Ellen, Saskia ter; Larsen, Vegard Høghaug; Thorsrud, … - 2019 - This version October 4, 2019
communication accompanying interest rate meetings. Our proposed method is fast and simple, and relies on a Singular Value … surprises in central bank communication using this type of data and identification provides surprise measures that are … monetary policy literature associates with the information component of monetary policy communication. Our study highlights the …