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Testing the Transparency Benefits of Inflation Targeting

Testing the Transparency Benefits of Inflation Targeting »

Source: Testing the Transparency Benefits of Inflation Targeting : Evidence from Private Sector Forecasts

Volume/Issue: 2006/289

Series: IMF Working Papers

Author(s): Christopher Crowe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865493

Keywords: inflation forecasts, central bank transparency, propensity score matching, central bank, Asymmetric and Private Information,

I test whether inflation targeting (IT) enhances transparency using inflation forecast data for 11 IT adoption countries. IT adoption promotes convergence in forecast errors, suggesting that it enhances transparenc...

The Information Content of Money in Forecasting Euro Area Inflation

The Information Content of Money in Forecasting Euro Area Inflation »

Source: The Information Content of Money in Forecasting Euro Area Inflation

Volume/Issue: 2008/166

Series: IMF Working Papers

Author(s): Emil Stavrev , and Helge Berger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2008

ISBN: 9781451870244

Keywords: Information content of money, inflation forecasting, New Keynesian model, DSGE model, P* model, Two-pillar Phillips curve, VAR model, general dynamic factor model, Bayesian estimation, aggregate demand

This paper contributes to the debate on the role of money in monetary policy by analyzing the information content of money in forecasting euro-area inflation. We compare the predictive performance within and among...

Testing the Transparency Benefits of Inflation Targeting
			: Evidence from Private Sector Forecasts

Testing the Transparency Benefits of Inflation Targeting : Evidence from Private Sector Forecasts »

Volume/Issue: 2006/289

Series: IMF Working Papers

Author(s): Christopher Crowe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865493.001

ISBN: 9781451865493

Keywords: inflation forecasts, central bank transparency, propensity score matching, central bank, Asymmetric and Private Information,

I test whether inflation targeting (IT) enhances transparency using inflation forecast data for 11 IT adoption countries. IT adoption promotes convergence in forecast errors, suggesting that it enhances transparenc...

The Information Content of Money in Forecasting Euro Area Inflation

The Information Content of Money in Forecasting Euro Area Inflation »

Volume/Issue: 2008/166

Series: IMF Working Papers

Author(s): Emil Stavrev , and Helge Berger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2008

DOI: http://dx.doi.org/10.5089/9781451870244.001

ISBN: 9781451870244

Keywords: Information content of money, inflation forecasting, New Keynesian model, DSGE model, P* model, Two-pillar Phillips curve, VAR model, general dynamic factor model, Bayesian estimation, aggregate demand

This paper contributes to the debate on the role of money in monetary policy by analyzing the information content of money in forecasting euro-area inflation. We compare the predictive performance within and among...