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Commentary: Some Methodological Suggestions

Author

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  • Fumio Hayashi

    (Graduate School of International Corporate Strategy, Hitotsubashi University)

Abstract

Methodological suggestions are made for two separate issues. First, I show how a consistent estimate of the level of the expected inflation can be gleaned from inflation swap rates. Second, I indicate how the dynamic general equilibrium model in question can be modified to generate the observed persistence in commodity price movements.

Suggested Citation

  • Fumio Hayashi, 2011. "Commentary: Some Methodological Suggestions," International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 217-223, March.
    • Handle: RePEc:ijc:ijcjou:y:2011:q:1:a:10
    as

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    References listed on IDEAS

    as
    1. Christopher J. Erceg & Luca Guerrieri & Steven B. Kamin, 2009. "Did easy money in the dollar bloc fuel the global commodity boom?," International Finance Discussion Papers 979, Board of Governors of the Federal Reserve System (U.S.).
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    More about this item

    JEL classification:

    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy

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