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RePEcEconometrics & Forecasting

The Effects of Monetary Policy on Macroeconomic Expectations: High-Frequency Evidence from Prediction Markets

Prediction market data on macroeconomic outcomes show Fed rate hikes affect expectations through standard transmission channels, not through an information effect.

Featured in No. 139 on 13 Nov 2026 · 4 days after release

Forecast Errors: Kalshi vs
Figure 4. Forecast Errors: Kalshi vs. Blue Chip and SPF
Released
9 Nov 2026
First featured
No. 139 · 13 Nov 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:nbr:nberwo:35968
Authors
Eric T. Swanson et al.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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