Monthly Archives: October 2006

Accuracy of futures prices as predictors of the fed funds rate

I’m just finishing writing a new research paper whose goal is to come up with a better measure and understanding of the lagged effect of monetary policy on the economy. One of my claims is that the public’s expectations of what the Fed is going to do next play a key role in that process. In this, the first of several posts based on that paper, I describe some of the properties I’ve found for fed funds futures prices as predictors of subsequent Fed policy changes.

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The U.S. Macroeconomy: Facing the Future with (at least) One Hand Tied

[This is an English version of an article that appeared the Italian newspaper Il Sole 24 Ore on the 24th September.]

Today, the U.S. economy stands poised between persistent inflation and slowdown. Even as many measures in the production side of the economy signal continued strength in the economy, forward looking indicators such as housing prices, residential investment, and the yield curve point to substantially weaker growth going forward.

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