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The Market Impact of Forward-Looking Policy Statements: Transparency vs. Predictability

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Author Info
Christine Fay
Toni Gravelle (Bank of Canada)
Abstract

Central banks continuously strive to improve how they communicate to financial markets and the public in order to increase transparency. For this reason, many central banks have begun to include guidance on the policy rate in the form of forward-looking statements in their communications. This article examines the debate over the usefulness of providing such statements from both theoretical and empirical standpoints. The evidence presented here suggests that the use of forward-looking statements in Bank of Canada communications has made the Bank more predictable, but not necessarily more transparent.

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File URL: http://www.bankofcanada.ca/en/review/winter08-09/fay_gravelle.pdf
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Publisher Info
Article provided by Bank of Canada in its journal Bank of Canada Review.

Volume (Year): 2008-2009 (2008-2009)
Issue (Month): Winter ()
Pages: 27-36
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bca:bcarev:v:2009:y:2009:i:winter08-09:p:27-36

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This page was last updated on 2009-12-16.


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