Monetary policy rules and opinionated markets

C-Tier
Journal: Economics Letters
Year: 2023
Volume: 223
Issue: C

Authors (3)

Jia, Pengfei (Nanjing University) Shen, Haopeng (not in RePEc) Zheng, Shikun (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

The Fed and the market often disagree about the path of interest rates. We measure this disagreement using gaps between the Greenbook and the Blue Chip forecasts for future three-month Treasury rates. We decompose this disagreement using the Blinder–Oaxaca decomposition. Our empirical results show that different perceptions about the Taylor rule can contribute substantially to the disagreement.

Technical Details

RePEc Handle
repec:eee:ecolet:v:223:y:2023:i:c:s0165176523000204
Journal Field
General
Author Count
3
Added to Database
2026-01-25