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COVID-19

 

  • Research Department Working Papers

    Tempting FAIT: Flexible Average Inflation Targeting and the Post-COVID U.S. Inflation Surge

    In August 2020, the Federal Reserve replaced Flexible Inflation Targeting (FIT) with Flexible Average Inflation Targeting (FAIT), introducing make-up strategies that allow inflation to temporarily exceed the 2% target. Using a synthetic control approach, this paper estimates that FAIT raised CPI inflation by about 1 percentage point and core CPI inflation by 0.5 percentage points, suggesting a moderate impact net of food and energy and a largely temporary effect. The findings are consistent with the hypothesis of a steeper-than-expected post-pandemic Phillips curve in the New Keynesian model.

  • Globalization Institute Working Paper

    Living Up to Expectations: The Effectiveness of Forward Guidance and Inflation Dynamics Post-Global Financial Crisis

    This paper studies the effectiveness of forward guidance when central banks face private agents with heterogeneous expectations allowing for a degree of bounded rationality.

  • Evidence suggests U.S. house price/rent ratio, real home prices to decline

    The ratio of house prices to rents in the U.S. has risen 20 percent since first quarter 2020, coinciding with the beginning of the pandemic. The ratio is near its previous high in 2006. The future course of inflation may well be influenced by how this now-lofty ratio reverts to a more usual level.

  • International factors broadly explain postpandemic inflation

    The recent co-movement of inflation across countries, including the U.S., can be explained in part by global and regional factors. Policymakers, who have tended to more closely look closer to home may want to more broadly consider global events and pressures when addressing changing inflation pressures.

  • Impact of inflation shocks on foreign exchange rates reflects central bank stature

    The purchasing power parity theory of exchange rates is easily understood: A basket of goods should have the same price in different markets when that price is expressed in a common currency. However, the relationship between market-determined exchange rates and inflation shocks is not always straightforward. In the short run, central bank transparency can become an important determinant.

  • How the U.S. might outgrow pandemic-era housing (un)affordability problems

    A review of market-based and private forecasters’ expectations suggests that U.S. housing may be at an inflection point. U.S. income growth and, more broadly, the robust U.S. labor market will likely help wring out pandemic-era excesses that led to rapidly deteriorating affordability.

  • Not all price increases are equal; pandemic-era outliers drove inflation spike

    Many individual price changes make up widely used gauges of inflation. Their relative importance changes over time and may affect how consumers perceive inflation. Such perceptions can prompt households to update their inflation expectations, decreasing optimism about real economic activity.

  • Swap lines curbed global dollar shortages, appreciation during COVID-19 crisis

    During the initial weeks of the COVID-19 crisis, imbalances in the offshore dollar funding market led to safe-haven appreciation of the dollar. Fed swap lines between the U.S. central bank and counterparts abroad addressed these imbalances, subsequently helping reduce the cost of offshore dollar borrowing, reversing dollar appreciation and providing liquidity.

  • Texas high tech shakes off post-pandemic slump, readies new growth path

    Texas is poised to lead in new advanced technologies, notably artificial intelligence (AI) and semiconductor manufacturing.

  • Disparate supply-side forces gave U.S. economy an edge

    The U.S. economy boasts robust growth and slowing inflation despite the highest interest rates in two decades. Such performance isn’t common globally, especially among other advanced economies, revealing crucial differences in the fundamental factors driving inflation and growth.