The dynamics of US inflation: Can monetary policy explain the changes?

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 167
Issue: 1
Pages: 47-60

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We investigate the relationship between monetary policy and inflation dynamics in the US using a medium scale structural model. The specification is estimated with Bayesian techniques and fits the data reasonably well. Policy shocks account for a part of the decline in inflation volatility; they have been less effective in triggering inflation responses over time and qualitatively account for the rise and fall in the level of inflation. A number of structural parameter variations contribute to these patterns.

Technical Details

RePEc Handle
repec:eee:econom:v:167:y:2012:i:1:p:47-60
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25