Individual inflation forecasts and monetary policy announcements

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 197
Issue: C

Authors (3)

de Haan, Jakob (not in RePEc) Mavromatis, Kostas (de Nederlandsche Bank) Tan, Garyn (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:197:y:2020:i:c:s0165176520303621
Journal Field
General
Author Count
3
Added to Database
2026-01-25