Individual inflation forecasts and monetary policy announcements

Jakob de Haan*, Kostas Mavromatis, Garyn Tan

*Bijbehorende auteur voor dit werk

OnderzoeksoutputAcademicpeer review

1 Citaat (Scopus)
30 Downloads (Pure)

Samenvatting

Using a decomposition of US monetary policy shocks and inflation forecasts from Consensus Economics, we find that information and monetary policy shocks move inflation expectations in opposite directions. Better performing forecasters appear less reliant on the informational content of announcements.

Originele taal-2English
Artikelnummer109602
Aantal pagina's3
TijdschriftEconomics Letters
Volume197
DOI's
StatusPublished - dec-2020

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