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Measuring Cross Country Monetary Policy Uncertainty

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  • Lucas F. Husted
  • John H. Rogers
  • Bo Sun

Abstract

In previous work, we constructed a news-based index of U.S. monetary policy uncertainty (MPU) that captures the degree of uncertainty the public perceives about Federal Reserve policy actions and their consequences. In this note, we extend that work to Canada, the Euro Area, Japan, and United Kingdom.

Suggested Citation

  • Lucas F. Husted & John H. Rogers & Bo Sun, 2016. "Measuring Cross Country Monetary Policy Uncertainty," IFDP Notes 2016-11-23, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgin:2016-11-23
    DOI: 10.17016/2573-2129.26
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