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FOMC forecasts as a focal point for private expectations
Hubert, Paul - In: Journal of money, credit and banking : JMCB 46 (2014) 7, pp. 1382-1420
Persistent link: https://www.econbiz.de/10010468645
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FOMC Forecasts as a Focal Point for Private Expectations
Hubert, Paul - 2015
We explore empirically the theoretical prediction that public information acts as a focal point in the context of the U.S. monetary policy. We aim at establishing whether the publication of Federal Open Market Committee (FOMC) inflation forecasts affects the cross-sectional dispersion of private...
Persistent link: https://www.econbiz.de/10013017397
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Canadian interest rate setting : the information content of Canadian and US central bank communication
Hayo, Bernd; Neuenkirch, Matthias - In: Southern economic journal 78 (2011) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10009310079
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Canadian Interest Rate Setting : The Information Content of Canadian and U.S. Central Bank Communication
Hayo, Bernd - 2010
Reserve (Fed) communication indicators. Econometrically, we employ an ordered probit model of a Taylor rule to explain and … communication indicators in explaining Canadian interest rate decisions …
Persistent link: https://www.econbiz.de/10013151094
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Just words?: a quantitative analysis of the communication of the Central Bank of Brazil
Carvalho, Carlos Viana de; Cordeiro, Fernando; Vargas, … - 2013
We quantify the informational content of statements issued by the interest-rate setting committee of the Central Bank of Brazil (COPOM), building on the methodology developed by Lucca and Trebbi (2011). Using Google search queries, we measure the extent to which each COPOM statement is perceived...
Persistent link: https://www.econbiz.de/10010199541
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Just words? : a quantitative analysis of the communication of the Central Bank of Brazil
Carvalho, Carlos Viana de; Cordeiro, Fernando; Vargas, … - In: Revista brasileira de economia : RBE ; revista da … 67 (2013) 4, pp. 443-455
Persistent link: https://www.econbiz.de/10011443994
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Has ECB communication been helpful in predicting interest rate decisions? : an evaluation of the early years of the Economic and Monetary Union
Jansen, David-Jan; Haan, Jakob de - In: Applied economics 41 (2009) 16/18, pp. 1995-2003
Persistent link: https://www.econbiz.de/10003882937
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Communication about future policy rates in theory and practice : a survey
Moessner, Richhild; Jansen, David-Jan; Haan, Jakob de - 2015
Persistent link: https://www.econbiz.de/10011283836
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Central bank communication and interest rates : the case of the Czech National Bank
Horváth, Roman; Karas, Pavel - In: Finance a úvěr 63 (2013) 5, pp. 454-464
Persistent link: https://www.econbiz.de/10010244831
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Measuring Central Bank Communication : An Automated Approach with Application to FOMC Statements
Lucca, David O. - 2010
communication about future interest rate decisions based on information from the Internet and news sources. We apply the methodology … announcements, whereas longer-dated Treasuries mainly react to changes in policy communication. Using lower frequency data, we find …, we find communication to be a more important determinant of Treasury rates than contemporaneous policy rate decisions …
Persistent link: https://www.econbiz.de/10013150907