Monetary policy predictability in the euro area: An international comparison
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- Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2011. "Monetary policy predictability in the euro area: an international comparison," Applied Economics, Taylor & Francis Journals, vol. 43(20), pages 2533-2544.
- Zaghini, Andrea & Wilhelmsen, Björn-Roger, 2005. "Monetary policy predictability in the euro area: an international comparison," Working Paper Series 504, European Central Bank.
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Citations
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Cited by:
- Jung, Alexander, 2016. "Have minutes helped to predict fed funds rate changes?," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 18-32.
- Eijffinger, Sylvester & Geraats, Petra & van der Cruijsen, Carin, 2006.
"Does Central Bank Transparency Reduce Interest Rates?,"
CEPR Discussion Papers
5526, C.E.P.R. Discussion Papers.
- Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006. "Does Central Bank Transparancy Reduce Interest Rates?," Discussion Paper 2006-11, Tilburg University, Center for Economic Research.
- Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006. "Does Central Bank Transparency Reduce Interest Rates?," Other publications TiSEM fd5584c7-1654-4695-ac85-e, Tilburg University, School of Economics and Management.
- Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006. "Does Central Bank Transparancy Reduce Interest Rates?," Other publications TiSEM bfaccd36-2d30-469a-8618-6, Tilburg University, School of Economics and Management.
- Thomas Lustenberger & Enzo Rossi, 2020.
"Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 153-201, March.
- Thomas Lustenberger & Dr. Enzo Rossi, 2017. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working Papers 2017-12, Swiss National Bank.
- Lustenberger, Thomas & Rossi, Enzo, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
- Silvio Colarossi & Andrea Zaghini, 2009.
"Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission,"
International Finance, Wiley Blackwell, vol. 12(2), pages 151-170, August.
- Colarossi, Silvio & Zaghini, Andrea, 2007. "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series 2007/16, Center for Financial Studies (CFS).
- Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission," Temi di discussione (Economic working papers) 710, Bank of Italy, Economic Research and International Relations Area.
- Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
- Marek Rozkrut, 2008. "It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication," NBP Working Papers 47, Narodowy Bank Polski.
- Jung, Alexander & El-Shagi, Makram, 2015. "Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of England's MPC?," Working Paper Series 1808, European Central Bank.
- Hartmann, Philipp & Smets, Frank, 2018.
"The first twenty years of the European Central Bank: monetary policy,"
Working Paper Series
2219, European Central Bank.
- Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, C.E.P.R. Discussion Papers.
- Claus Brand & Daniel Buncic & Jarkko Turunen, 2010.
"The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve,"
Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
- Brand, Claus & Turunen, Jarkko & Buncic, Daniel, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 657, European Central Bank.
- Claus Brand & Daniel Buncic & Jarkko Turunen, 2008. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Discussion Papers 2008-11, School of Economics, The University of New South Wales.
- repec:hal:spmain:info:hdl:2441/5221 is not listed on IDEAS
- Fabio Canova & Carlo Favero, 2005. "Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey," Economics Working Papers 922, Department of Economics and Business, Universitat Pompeu Fabra.
- Sébastien Kraenzlin, 2007. "The characteristics and development of the Swiss franc repurchase agreement market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 241-261, June.
- Jung, Alexander, 2016. "Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?," Working Paper Series 1926, European Central Bank.
- Alexis Flageollet & Hamza Bahaji, 2016. "Monetary Policy and Risk-Based Asset Allocation," Open Economies Review, Springer, vol. 27(5), pages 851-870, November.
- Michał Laskowski, 2016. "Instytucjonalne uwarunkowania wspólnej polityki pieniężnej w Unii Gospodarczej i Walutowej / Institutional Framework of Single Monetary Policy in The Economic and Monetary Union," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 16, pages 313-331, December.
- Jung, Alexander, 2016. "Have FOMC minutes helped markets to predict FED funds rate changes?," Working Paper Series 1961, European Central Bank.
- Fabio Filipozzi, 2009. "Market‐Based Measures of Monetary Policy Expectations and Their Evolution Since the Introduction of the Euro," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(3), pages 137-167, November.
- Bennani, Hamza, 2014. "The art of central banks' forward guidance at the zero lower bound," MPRA Paper 57043, University Library of Munich, Germany.
- Favero, Carlo A. & Canova, Fabio, 2005. "Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey," CEPR Discussion Papers 5101, C.E.P.R. Discussion Papers.
- Rozkrut, Marek & Rybinski, Krzysztof & Sztaba, Lucyna & Szwaja, Radoslaw, 2007. "Quest for central bank communication: Does it pay to be "talkative"?," European Journal of Political Economy, Elsevier, vol. 23(1), pages 176-206, March.
- repec:spo:wpmain:info:hdl:2441/5221 is not listed on IDEAS
- El-Shagi, Makram & Jung, Alexander, 2015. "Have minutes helped markets to predict the MPC's monetary policy decisions?," European Journal of Political Economy, Elsevier, vol. 39(C), pages 222-234.
- Bennani, Hamza, 2014. "Does one word fit all? The asymmetric effects of central banks' communication policy," MPRA Paper 57150, University Library of Munich, Germany.
- Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2016. "Central bank transparency and exchange rate volatility effects on inflation-output volatility," Economics and Business Letters, Oviedo University Press, vol. 5(4), pages 125-133.
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More about this item
Keywords
Monetary policy; Predictability; Money market rates;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2005-09-29 (Central Banking)
- NEP-EEC-2005-09-29 (European Economics)
- NEP-FIN-2005-09-29 (Finance)
- NEP-FMK-2005-09-29 (Financial Markets)
- NEP-FOR-2005-09-29 (Forecasting)
- NEP-IFN-2005-09-29 (International Finance)
- NEP-MAC-2005-09-29 (Macroeconomics)
- NEP-MON-2005-09-29 (Monetary Economics)
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