• Media type: Report; E-Book
  • Title: Do FOMC members herd?
  • Contributor: Rülke, Jan-Christoph [Author]; Tillmann, Peter [Author]
  • Published: Marburg: Philipps-University Marburg, Faculty of Business Administration and Economics, 2010
  • Language: English
  • Keywords: Herdenverhalten ; Gruppenentscheidung ; Wirtschaftsprognose ; forecasting ; E43 ; E27 ; monetary policy ; Geldpolitik ; Federal Open Market Committee ; E52 ; herding ; USA
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: Twice a year FOMC members submit forecasts for growth, unemplyoment and in ation to be published in the Humphrey-Hawkins Report to Congress. In this paper we use individual FOMC forecasts to assess whether these forecasts exhibit herding behavior, a pattern often found in private sector forecasts. While growth and unemployment forecast do not show herding behavior, the in ation forecasts show strong evidence of anti-herding, i.e. FOMC members intentionally scatter their forecasts around the consensus. Interestingly, anti-herding is more important for nonvoting members than for voters.
  • Access State: Open Access