Has ECB communication been helpful in predicting interest rate decisions? An evaluation of the early years of the Economic and Monetary Union

Citations

Cited by:

1. Paul Hubert, 2015. "ECB Projections as a Tool for Understanding Policy Decisions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(7), pages 574-587, November.
   • Paul Hubert, 2013. "ECB projections as a tool for understanding policy decisions," Documents de Travail de l'OFCE 2013-04, Observatoire Francais des Conjonctures Economiques (OFCE).
   • Paul Hubert, 2015. "ECB Projections as a tool for understanding policy decisions," Post-Print hal-03399287, HAL.
   • Paul Hubert, 2015. "ECB Projections as a tool for understanding policy decisions," SciencePo Working papers Main hal-03399287, HAL.
2. Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," SciencePo Working papers Main hal-03403256, HAL.
   • Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Working Papers hal-03403256, HAL.
   • Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Working Papers 2019-08, CRESE.
   • Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," SciencePo Working papers Main hal-03403074, HAL.
   • Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Documents de Travail de l'OFCE 2020-02, Observatoire Francais des Conjonctures Economiques (OFCE).
   • Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Working Papers hal-03403074, HAL.
3. Jakob de Haan & David-Jan Jansen, 2009. "The communication policy of the European Central Bank: An overview of the first decade," DNB Working Papers 212, Netherlands Central Bank, Research Department.
4. Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," SciencePo Working papers Main hal-03459227, HAL.
   • Hubert, Paul & Labondance, Fabien, 2017. "Central bank sentiment and policy expectations," Bank of England working papers 648, Bank of England.
   • Paul Hubert & Fabien Labondance, 2016. "Central Bank sentiment and policy expectations," Documents de Travail de l'OFCE 2016-29, Observatoire Francais des Conjonctures Economiques (OFCE).
   • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers hal-01374710, HAL.
   • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers 2016-07, CRESE.
   • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," SciencePo Working papers Main hal-03457514, HAL.
   • Fabien Labondance & Paul Hubert, 2017. "Central Bank sentiment and policy expectations," Working Papers hal-03457514, HAL.
   • Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers hal-03459227, HAL.
5. Paul Hubert & Fabien Labondance, 2016. "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers hal-01394821, HAL.
   • Paul Hubert & Fabien Labondance, 2016. "The Effect of ECB Forward Guidance on Policy Expectations," Working Papers 2016-12, CRESE.
   • Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," SciencePo Working papers Main hal-03459188, HAL.
   • Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Working Papers hal-03459188, HAL.
   • Paul Hubert & Fabien Labondance, 2016. "The effect of ECB forward guidance on policy expectations," Documents de Travail de l'OFCE 2016-30, Observatoire Francais des Conjonctures Economiques (OFCE).
6. Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Working Papers hal-01098464, HAL.
   • Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," SciencePo Working papers Main hal-01098464, HAL.
   • Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Documents de Travail de l'OFCE 2014-23, Observatoire Francais des Conjonctures Economiques (OFCE).
7. Picault, Matthieu & Renault, Thomas, 2017. "Words are not all created equal: A new measure of ECB communication," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 136-156.
   • Matthieu Picault & Thomas Renault, 2017. "Words are not all created equal: A new measure of ECB communication," Post-Print hal-03535202, HAL.
   • Matthieu Picault & Thomas Renault, 2017. "Words are not all created equal: A new measure of ECB communication," Post-Print hal-03205121, HAL.
   • Matthieu Picault & Thomas Renault, 2017. "Words are not all created equal: A new measure of ECB communication," Post-Print hal-03676646, HAL.
8. Bernd Hayo & Matthias Neuenkirch, 2011. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 131-148, July.
   • Bernd Hayo & Matthias Neuenkirch, 2009. "Canadian Interest Rate Setting: The Information Content of Canadian and U.S. Central Bank Communication," MAGKS Papers on Economics 200935, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
9. Pongsak Luangaram & Yuthana Sethapramote, 2016. "Central Bank Communication and Monetary Policy Effectiveness: Evidence from Thailand," PIER Discussion Papers 20., Puey Ungphakorn Institute for Economic Research, revised Feb 2016.
10. Jonne Lehtimäki & Marianne Palmu, 2022. "Who Should You Listen to in a Crisis? Differences in Communication of Central Bank Policymakers," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(3), pages 33-57.
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12. Paul Hubert & Fabien Labondance, 2018. "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 193-222, December.
    • Paul Hubert & Fabien Labondance, 2018. "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," Post-Print hal-03457846, HAL.
    • Paul Hubert & Fabien Labondance, 2018. "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," Post-Print hal-04329735, HAL.
    • Paul Hubert & Fabien Labondance, 2018. "The Effect of ECB Forward Guidance on the Term Structure of Interest Rates," SciencePo Working papers Main hal-03457846, HAL.
13. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Central bank communication in the financial crisis: Evidence from a survey of financial market participants," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 166-181.
    • Bernd Hayo & Matthias Neuenkirch, 2014. "Central Bank Communication in the Financial Crisis: Evidence from a Survey of Financial Market Participants," MAGKS Papers on Economics 201404, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    • Bernd Hayo & Matthias Neuenkirch, 2014. "Central Bank Communication in the Financial Crisis: Evidence from a Survey of Financial Market Participants," Research Papers in Economics 2014-01, University of Trier, Department of Economics.
14. Sandra Schmidt & Dieter Nautz, 2012. "Central Bank Communication and the Perception of Monetary Policy by Financial Market Experts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(2‐3), pages 323-340, March.
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    • Schmidt, Sandra & Nautz, Dieter, 2010. "Central bank communication and the perception of monetary policy by financial market experts," Discussion Papers 2010/29, Free University Berlin, School of Business & Economics.
15. Schmidt, Sandra & Nautz, Dieter, 2010. "Why do financial market experts misperceive future monetary policy decisions?," ZEW Discussion Papers 10-045, ZEW - Leibniz Centre for European Economic Research.
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16. Carlo Rosa, 2009. "Forecasting the Direction of Policy Rate Changes: The Importance of ECB Words," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(1‐2), pages 39-66, February.
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20. Aleksandra Halka, 2016. "How the central bank’s reaction function in small open economies evolved during the crisis," Bank i Kredyt, Narodowy Bank Polski, vol. 47(4), pages 301-318.
21. Guillermo Peña, 2020. "Monetary Policy after the Great Moderation," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 5-26.
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24. Paul Hubert & Fabien Labondance, 2016. "Central Bank Sentiment and Policy Expectations," Working Papers hal-03471878, HAL.
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26. Paul Hubert, 2015. "ECB Projections as a Tool for Understanding Policy Decisions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(7), pages 574-587, November.
    • Paul Hubert, 2013. "ECB projections as a tool for understanding policy decisions," Documents de Travail de l'OFCE 2013-04, Observatoire Francais des Conjonctures Economiques (OFCE).
    • Paul Hubert, 2015. "The effect of interest rate and communication shocks on private inflation expectations," Working papers wpaper122, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
27. M.H. Middeldorp, 2011. "FOMC Communication Policy and the Accuracy of Fed Funds Futures," Working Papers 11-13, Utrecht School of Economics.
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31. Pongsak Luangaram & Yuthana Sethapramote, 2016. "Central Bank Communication and Monetary Policy Effectiveness: Evidence from Thailand," PIER Discussion Papers 20, Puey Ungphakorn Institute for Economic Research.
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