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Link to original content: http://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2426~89ccf87cbc.en.pdf
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Gbv$Ə*bMM6=i]T[yІwޓ$@}HjCGn x@$Gr84{C7_PKiP$SZ- [gCz*]dxbeUؾT}q_6kϻ>stream hޜXm7+ЍF @hmӄP6\|Aګ}7`V=z4mdP)^II(ؚ²~pk +$gnV C&1 rB&PZ v#ق(y 6 vÈ f!YN^`009 ` P<9)f0@cx֠+E!, ,($D Rk/CJ$vCTبt !qMPP== c^>)v;Afm8٫rA`FsP5U tpt*#:UX't*#pjD(h/]I|L+ZRR8j@ptu 4r K'*XjQi/=@W1T 9QĠ9 .F&J 3#Xʒj2֠* j ']} Bȣ yɫLzoۛŋ}yon*W~|HZh͗گmnxzV7D-cI7//W6\~]+}Ɔ#EYl̠l=S[XwnjJ:Һ #/(:V 8tUxDZnK=F?l.U**\YQeLإܦ(6=--Ŷg2f]Sq?c{k9;vc3|r<6k826;fWs s-}^ʾ_T뻃n6Lm GlY4>ӳhh9Z'wLqIeۡ286rTqy&9Jp& pUwX;=ŊR4R! 衚up:UJK:]@Ey5{"]oD/HU8f;O͐TҜc'PeTD5w9ز!]yM9Qdg_rC#C#.$}/GVN_W!L;s |VGaGx-bl%T $:!H0@iTԏnGKt &<, Y,sL&dI i΍cjn@@\lP!d &!'>úFf4>S-XL,}&ը\2q %K`a̹%(а`E"ŚG9/BM,/˸Wc+2'Ϻ8 G<") r ”q b;wH:B:sY>'d*ir4 \ע| tGoex6i+0+zO˾~OIڧ_vnwfakv6W^\nuꏯ۫γ 6R'k]PQmn9L6GčX,wۛP'z}jmr^˷>b`w7qh{Kqz~5cAdai0~ @~j{zm0+ /yVdd{?y4sٳbJ?'{Vl8"v"=!纵[Vf=)`߰C=zTXe^#K:4@bP UhZ`4-4+=[vC]M n1{ǧ(gP6*p>stream hބKn@ Dp0fde' |DB(u5UB4YC(tHB$$P#5:i)4DIpт@O' { ~g8W3)ksTvrzy݋~^VlQrV f-&5Oy'as#bbRujuCyC߮tw]˥Xe\z>stream application/pdf Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning This paper develops a simple, consistent methodology for generating empirically realistic forward guidance simulations using existing macroeconomic models by modifying expectations about policy announcements. The main advantage of our method lies in the exact preservation of all other shock transmissions. We describe four scenarios regarding how agents incorporate information about future interest rate announcements: “inattention”, “credibility”, “finite planning horizon”, and “learning”. The methodology consists of describing a single loading matrix that augments the equilibrium decision rules and can be applied to any standard DSGE, including large-scale policy-institution models. Finally, we provide conditions under which the forward guidance puzzle is resolved. Oliver de Groot, Falk Mazelis monetary policy expectations unconventional policy LaTeX with hyperref package 2020-06-22T10:03:57+02:00 2020-06-22T10:03:57+02:00 2016-07-04T16:33:36+02:00 pdfTeX-1.40.17 Unknown monetary policy, expectations, unconventional policy uuid:7ccb66af-77ce-40d1-addd-f8e49633cc17 uuid:b791cb27-b3dd-4ebe-b3dd-da6325da0004 Print 10.2866/082781 QB-AR-20-078-EN-N 978-92-899-4069-6 1725-2806 No 2426 / June 2020 C63, E32, E52 European Central Bank www.ecb.europa.eu Working Paper Series endstream endobj 196 0 obj <>stream hޔ=0 F4㤕*FbC  ~nOeQb[ȑO`38Lq X2#Wjj}y$\mNnw(`TcXuqV[4ؔlp;H64--_ ):׺ܪD-5,-cM|p.{F(bkhm0MM` endstream endobj 197 0 obj <>stream h|Tr6!T!H$O&3dNZ;>"W$*`qM]jbO}@tXׯӷWƎ>+y@ {k;p-QI7N/- /GW2dY6ϳ_ث#}wWPu Z;hD%ӫN9;嫦؝hƦ|e)[j6N7_ /)Ƽv=,aUInۋ5uLnt's8WZc 7F/lQ2& M (4NMCMX_)BvD l`ْ aKTTk.BhNҘmoh%:hQ蛱{K"1j ?讒>/Filter/FlateDecode/ID[<39C7D13EE57F504BBD70C36EF706C926>]/Info 547 0 R/Length 615/Root 549 0 R/Size 548/Type/XRef/W[1 3 1]>>stream hMHTQ<'d*Т2\-"ZEmEEB.$h$!(h}PYDQ ¯&kż˻!hf?9ι%?uek1|}+=~ଓW5<#8A,/5}J/Z'ی~僂;9klXy&'X[!2ėpU7a&4e`Kxڱ&l7ki:,!^fb`g#}VT< 4Oy@Ȯ'~,MFcD3Ta@HGtt 2F4a?)uP6\A'܊##` I?G=0[]߬;jij~`@z'jWo+ͫ'dH.^7ߐ˂UmdwGj=胹!u*wZ62Y>;9~0>g=j0>stream application/pdf Mitigating the forward guidance puzzle: inattention, credibility, finite planning horizons and learning This paper develops a simple, consistent methodology for generating empirically realistic forward guidance simulations using existing macroeconomic models by modifying expectations about policy announcements. The main advantage of our method lies in the exact preservation of all other shock transmissions. We describe four scenarios regarding how agents incorporate information about future interest rate announcements: “inattention”, “credibility”, “finite planning horizon”, and “learning”. The methodology consists of describing a single loading matrix that augments the equilibrium decision rules and can be applied to any standard DSGE, including large-scale policy-institution models. Finally, we provide conditions under which the forward guidance puzzle is resolved. 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