The FOMC’s new individual economic projections and macroeconomic theories

B-Tier
Journal: Journal of Banking & Finance
Year: 2023
Volume: 151
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper examines whether the economic projections made by individual policymakers of the Federal Open Market Committee (FOMC) are consistent with macroeconomic facts and theories. By analyzing the projections between 2007 and 2017, this paper finds that they are consistent with Okun’s law, revealing a significantly negative relationship between unemployment and output growth projections. The relationship between inflation and unemployment projections associated with the Phillips curve is much weaker and more dispersed. The FOMC’s reaction function is estimated to be consistent with a conventional Taylor rule, with a sufficiently aggressive response to the inflation gap satisfying the Taylor principle and a negative response to the unemployment gap.

Technical Details

RePEc Handle
repec:eee:jbfina:v:151:y:2023:i:c:s0378426623000705
Journal Field
Finance
Author Count
1
Added to Database
2026-01-24