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The objective of this article is to determine an inflation targeting rule for the BCEAO, something that is needed following the new institutional reform of the WAMU1 and the BCEAO. It will determine the best optimal monetary policy rule for stabilizing the macroeconomic system and guiding the BCEAO authorities as part of their inflation targeting strategy. To this end, stochastic simulations were run to determine the optimal coefficients for the 1980–2016 period. When the WAMU area is considered as a whole, the results include consistent and transferable optimal rules, because the interest rate increases when inflation is above the target and when demand exceeds potential output. This ensures compliance with the Taylor principle. Subsequently, the comparison between these rules shows that a forward-looking rule that includes the gradual implementation of monetary policy seems to be the best option. In addition to being very aggressive, it gives good results in terms of stabilizing both inflation and economic activity, and better results in terms of the nominal interest rate, thus reconciling nominal anchoring and cyclical regulation in the WAMU area.JEL Codes: E43, E47, E52, E58.