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Forecast-Based Monetary Policy: The Case of Sweden

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Author Info
Jansson, Per
Vredin, Anders

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Abstract

Central banks are dominant players in financial markets and economic policy. For both democratic and efficiency reasons, it is important that central banks' actions can be understood, predicted, and evaluated. Inflation-targeting central banks that publish their forecasts provide unique opportunities for detailed studies of monetary policy based on real-time data. This paper demonstrates how a central bank's forecasts can be used to identify two different forms of discretionary monetary policy: "policy shocks" (deviations from systematic policy) and "judgements" in forecasting. Copyright 2003 by Blackwell Publishers Ltd.

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Publisher Info
Article provided by Blackwell Publishing in its journal International Finance.

Volume (Year): 6 (2003)
Issue (Month): 3 (Winter)
Pages: 349-80
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Handle: RePEc:bla:intfin:v:6:y:2003:i:3:p:349-80

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  1. Janko Gorter & Jan Jacobs & Jakob de Haan, 2007. "Taylor Rules for the ECB using Consensus Data," DNB Working Papers 160, Netherlands Central Bank, Research Department. [Downloadable!]
  2. Michael Woodford, 2005. "Central Bank Communication and Policy Effectiveness," NBER Working Papers 11898, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Marco Vega, 2006. "Skewed policy responses and IT in Latin America," Computing in Economics and Finance 2006 61, Society for Computational Economics. [Downloadable!]
  4. P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]
    Other versions:
  5. Berg, Claes & Jansson, Per & Vredin, Anders, 2004. "How Useful are Simple Rules for Monetary Policy? The Swedish Experience," Working Paper Series 169, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  6. Michael Woodford, 2007. "Forecast Targeting as a Monetary Policy Strategy: Policy Rules in Practice," NBER Working Papers 13716, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Lars Svensson, 2006. "Optimal Inflation Targeting: Further Developments of Inflation Targeting," Working Papers Central Bank of Chile 403, Central Bank of Chile. [Downloadable!]
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