Humboldt-Universität zu Berlin >> Wirtschaftswissenschaftliche Fakultät

 

Subproject C14

Expectations Management of Central Banks and the Financial Crisis
 
Contact:
   
Head of Project : Prof. Dieter Nautz
 
Tel:

+49 (0)30 838-51399

Fax:

+49 (0)30 838-54142

Email:

dieter.nautz@fu-berlin.de
 

Address:

Freie Universität Berlin
Fachbereich Wirtschaftswissenschaften
Professur für Ökonometrie
Boltzmannstraße 20
Raum 301
14195 Berlin

 

Employees

NameTitle Email
 
Chen, WenjuanDr.
Detmers, Gunda-AlexandraDipl.- Volksw.
Hecker, StephanieDr.
Jurkatis, Simon M.Sc.
Winkelmann, LarsDr.

 

Description


Uncertainty about future monetary policy is an important source of economic risk. Most central banks, including the European Central Bank and the U.S. Federal Reserve, take very different views on how to manage expectations about future monetary policy. In monetary policy practice, there are more or less explicit targets for interest rates and inflation, more or less transparent signals on the future interest rate path and other specific features of monetary policy implementation whose empirical implications for financial markets and the real economy are not very well researched. In this project, we will further develop and apply recent methods of time series and panel econometrics in order to shed more light on the role of the implementation and communication of monetary policy for the dynamics and volatility of interest rates, inflation and growth and, thereby, on the empirical implications of the expectations management of a central bank.

 
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