Has the FED Fallen behind the Curve? Evidence from VAR models

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 159
Issue: C
Pages: 164-168

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

We evaluate the role of US monetary policy in shaping inflation and economic activity by means of a medium-scale Bayesian VAR model, where the ZLB and the unconventional measures are addressed by using a shadow interest rate. The historical decomposition and a conditional forecast scenario show that the FED’s stance is in line with GDP and inflation dynamics. Moreover, core inflation will likely lie below its target in 2017.

Technical Details

RePEc Handle
repec:eee:ecolet:v:159:y:2017:i:c:p:164-168
Journal Field
General
Author Count
1
Added to Database
2026-01-25