NO.PZ2022122601000014
问题如下:
To forecast Swedish bond return expectations, Perumal decides to
calculate the target nominal policy rate of Sweden, applying the Taylor rule
using the data in Exhibit 1.
The target nominal policy rate for Sweden, as calculated using the Taylor rule, is closest to:
选项:
A.1.95%
B.2.95%
解释:
Target nominal policy rate = 1.2% + 1% + 0.5*(2% – 1%) + 0.5*(1% – 0.5%) = 2.95%
中文解析:
目标名义政策利率= 1.2% + 1% + 0.5 * (2% - 1%)+ 0.5 * (1% - 0.5%)= 2.95%
理解1.2%当中已经包含了通货膨胀的影响,为什么还要加上预期的inflation?