Journal Article

Gauging the market's expectations about monetary policy


Abstract: This Economic Letter describes an array of financial instruments that are suitable for extracting expectations about monetary policy, compares their forecasting power, and discusses some technical considerations in using them to forecast monetary policy.

Keywords: Investments; Monetary policy;

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Bibliographic Information

Provider: Federal Reserve Bank of San Francisco

Part of Series: FRBSF Economic Letter

Publication Date: 2004

Order Number: 28