Quantifying the Federal Reserve's objectives using a structural vector autoregressive model

C-Tier
Journal: Economica
Year: 2025
Volume: 92
Issue: 366
Pages: 351-367

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

The objective of the Federal Reserve (the Fed), namely, its dovish stance, is often blamed for the so‐called Great Inflation. A popular proxy for the Fed's dovish stance is constructed using the inflation coefficients in estimated Taylor rules. However, for a welfare‐optimizing central bank, the estimated Taylor coefficients are not sufficient for inferring its underlying preference. We quantify the Fed's objective—the targeting rule—relying on a conditional estimator that is free of the classical simultaneity problem. We discover that the Fed's targeting rule remained stable during the pre‐ and post‐Volcker periods—the opposite of what is implied through a Taylor rule estimation.

Technical Details

RePEc Handle
repec:bla:econom:v:92:y:2025:i:366:p:351-367
Journal Field
General
Author Count
2
Added to Database
2026-01-29