."
Includes bibliographical references.
Interest rates.
Inflation (Finance)
Transmission mechanism (Monetary policy)
Rational expectations (Economic theory)
Kalman filtering.