Publikationstyp: | Beitrag in wissenschaftlicher Zeitschrift |
Art der Begutachtung: | Peer review (Publikation) |
Titel: | What drives the FOMC’s dot plots? |
Autor/-in: | Gerlach, Stefan Stuart, Rebecca |
et. al: | No |
DOI: | 10.1016/j.jimonfin.2020.102147 |
Erschienen in: | Journal of International Money and Finance |
Band(Heft): | 104 |
Heft: | 102147 |
Erscheinungsdatum: | 25-Jan-2020 |
Verlag / Hrsg. Institution: | Elsevier |
ISSN: | 0261-5606 1873-0639 |
Sprache: | Englisch |
Schlagwörter: | Federal Reserve; Monetary policy; Interest rate expectation; Interpolation |
Fachgebiet (DDC): | 332: Finanzwirtschaft |
Zusammenfassung: | The Federal Open Market Committee (FOMC) releases quarterly its members’ views about what federal funds rate will be appropriate at the end of the current and the next two or three years, and in the “longer run.” We construct constant horizon interest rate projections one, two and three years ahead and use real-time data on 32 important macroeconomic time series to study how these variables impact on the FOMC’s interest-rate setting. News regarding the labour market is particularly important at all horizons. At longer horizons, financial market, trade and output news also matter. |
URI: | https://digitalcollection.zhaw.ch/handle/11475/29756 |
Volltext Version: | Publizierte Version |
Lizenz (gemäss Verlagsvertrag): | Lizenz gemäss Verlagsvertrag |
Departement: | School of Management and Law |
Enthalten in den Sammlungen: | Publikationen School of Management and Law |
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Gerlach, S., & Stuart, R. (2020). What drives the FOMC’s dot plots? Journal of International Money and Finance, 104(102147). https://doi.org/10.1016/j.jimonfin.2020.102147
Gerlach, S. and Stuart, R. (2020) ‘What drives the FOMC’s dot plots?’, Journal of International Money and Finance, 104(102147). Available at: https://doi.org/10.1016/j.jimonfin.2020.102147.
S. Gerlach and R. Stuart, “What drives the FOMC’s dot plots?,” Journal of International Money and Finance, vol. 104, no. 102147, Jan. 2020, doi: 10.1016/j.jimonfin.2020.102147.
GERLACH, Stefan und Rebecca STUART, 2020. What drives the FOMC’s dot plots? Journal of International Money and Finance. 25 Januar 2020. Bd. 104, Nr. 102147. DOI 10.1016/j.jimonfin.2020.102147
Gerlach, Stefan, and Rebecca Stuart. 2020. “What Drives the FOMC’s Dot Plots?” Journal of International Money and Finance 104 (102147). https://doi.org/10.1016/j.jimonfin.2020.102147.
Gerlach, Stefan, and Rebecca Stuart. “What Drives the FOMC’s Dot Plots?” Journal of International Money and Finance, vol. 104, no. 102147, Jan. 2020, https://doi.org/10.1016/j.jimonfin.2020.102147.
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