Optimal Horizons for Inflation Targeting

Nicoletta Batini and Edward Nelson

No 1052, Computing in Economics and Finance 1999 from Society for Computational Economics

Abstract: Here we investigate the selection of an optimal horizon for inflation targeting in the United Kingdom. We examine each of several ways for interpreting optimal horizons. To assess robustness against model uncertainty, we derive results for a set of models „ rather than just one „ having different structural and dynamic characteristics. Optimal horizons for each model are derived numerically.

Date: 1999-03-01
New Economics Papers: this item is included in nep-mon
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Citations: View citations in EconPapers (17)

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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 (2000)
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