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Inflation forecast targeting : implementing and monitoring inflation targets

Svensson, Lars E. O. - 1996

Persistent link: https://www.econbiz.de/10000948440

Toward forecast-free monetary institutions

Yeager, Leland B. - In: The Cato journal : an interdisciplinary journal of … 12 (1992) 1, pp. 53-73

Persistent link: https://www.econbiz.de/10001331281

The inflation forecast and the loss function

Svensson, Lars E. O. - 2003

Persistent link: https://www.econbiz.de/10001769563

Prognostiziert die Zinsstruktur die Infaltion in Deutschland?

Hansen, Gerd - In: Kredit und Kapital 34 (2001) 4, pp. 554-578

Persistent link: https://www.econbiz.de/10001654492

Inflation Forecast Targeting : Implementing and Monitoring Inflation Targets

Svensson, Lars E. O. - 2011

Inflation targeting is shown to imply inflation forecast targeting: the central bank's inflation forecast becomes an … explicit intermediate target. Inflation forecast targeting simplifies both implementation and monitoring of monetary policy …. The weight on output stabilization determines how quickly the inflation forecast is adjusted towards the inflation target …

Persistent link: https://www.econbiz.de/10013125561

Tails of Inflation Forecasts and Tales of Monetary Policy

Andrade, Philippe - 2012

We introduce a new measure called Inflation-at-Risk (I@R) associated with (left and right) tail inflation risk. We estimate I@R using survey-based density forecasts. We show that it contains information not covered by usual inflation risk indicators which focus on inflation uncertainty and do...

Persistent link: https://www.econbiz.de/10013096924

Measuring Monetary Policy Expectations

Murik, Vijay A. - 2013

We evaluate the accuracy of the fixed-income market in pricing for future movements in monetary policy. Yields implied by market pricing on various fixed-income securities are regressed on returns on the cash rate over corresponding periods. Where the market pricing is subject to risk premia,...

Persistent link: https://www.econbiz.de/10013083164

Tails of Inflation Forecasts and Tales of Monetary Policy

Andrade, Philippe - 2013

Persistent link: https://www.econbiz.de/10013089781

Should Central Banks Publish Interest Rate Forecasts? - A Survey

Phan, Tuan Anh - 2014

As a particular form of transparency, nowadays some central banks publish their interest rate forecasts while many others refuse to do that. Whether the publication is good or bad for economic performance and social welfares is now a hotly debatable subject. This paper provides a review of the...

Persistent link: https://www.econbiz.de/10013067528

Central Bank Transparency and Short Term Interest Rate Forecasting Uncertainty

Hayford, Marc D. - 2008

impact of monetary policy transparency on the uncertainty about future monetary policy using T-bill rate forecast dispersions …

Persistent link: https://www.econbiz.de/10012723363