NO.PZ2020012201000013
问题如下:
Suppose the neutral real policy rate is 2.25%, the target inflation rate is 2%, and trend growth is estimated to be 2.5%. If growth is expected to be 3.5% and inflation is expected to be 3%, calculate the nominal policy rate according the Taylor rule.
选项:
A.4%
B.6.25%
3.25%
解释:
B is correct.
解释:
依据泰勒公式,可得:
2.25% + 3% + 0.5 (3.5% – 2.5%) + 0.5 (3.0% – 2.0%) = 6.25%
协会practice exam中关于Taylor Rule有个计算,答案中给的是算Roptimal这个东西,算这个不加πe。请问这个公式是对吗?还是说是以前考纲是这么算Taylor Rule的?如果考试让计算fed fund rate就是按照答案给的不加πe计算吗