Central Bank Information and the effects of Monetary shocks
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- Hubert, Paul, 2017. "Central bank information and the effects of monetary shocks," Bank of England working papers 672, Bank of England.
- Paul Hubert, 2017. "Central Bank information and the effects of monetary shocks," Sciences Po publications 19, Sciences Po.
- Paul Hubert, 2017. "Central Bank information and the effects of monetary shocks," Sciences Po publications 672, Sciences Po.
References listed on IDEAS
- Jean-Sébastien Fontaine & René Garcia, 2012. "Bond Liquidity Premia," Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1207-1254.
- Joyce, Michael A.S. & Lildholdt, Peter & Sorensen, Steffen, 2010.
"Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves,"
Journal of Banking & Finance, Elsevier, vol. 34(2), pages 281-294, February.
- Joyce, Michael & Lildholdt, Peter & Sorensen, Steffen, 2009. "Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves," Bank of England working papers 360, Bank of England.
- Long Chen & David A. Lesmond & Jason Wei, 2007. "Corporate Yield Spreads and Bond Liquidity," Journal of Finance, American Finance Association, vol. 62(1), pages 119-149, February.
- Grace Xing Hu & Jun Pan & Jiang Wang, 2013. "Noise as Information for Illiquidity," Journal of Finance, American Finance Association, vol. 68(6), pages 2341-2382, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Paul Hubert & Giovanni Ricco, 2018. "Imperfect Information in Macroeconomics," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 181-196.
- Mariusz Prochniak & Magdalena Szyszko, 2019. "The similarity of European central banks in terms of transparency and effectiveness," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(3), pages 385-404, September.
- Christophe Blot & Paul Hubert, 2018. "Central bank communication during normal and crisis time," Sciences Po publications info:hdl:2441/52p48pif509, Sciences Po.
More about this item
KeywordsMonetary policy; information processing; signal extraction; market-based inflation expectations; central bank projections; real-time forecasts.;
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2017-11-26 (Central Banking)
- NEP-MAC-2017-11-26 (Macroeconomics)
- NEP-MON-2017-11-26 (Monetary Economics)
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