Market expectations of the Official Cash Rate

Leo Krippner and Michael Gordon
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Michael Gordon: Reserve Bank of New Zealand

Reserve Bank of New Zealand Bulletin, 2001, vol. 64, No 2

Abstract: The Reserve Bank is interested in expectations of the official cash rate that are held by financial market participants. In this article we discuss two formal methods by which the Bank measures these expectations; a direct survey of market surveys, and extracting OCR expectations indirectly from financial market prices.

Date: 2001
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