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Expectations and the Treasury bill federal funds rate spread over recent monetary policy regimes

Simon, David P. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 567-577

Persistent link: https://www.econbiz.de/10001089794

Forecasting annual inflation in Suriname

Ooft, Gavin; Bhaghoe, Sailesh; Franses, Philip Hans - 2019

Persistent link: https://www.econbiz.de/10012113890

Excess sensitivity and volatility of long interest rates : the role of limited information in bond markets

Beechey, Meredith Jane - 2004

Asymmetric information between the central bank and bond markets creates an inference problem that affects the behaviour of long interest rates. This paper employs a simple macroeconomic model with a time-varying infation target to illustrate the implications of asymmetry for the sensitivity of...

Persistent link: https://www.econbiz.de/10011584341

Does the level of the yield curve predict inflation?

Kaya, Hüseyin - In: Applied economics letters 21 (2014) 7/9, pp. 477-480

Persistent link: https://www.econbiz.de/10010414286

Determinants of disagreement : learning from inflation expectations survey of households

Singh, Gaurav Kumar; Bandyopadhyay, Tathagata - In: Journal of forecasting 43 (2024) 2, pp. 326-343

Persistent link: https://www.econbiz.de/10014475320

Do central bank forecasts matter for professional forecasters?

Kotłowski, Jacek - In: Finance a úvěr 65 (2015) 6, pp. 432-454

Persistent link: https://www.econbiz.de/10011415746

The zero-interest-rate and the role of the exchange rate for monetary policy in Japan

Coenen, Günter; Wieland, Volker - 2003

In this paper we study the role of the exchange rate in conducting monetary policy in an economy with near-zero nominal interest rates as experienced in Japan since the mid-1990s. Our analysis is based on an estimated model of Japan, the United States and the euro area with rational expectations...

Persistent link: https://www.econbiz.de/10009765351

The unbearable lightness of equilibria in a low interest rate environment

Ascari, Guido; Mavroeidis, Sophocles - 2021

Persistent link: https://www.econbiz.de/10012794705

Inflationary expectatives : predicting, persistence, and disagreement

Caetano, Sidney Martins; Silva Júnior, Geraldo Edmundo - In: Análise econômica : revista da Faculdade de Ciências … 30 (2012) 58, pp. 53-58

Persistent link: https://www.econbiz.de/10011542297

Forecast uncertainty and the taylor rule

Bauer, Christian; Neuenkirch, Matthias - 2015

standard deviation of individual forecasts around the median Consensus Forecast as proxy for forecast uncertainty. Our sample … react significantly to inflation forecast uncertainty by reducing their policy rates in times of higher inflation … forecast uncertainty. We conclude with some implications for optimal monetary policy rules and central bank watchers. …

Persistent link: https://www.econbiz.de/10010512077