通胀预期那项不加了吗？-有问必答-品职教育专注CFA ESG FRM CPA 考研等财经培训课程

NO.PZ202206070100000502 问题如下 Using the ta in Exhibit 1 anthe investment team’s approato prethe Fes next move, the new fefun rate will most likely be: A.2.9%. B.2.6%. C.2.1%. SolutionC is correct. The Taylor rule isRoptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10%C是正确的，依据泰勒公式可得Roptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10% 对于加不加expecteinflation这项先说下我的理解题目条件给的是FFR neutrrate, 问的是new FFR neutrrate。第一种情况假设题目给的FFR neutrrate是rerate, 那么问的也就是rerate,因为表述方式是一样的，那么结果不需要加expecteinflation第二种情况假设题目给的FFR neutrrate是nominrate, 那么已经包含了expecteinflation, 最后问我们的也是nominrate, 也不需要再重复加expecteinflation.综上，我认为无论是哪种情况，都不需要另外添加expecteinflation, 除非题目特别明确的给出rerate然后问nominrate所以，我认为这题答案并没有错误，老师认为呢？

2024-01-31 16:38 2 · 回答

NO.PZ202206070100000502问题如下 Using the ta in Exhibit 1 anthe investment team’s approato prethe Fes next move, the new fefun rate will most likely be: A.2.9%.B.2.6%.C.2.1%. SolutionC is correct. The Taylor rule isRoptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10%C是正确的，依据泰勒公式可得Roptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10% 按照目前的公式计算，最终结果应该是2.1%+3.2%=5.3%吗？如果题目中没有给出neutrrate是re还是nominal，是按照默认为rerate吗？

2024-01-04 16:33 1 · 回答

NO.PZ202206070100000502问题如下 Using the ta in Exhibit 1 anthe investment team’s approato prethe Fes next move, the new fefun rate will most likely be: A.2.9%.B.2.6%.C.2.1%. SolutionC is correct. The Taylor rule isRoptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10%C是正确的，依据泰勒公式可得Roptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10% 明知道答案错了，为什么不改下答案内容。这样容易误导

2023-08-03 09:07 1 · 回答

NO.PZ202206070100000502 问题如下 Using the ta in Exhibit 1 anthe investment team’s approato prethe Fes next move, the new fefun rate will most likely be: A.2.9%. B.2.6%. C.2.1%. SolutionC is correct. The Taylor rule isRoptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10%C是正确的，依据泰勒公式可得Roptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10% 老师请问，根据现在的考纲Taylor Rule需要加上ExpecteInflation, 那在这个题干里，Inflation Expecte= Inflation Forecast，是吗?

2022-12-20 16:07 1 · 回答

NO.PZ202206070100000502 问题如下 Using the ta in Exhibit 3 anthe investment team’s approato prethe Fes next move, the new fefun rate will most likely be: A.2.9%. B.2.6%. C.2.1%. SolutionC is correct. The Taylor rule isRoptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10%C是正确的，依据泰勒公式可得Roptim= Rneutr+ [0.5 × (Ggforecast – Ggtren] + [0.5 × (Iforecast – Itarget)] = 2.5 + [0.5 × (3.0 – 4.5)] + [0.5 × (3.2 – 2.5)] = 2.5 – 0.75 + 0.35 = 2.10% 想问一下，current rate和neutrrate的区别是，current=neutral+inflation吗？考试的时候需要加inflation，如果没有单独给出，是不是用current rate带入taylor公式呢？

2022-11-11 12:52 1 · 回答

通胀预期那项不加了吗？

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