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Why Central Bankers Should Disclose: Interest Rate Forecast

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Author Info
Jan Filáček () (Czech National Bank)
Luboš Komárek () (Czech National Bank and Prague School of Economics, Prague School of Economics)
Petr Král () (Czech National Bank)

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Abstract

This paper deals with theoretical and empirical dimension of publishing interest rates projections by central banks. Its first goal is to review arguments in favor of and against this decision and to illustrate the debate using experience of four central banks which publish or used to publish interest rates forecast. The second objective is to evaluate the Czech National Bank’s capability to efficiently use publishing of its interest rates forecasts to increase further its transparency, accountability and credibility. The authors argue that (i) the CNB meets all requirements needed for making its interest rate forecast public; (ii) more specifically, they do not find any evidence of significantly worse CNB’s performance in interest rates forecasting compared to other institutions; (iii) it is not clear whether the risk assessment in combination with verbal description of interest rate forecast currently used has always been sufficiently precise guidance for the market participants; (iv) after the CNB starts publishing interest rates forecasts in 2008, market expectations will probably move closer to the CNB’s view which should in turn enhance accountability and credibility of the CNB’s forecasts and improve the efficiency of its monetary policy conduct at all.

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Publisher Info
Article provided by Charles University Prague, Faculty of Social Sciences in its journal Finance a uver - Czech Journal of Economics and Finance.

Volume (Year): 57 (2007)
Issue (Month): 11-12 (December)
Pages: 558-576
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Handle: RePEc:fau:fauart:v:57:y:2007:i:11-12:p:558-576

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Related research
Keywords: central bank; interest rate; forecast;

Find related papers by JEL classification:
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation

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This page was last updated on 2009-11-17.


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