Measuring Monetary Policy Uncertainty: The Federal Reserve, January 1985-January 2016
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DOI: 10.17016/2573-2129.21
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- Albulescu, Claudiu Tiberiu & Ionescu, Adrian Marius, 2018.
"The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries,"
Research in International Business and Finance, Elsevier, vol. 45(C), pages 72-81.
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- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
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- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," CEPII Policy Brief 2017-20, CEPII research center.
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"Predicting relative forecasting performance: An empirical investigation,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
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"Measuring the response of gold prices to uncertainty: An analysis beyond the mean,"
Economic Modelling, Elsevier, vol. 75(C), pages 105-116.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Papers 1806.07623, arXiv.org.
- Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018. "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Post-Print hal-01817067, HAL.
- Granziera, Eleonora & Sekhposyan, Tatevik, 2019.
"Predicting relative forecasting performance: An empirical investigation,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
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- Rangan Gupta & Charl Jooste, 2018.
"Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?,"
International Economics and Economic Policy, Springer, vol. 15(3), pages 683-703, July.
- Rangan Gupta & Charl Jooste, 2015. "Unconventional Monetary Policy Shocks in OECD Countries: How Important is the Extent of Policy Uncertainty?," Working Papers 201587, University of Pretoria, Department of Economics.
- Pierre L. Siklos, 2017.
"What has publishing inflation forecasts accomplished? Central banks and their competitors,"
CAMA Working Papers
2017-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos, 2018. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2018-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Siklos, Pierre, 2017. "What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors," LCERPA Working Papers 0098, Laurier Centre for Economic Research and Policy Analysis, revised 01 Apr 2017.
- Peter Tillmann, 2020.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Peter Tillmann, 2018. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," GRU Working Paper Series GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019.
"Persistence of economic uncertainty: a comprehensive analysis,"
Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4477-4498, September.
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- Benjamin Born & Sebastian Breuer & Steffen Elstner, 2018.
"Uncertainty and the Great Recession,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(5), pages 951-971, October.
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- Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2017. "Uncertainty and the Great Recession," CEPR Discussion Papers 12083, C.E.P.R. Discussion Papers.
- Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021. "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, vol. 102(C).
- Husted, Lucas & Rogers, John & Sun, Bo, 2020.
"Monetary policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
- Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Monetary Policy Uncertainty," International Finance Discussion Papers 1215, Board of Governors of the Federal Reserve System (U.S.).
- Husted, Lucas & Rogers, John & Sun, Bo, 2018.
"Uncertainty, currency excess returns, and risk reversals,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 228-241.
- Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Uncertainty, Curreny Exess Returns, and Risk Reversals," International Finance Discussion Papers 1196, Board of Governors of the Federal Reserve System (U.S.).
- Kurov, Alexander & Stan, Raluca, 2018. "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 127-142.
- Tatjana Dahlhaus & Tatevik Sekhposyan, 2018. "Monetary Policy Uncertainty: A Tale of Two Tails," Staff Working Papers 18-50, Bank of Canada.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-09-25 (Central Banking)
- NEP-MON-2016-09-25 (Monetary Economics)
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