Optimal horizons for inflation targeting

Nicoletta Batini and Edward Nelson

Bank of England working papers from Bank of England

Abstract: This paper investigates the problem of selecting an optimal horizon for inflation targeting in the United Kingdom. There are two key ways of thinking about an optimal horizon, so the paper looks at optimal horizons for both of these interpretations. In addition, to see whether the results are robust in the face of model uncertainty, optimal horizons are computed for two different models with divergent structural and dynamic characteristics.

Date: 2000-07
New Economics Papers: this item is included in nep-mon
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Citations: View citations in EconPapers (43)

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Related works:
Journal Article: Optimal horizons for inflation targeting (2001)
Working Paper: Optimal Horizons for Inflation Targeting (2000)
Working Paper: Optimal Horizons for Inflation Targeting (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:boe:boeewp:119

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