What drives the FOMC’s dot plots?

Gerlach, Stefan; Stuart, Rebecca

doi:10.1016/j.jimonfin.2020.102147

Publication type:	Article in scientific journal
Type of review:	Peer review (publication)
Title:	What drives the FOMC’s dot plots?
Authors:	Gerlach, Stefan Stuart, Rebecca
et. al:	No
DOI:	10.1016/j.jimonfin.2020.102147
Published in:	Journal of International Money and Finance
Volume(Issue):	104
Issue:	102147
Issue Date:	25-Jan-2020
Publisher / Ed. Institution:	Elsevier
ISSN:	0261-5606 1873-0639
Language:	English
Subjects:	Federal Reserve; Monetary policy; Interest rate expectation; Interpolation
Subject (DDC):	332: Financial economics
Abstract:	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
Fulltext version:	Published version
License (according to publishing contract):	Licence according to publishing contract
Departement:	School of Management and Law
Appears in collections:	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.