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Monetary policy and learning

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Author Info
Lars E.O. Svensson

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Abstract

A new strand of macroeconomic literature examines the relationship between learning and monetary policy-how monetary policymakers learn about the economy as they try to achieve their goals, how the public learns about policymakers' objectives, and how the public's learning, in turn, changes the way monetary policy works. An Atlanta Fed conference in March 2003 brought together some of the main contributors to this emerging literature. ; In the conference keynote address, reprinted here, Lars Svensson focused on what constitutes good monetary policy and how it is related to central-bank learning, how private-sector learning benefits from central-bank transparency, and how good monetary policy is best modeled. ; Good central banks, he noted, engage in forecast targeting: setting interest rates so that their projections of inflation and the output gap are consistent with their objectives. In particular, he argued, good central banks must devote considerable resources to monitoring and extracting private-sector expectations from various sources, use these expectations among other inputs in the forecasting process, and respond appropriately when the expectations affect the central bank's projections of inflation and the output gap. ; Svensson also stressed that central-bank transparency can improve private-sector learning and thereby induce better private-sector decisions. ; Finally, Svensson emphasized that good monetary policy is best modeled in the same way the private sector is modeled-not with ad hoc reaction functions, or instrument rules, but as goal-directed, optimizing policy with the help of targeting rules.

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Publisher Info
Article provided by Federal Reserve Bank of Atlanta in its journal Economic Review.

Volume (Year): (2003)
Issue (Month): Q3 ()
Pages: 11-16
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Handle: RePEc:fip:fedaer:y:2003:i:q3:p:11-16:n:v.88no.3

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Related research
Keywords: Monetary policy;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Thomas J. Sargent & Noah William, 2005. "Impacts of Priors on Convergence and Escapes from Nash Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 360-391, April. [Downloadable!] (restricted)
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  2. Jon Faust & Lars E.O. Svensson, 1998. "Transparency and credibility: monetary policy with unobservable goals," International Finance Discussion Papers 605, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  3. Evans, George W & Honkapohja, Seppo, 2002. "Monetary Policy, Expectations and Commitment," CEPR Discussion Papers 3434, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  4. Preston, Bruce, 2008. "Adaptive learning and the use of forecasts in monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3661-3681, November. [Downloadable!] (restricted)
  5. Marc P. Giannoni & Michael Woodford, 2003. "Optimal Inflation Targeting Rules," NBER Working Papers 9939, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Svensson, Lars E O & Woodford, Michael, 2004. "Implementing Optimal Policy Through Inflation-Forecast Targeting," CEPR Discussion Papers 4229, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  7. Svensson, Lars E O, 2002. "The Inflation Forecast and the Loss Function," CEPR Discussion Papers 3365, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Lavan Mahadeva, . "A model of market surprises," Bank of England working papers 327, Bank of England. [Downloadable!]
  2. Ellis W. Tallman, 2003. "Monetary policy and learning: Some implications for policy and research," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 1-9. [Downloadable!]
  3. Wasim Shahid Malik & Musleh-ud Din, 2008. "Monetary Policy Transparency in Pakistan: An Independent Analysis," PIDE-Working Papers 2008:44, Pakistan Institute of Development Economics. [Downloadable!]
  4. James B. Bullard, 2006. "The learnability criterion and monetary policy," Review, Federal Reserve Bank of St. Louis, issue May, pages 203-217. [Downloadable!]
  5. Oleg Korenok & Stanislav Radchenko, 2005. "Expectations Anchoring in Inflation Targeting Regimes," Working Papers 0503, VCU School of Business, Department of Economics. [Downloadable!]
  6. Fabio Milani, 2005. "Adaptive Learning and Inflation Persistence," Working Papers 050607, University of California-Irvine, Department of Economics. [Downloadable!]
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  7. Eijffinger, Sylvester C W & van der Cruijsen, Carin A B, 2007. "The Economic Impact of Central Bank Transparency: A Survey," CEPR Discussion Papers 6070, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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