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Targets, Indicators, and Instruments of Monetary Policy

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Author Info
Bennett T. McCallum

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Abstract

It has become increasingly evident that the Federal Reserve's official strategy of the past decade, involVing the adherence to target paths for monetary aggregates, is not currently being utilized to any significant extent. While some commentators welcome and others deplore this development, most would agree that a need exists for a more explicit and coherent strategy for the conduct of monetary policy. The present paper seeks to advance the strategic discussion in several ways. One involves a comparative consideration of targets for nominal GNP and the price level, with emphasis on specificational robustness and implications for output variability. A second pertains to various "indicator" variables recently suggested by Fed officials and others. In this regard, it is necessary to be clear and specific about the role of potential indicators. Consequently, a careful review of the relevant conceptual distinctions--concerning instruments, targets, indicators, etc.--is reqUired. Finally, the proposal that strategy should be conducted so as to place minimal reliance on quantity variables is given some attention, in the context of evidence concerning the merits of an interest rate instrument.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 3047.

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Date of creation: Mar 1991
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Handle: RePEc:nbr:nberwo:3047

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  1. John P. Judd & Glenn D. Rudebusch, 1998. "Taylor's rule and the Fed, 1970-1997," Economic Review, Federal Reserve Bank of San Francisco, pages 3-16. [Downloadable!]
  2. Lars E.O. Svensson, 1993. "Term, Inflation, and Foreign Exchange Risk Premia: A Unified Treatment," NBER Working Papers 4544, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. James H. Stock & Martin Feldstein, 1994. "Measuring Money Growth When Financial Markets Are Changing," NBER Working Papers 4888, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Jagjit S. Chadha & Norbert G. J. Janssen, 1997. "What Monetary Authorities do - an Examination of Reaction Functions for Germany, Japan, the UK and the US," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(III), pages 455-476, September. [Downloadable!]
  5. Ben Bernanke & Frederic Mishkin, 1993. "Central Bank Behavior and the Strategy of Monetary Policy: Observations From Six Industrialized Countries," NBER Working Papers 4082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Alexei Onatski & James H. Stock, 2000. "Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy," NBER Working Papers 7490, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Bennett T. McCallum & Edward Nelson, 1998. "Performance of Operational Policy Rules in an Estimated Semi-Classical Structural Model," NBER Working Papers 6599, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. John P. Judd & Brian Motley, 1993. "Using a nominal GDP rule to guide discretionary monetary policy," Economic Review, Federal Reserve Bank of San Francisco, pages 3-11. [Downloadable!]
  9. Lars E.O. Svensson, 1995. "Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators," NBER Working Papers 4633, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  10. Lars E. O. Svensson, 1996. "How should monetary policy respond to shocks while maintaining long-run price stability? Conceptual issues (commentary)," Proceedings, Federal Reserve Bank of Kansas City, pages 209-227. [Downloadable!]
  11. Luis Oscar Herrera & Rodrigo Vergara, 1992. "Estabilidad de la Demanda de Dinero, Cointegración y Política Monetaria," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(86), pages 35-54. [Downloadable!]
  12. Bennett T. McCallum, 1997. "The alleged instability of nominal income targeting," Reserve Bank of New Zealand Discussion Paper Series G97/6, Reserve Bank of New Zealand. [Downloadable!]
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  13. Paul Conway & Aaron Drew & Ben Hunt & Alasdair Scott, 1998. "Exchange rate effects and inflation targeting in a small open economy: a stochastic analysis using FPS," Reserve Bank of New Zealand Discussion Paper Series G99/4, Reserve Bank of New Zealand. [Downloadable!]
  14. Friedrich Fritzer & Gabriel Moser & Johann Scharler, 2002. "Forecasting Austrian HICP and its Components using VAR and ARIMA Models," Working Papers 73, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  15. Simon Hall & Chris Salmon & Tony Yates & Nicoletta Batini, . "Uncertainty and Simple Monetary Policy Rules - An illustration for the United Kingdom," Bank of England working papers 96, Bank of England. [Downloadable!]
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