Monetary Policy Uncertainty
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Abstract
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DOI: 10.17016/IFDP.2017.1215
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Other versions of this item:
- Husted, Lucas & Rogers, John & Sun, Bo, 2020. "Monetary policy uncertainty," Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
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Cited by:
- Mei, Dexiang & Zeng, Qing & Cao, Xiang & Diao, Xiaohua, 2019. "Uncertainty and oil volatility: New evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 155-163.
- Saltzman, Bennett & Yung, Julieta, 2018. "A machine learning approach to identifying different types of uncertainty," Economics Letters, Elsevier, vol. 171(C), pages 58-62.
- Dong, Xiyong & Yoon, Seong-Min, 2019. "What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach," Economic Modelling, Elsevier, vol. 77(C), pages 204-215.
- Yifei Cai, 2018. "Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand," Australian Economic Papers, Wiley Blackwell, vol. 57(4), pages 470-488, December.
More about this item
Keywords
Monetary policy uncertainty; VAR identification; FOMC communication;JEL classification:
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-10-29 (Central Banking)
- NEP-MAC-2017-10-29 (Macroeconomics)
- NEP-MON-2017-10-29 (Monetary Economics)
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