FEDERAL RESERVE BANK OF ST. LOUIS REVIEW SEPTEMBER / OCTOBER 2006 431
Do Inflation Targeters Outperform Non-targeters?
Michael J. Dueker and Andreas M. Fischer
updates the empirical evidence from an early
study on inflation targeting by Dueker and Fischer
(1996a) (denoted as D-F hereafter) that sought to
provide an answer to the question: Do inflation
targets impart an aversion to inflation and infla-
tion variability among inflation-targeting countries
above and beyond that displayed by non-inflation-
targeting countries? D-F examined this question
by matching three early adopters of inflation
targets—New Zealand (which adopted an inflation
target in 1990), Canada (1991), and the United
Kingdom (1992)—with three neighboring coun-
tries that did not have formal inflation targets in
the early 1990s—Australia, the United States, and
Germany, respectively. All three inflation targeters
achieved their announced targets ahead of sched-
ule, perhaps in part because the 1990s saw a
marked disinflation throughout the industrialized
world.
Numerous studies have re-examined the
empirical effects of inflation targeting. Many
subsequent studies have followed the formula
laid out in D-F: Match each inflation-targeting
S
ince its inception in the early 1990s,
inflation targeting has unleashed consid-
erable debate on the merits of the new
policy framework. Its introduction has
raised numerous issues: the difficulty of evaluat-
ing central bank performance in achieving the
target, the effect of inflation targeting on inflation
expectations, the choice of inflation indicators,
links with exchange rate policy, and the interac-
tion between the central bank and the central
government. Analysis of these issues was valuable
not only to decisionmakers and analysts in the
countries where inflation targets were already in
use, but also to those countries contemplating
such a policy. Revisiting the perceived merits of
inflation targeting is especially timely now that
Ben Bernanke, who has a clear academic record
in favor of a quantitative inflation objective, is
the Chairman of the Board of Governors of the
Federal Reserve System.
Contributions to the policy debate concerning
inflation targeting have come in the form of theo-
retical analysis and empirical evidence. This note
Ten years of empirical studies of inflation targeting have not uncovered clear evidence that monetary
policy that incorporates formal targets imparts better inflation performance. The authors survey
the literature and find that the “no difference” verdict concerning inflation targeting has been
robust to a wide range of countries and methods of analysis, starting with a study by Dueker and
Fischer (1996a). The authors present updated Markov-switching estimates from the original Dueker
and Fischer (1996a) article and show that their early conclusions about inflation targeting among
early adopters have not been overturned with an additional decade of data. These findings to date
do not rule out the possibility, however, that formal inflation targets could prove pivotal if the
global environment of disinflation were to reverse course. (JEL E52, E42, E61)
Federal Reserve Bank of St. Louis Review, September/October 2006, 88(5), pp. 431-50.
Michael J. Dueker is an assistant vice president and economist at the Federal Reserve Bank of St. Louis, and Andreas M. Fischer is a research
adviser at the Swiss National Bank. Andrew Alberts provided research assistance.
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2006, The Federal Reserve Bank of St. Louis. Articles may be reprinted, reproduced, published, distributed, displayed, and transmitted in
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