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Forward guidance under disagreement : evidence from the fed's dot projections

Detmers, Gunda-Alexandra - 2016

This paper compares the effectiveness of date- and state-based forward guidance issued by the Federal Reserve since mid-2011 accounting for the influence of disagreement within the FOMC. Effectiveness is investigated through the lens of interest rates’ sensitivity to macroeconomic news and I...

Persistent link: https://www.econbiz.de/10011550316

What keeps long-term U.S. interest rates so low?

Akram, Tanweer; Li, Huiqing - In: Economic modelling 60 (2017), pp. 380-390

Persistent link: https://www.econbiz.de/10011734256

Interest rate control in a model of monetary policy

Dale, Spencer; Haldane, Andrew G. - 1993

Persistent link: https://www.econbiz.de/10000870636

Does Fed Funds Target Interest Rate Lead Bank of England’s Bank Rate and European Central Bank’s Key Interest Rate?

Çelik, Sadullah; Deniz, Pinar - 2009

It has been a long debate whether Fed Funds target interest rate (FFTR) has significant explanatory power on interest rates in other countries. In this paper, we analyze the effects of FFTR on Bank of England (BOE) bank rate and European Central Bank (ECB) key interest rate employing - the...

Persistent link: https://www.econbiz.de/10014208847

How Does the Fed Manage Interest Rate Expectations?

Tietz, Robin - 2019

I provide empirical evidence that Fed officials use their speeches to guide short-term interest rate expectations. Measures of misalignment between market and central bankers' expectations predict tone in speeches about monetary policy and that central bankers mention market expectations...

Persistent link: https://www.econbiz.de/10012898044

Interest Rate Control in a Model of Monetary Policy

Dale, Spencer; Haldane, Andrew - 2003

A monetary economy comprises a vast array of market-clearing interest rates. Central banks exert a direct influence over only a narrow subset of these rates: the rate at which they supply marginal funds to the commercial banking system. Accordingly, the market interest rates which impinge upon...

Persistent link: https://www.econbiz.de/10014063371

Expectations for the MPC chair and interest rate persistence

Saito, Yuta - In: Mathematical social sciences 128 (2024), pp. 25-30

Persistent link: https://www.econbiz.de/10014558636

Forecast uncertainty and the Bank of England’s interest rate decisions

Schultefrankenfeld, Guido - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10009714351

Forecast Uncertainty and the Bank of England Interest Rate Decisions

Schultefrankenfeld, Guido - 2016

To assess the Bank of England Monetary Policy Committee decisions about the Official Bank Rate under forecast … uncertainty, I estimate simple forecast-based interest rate rules augmented by the forecast standard deviations recovered directly … for inflation from target in order to pursue the inflation target. Forecast inflation uncertainty has a strongly …

Persistent link: https://www.econbiz.de/10012991058

Forecast Uncertainty and the Bank of England Interest Rate Decisions

Schultefrankenfeld, Guido - 2015

To assess the Bank of England's Monetary Policy Committee decisions on the official bank rate under forecast … uncertainty, I estimate simple forecast-based interest rate rules augmented by the exact forecast standard deviations recovered … directly from the Inflation Report fan charts. I find that forecast inflation uncertainty strongly intensifies the reaction of …

Persistent link: https://www.econbiz.de/10013019023

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