零利率下限后宏观经济意外的影响变化

Impact of Macroeconomic Surprises Changed After Zero Lower Bound

Economics Letters · 2017
被引 0
ABS 3

中文导读

研究发现,在零利率下限时期,就业和通胀相关的宏观经济意外对市场的影响增强,同时市场参与者更关注住房市场指标和GDP终值修正。

Abstract

Macroeconomic surprises involving employment and inflation?reflecting the Fed?s attempts to achieve its dual mandate to promote full employment and price stability?increased in importance during the zero-lower-bound period. Also, market participants were more attentive to housing market indicators and final GDP revisions.

货币政策零利率下限宏观经济美联储双重使命