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Price Stability and the ECB'S monetary policy strategy

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Author Info
Christian Bordes () (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Panthéon-Sorbonne - Paris I)
Laurent Clerc (Direction de la Recherche - Banque De France - Banque de France)

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Abstract

This paper focuses on the price stability objective within the framework of the single monetary policy strategy. It starts by reviewing what this objective, which is common to all central banks, means. Second, this paper focuses exclusively on the anchoring of short- to medium-term inflation expectations (Part 2). Several measures show that this anchoring is effective. A 'two-pillar' small structural macro-economic model framework is used to analyze the impact that this anchoring of expectations has on the determination of the short- to medium-term inflation rate. From this point of view, observed inflation in the euro area seems to be in line with the theory and the ECB's action seems to be very effective. Third, we focus on the other aspect of monetary stability: the degree of price-level uncertainty and the anchoring of inflation expectations in the medium to long term. Even though this assessment is more difficult than it is in the short to medium term, since we only have a track record covering 6 years, various indicators from the theoretical analysis paint a fairly reassuring picture of the effectiveness of the device used by the ECB.

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Paper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number hal-00308557_v1.

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Date of creation: 20 Mar 2007
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Publication status: Published, Journal of Economic Surveys, 2007, 21, 2, 268 - 326
Handle: RePEc:hal:cesptp:hal-00308557_v1

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Keywords: European Central Bank • Inflation • 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.:
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  4. Marvin Goodfriend, 1987. "Interest rate smoothing and price level trend-stationarity," Working Paper 87-03, Federal Reserve Bank of Richmond. [Downloadable!]
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  5. Efrem Castelnuovo & Sergio Nicoletti-Altimari & Diego Rodriguez-Palenzuela, 2003. "Definition of price stability, range and point inflation targets - the anchoring of long-term inflation expectations," Working Paper Series 273, European Central Bank. [Downloadable!]
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  7. Nicoletta Batini & Anthony Yates, . "Hybrid inflation and price level targeting," Bank of England working papers 135, Bank of England. [Downloadable!]
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  8. Goodfriend, Marvin, 2002. "Monetary Policy in the New Neoclassical Synthesis: A Primer," International Finance, Blackwell Publishing, vol. 5(2), pages 165-91, Summer. [Downloadable!] (restricted)
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  11. Carmine Trecroci & Juan Luis Vega-Croissier, 2000. "The information content of M3 for future inflation," Working Paper Series 33, European Central Bank. [Downloadable!]
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  14. Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Charles T. Carlstrom & Timothy S. Fuerst, 2001. "Monetary policy and self-fulfilling expectations: the danger of forecasts," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 9-19. [Downloadable!]
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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. Christian Bordes & Laurent Clerc & Vêlayoudom Marimoutou, 2007. "Is there a structural break in equilibrium velocity in the euro area?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308654_v1, HAL. [Downloadable!]
    Other versions:
  2. Barthélemy, J. & Clerc L. & Marx, M., 2008. "A Two-Pillar DSGE Monetary Policy Model for the Euro Area," Documents de Travail 219, Banque de France. [Downloadable!]
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