Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 198
Issue: C

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

Surprises in policy rate forecasts from the Fed’s Summary of Economic Projections significantly affected real yields at the zero lower bound. By contrast, we find no significant impact on long-term inflation expectations and thereby monetary policy credibility.

Technical Details

RePEc Handle
repec:eee:ecolet:v:198:y:2021:i:c:s0165176520304146
Journal Field
General
Author Count
2
Added to Database
2026-01-25