Commentary: Some Methodological Suggestions

Methodological suggestions are made for two separate issues. First, I show how a consistent estimate of the level of the expected inflation can be gleaned from inflation swap rates. Second, I indicate how the dynamic general equilibrium model in question can be modified to generate the observed persistence in commodity price movements.

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Year of publication:	2011
Authors:	Hayashi, Fumio
Published in:	International Journal of Central Banking. - International Journal of Central Banking. - Vol. 7.2011, 1, p. 217-223
Publisher:	International Journal of Central Banking

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Extent:	application/pdf text/html
Type of publication:	Article
Language:	English
Classification:	E52 - Monetary Policy (Targets, Instruments, and Effects) ; G13 - Contingent Pricing; Futures Pricing ; Q43 - Energy and the Macroeconomy
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008855743