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The Impact of Futures Price Targeting on the Precision and Credibility of Monetary Policy

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Sumner, Scott

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Abstract

This paper analyzes the hypothesis that the targeting of macroeconomic aggregates can be done more effectively by pegging the price of a futures contract linked to future announcements of the policy target. Where there is an information lag, futures price targeting may be more efficient than a contingent money supply rule. A policy of futures price targeting would be less likely to suffer from the time inconsistency problem. The use of futures price targeting would also appear to be superior to policies based on intermediate targeting as well as most types of discretion. Copyright 1995 by Ohio State University Press.

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Publisher Info
Article provided by Blackwell Publishing in its journal Journal of Money, Credit and Banking.

Volume (Year): 27 (1995)
Issue (Month): 1 (February)
Pages: 89-106
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Handle: RePEc:mcb:jmoncb:v:27:y:1995:i:1:p:89-106

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  1. J. S. Ferris & J. A. Galbraith, 2003. "Indirect convertibility as a money rule for inflation targeting," Applied Financial Economics, Taylor and Francis Journals, vol. 13(10), pages 753-761, October. [Downloadable!] (restricted)
  2. Michael Woodford, 1997. "Doing Without Money: Controlling Inflation in a Post-Monetary World," NBER Working Papers 6188, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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