Abrupt monetary policy change and unanchoring of inflation expectations

A-Tier
Journal: Journal of Monetary Economics
Year: 2024
Volume: 145
Issue: S

Authors (7)

Bonomo, Marco (Centre Interuniversitaire de R...) Carvalho, Carlos (Pontifícia Universidade Católi...) Eusepi, Stefano (not in RePEc) Perrupato, Marina (not in RePEc) Abib, Daniel (not in RePEc) Ayres, João (Inter-American Development Ban...) Matos, Silvia (not in RePEc)

Score contribution per author:

0.575 = (α=2.01 / 7 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Inflation expectations can quickly become unanchored if the central bank undermines its commitment to the inflation target. This paper exploits an abrupt change in monetary policy by the Brazilian Central Bank in 2011 and microdata from a daily survey of professional forecasters to establish support for this claim. Reanchoring came only years later, after a regime shift that included a change of government. A simple model with a well-defined concept of (un)anchored inflation expectations provides a coherent explanation and structural interpretation of our empirical findings.

Technical Details

RePEc Handle
repec:eee:moneco:v:145:y:2024:i:s:s0304393224000291
Journal Field
Macro
Author Count
7
Added to Database
2026-01-24