Monetary Policy and Leading Indicators of Inflation in Sweden /

This paper derives a set of leading indicators of inflation for Sweden. It also discusses methodological and policy issues pertaining to the estimation of these indicators. The main findings are: (1) narrow money is the most powerful leading inflation indicator; (2) broad money and inflation expecta...

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Bibliografische gegevens
Hoofdauteur: Baumgartner, Josef
Andere auteurs: Ramaswamy, Ramana, Zettergren, Goran
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 1997.
Reeks:IMF Working Papers; Working Paper ; No. 1997/034
Online toegang:Full text available on IMF
Omschrijving
Samenvatting:This paper derives a set of leading indicators of inflation for Sweden. It also discusses methodological and policy issues pertaining to the estimation of these indicators. The main findings are: (1) narrow money is the most powerful leading inflation indicator; (2) broad money and inflation expectations have significant predictive information on inflation; (3) the output gap, interest rates, and the credit aggregate have some predictive information on inflation, and this information is confined to a shorter time horizon than either the monetary aggregates or inflation expectations; and (4) implied forward rates have only weak predictive information on inflation.
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Fysieke beschrijving:1 online resource (31 pages)
Formaat:Mode of access: Internet
ISSN:1018-5941
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