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Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis

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Cited by:

  1. Sheen, Jeffrey & Wang, Ben Zhe, 2021. "Measuring macroeconomic disagreement – A mixed frequency approach," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 547-566.
  2. Stefan Collignon, 2024. "The Tale of Two Economies: Inflationary Dynamics in the Euro Area and the US in the Context of Uncertainty," Economies, MDPI, vol. 12(7), pages 1-27, June.
  3. Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 323-335, September.
  4. Laurent Ferrara & ISTREFI, K., 2016. "Impact des chocs d’incertitude sur l’économie mondiale – Synthèse de conférence," Bulletin de la Banque de France, Banque de France, issue 206, pages 61-68.
  5. Fadda, Pietro & Hanifi, Rayane & Istrefi, Klodiana & Penalver, Adrian, 2025. "Central bank communication of uncertainty," Journal of International Money and Finance, Elsevier, vol. 157(C).
  6. Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2023. "Monetary Policy and Firm Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 278-296, January.
  7. Oguzhan Cepni & Riza Demirer & Rangan Gupta & Ahmet Sensoy, 2022. "Interest rate uncertainty and the predictability of bank revenues," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1559-1569, December.
  8. Rodrigo Guimaraes & Gabor Pinter & Jean-Charles Wijnandts, 2023. "The liquidity state-dependence of monetary policy transmission," Bank of England working papers 1045, Bank of England.
  9. Beckmann, Joscha & Czudaj, Robert L., 2026. "Uncertainty shocks and inflation: The role of credibility and expectation anchoring," Journal of International Money and Finance, Elsevier, vol. 160(C).
  10. Magdalene Williams & Ahmad Abu Alrub & Mehmet Aga, 2022. "Ecological Footprint, Economic Uncertainty and Foreign Direct Investment in South Africa: Evidence From Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Approach," SAGE Open, , vol. 12(2), pages 21582440221, April.
  11. Nicolas Himounet & Francisco Serranito & Julien Vauday, 2021. "Uncertainty is bad for Business. Really?," Working Papers 2021.03, International Network for Economic Research - INFER.
  12. Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021. "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, vol. 133(C).
  13. Joscha Beckmann & Robert L. Czudaj, 2023. "The role of expectations for currency crisis dynamics—The case of the Turkish lira," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
  14. Chiang, Thomas C., 2021. "Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  15. Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2018. "Risk management-driven policy rate gap," Economics Letters, Elsevier, vol. 171(C), pages 235-238.
  16. Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181, Springer.
  17. Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
  18. Punzi, Maria Teresa, 2020. "The impact of uncertainty on the macro-financial linkage with international financial exposure," Journal of Economics and Business, Elsevier, vol. 110(C).
  19. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
  20. Saygin Sahinoz & Evren Erdogan Cosar, 2020. "Quantifying uncertainty and identifying its impacts on the Turkish economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 365-387, May.
  21. Joscha Beckmann & Rainer Schweickert & Marvin Jahn, 2025. "Political Business Cycles in Varieties of Capitalistic Systems," Economics and Politics, Wiley Blackwell, vol. 37(2), pages 653-668, July.
  22. Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022. "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, vol. 132(644), pages 1290-1308.
  23. Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
  24. Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
  25. Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
  26. Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2025. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(4), pages 395-410, June.
  27. Zahir Barahmand & Marianne S. Eikeland, 2022. "Techno-Economic and Life Cycle Cost Analysis through the Lens of Uncertainty: A Scoping Review," Sustainability, MDPI, vol. 14(19), pages 1-22, September.
  28. Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019. "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers 201939, University of Pretoria, Department of Economics.
  29. Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019. "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 283-295, January.
  30. Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021. "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1193-1217, October.
  31. Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020. "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-30, December.
  32. Qadan, Mahmoud & Shuval, Kerem & David, Or, 2023. "Uncertainty about interest rates and the real economy," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  33. Himounet, Nicolas, 2022. "Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks," International Economics, Elsevier, vol. 170(C), pages 1-31.
  34. Choi, Sangyup & Furceri, Davide & Yoo, Seung Yong, 2024. "Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
  35. Nicolas Himounet, 2022. "Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks," Post-Print hal-05113023, HAL.
  36. Castelnuovo, Efrem & Tran, Trung Duc, 2017. "Google It Up! A Google Trends-based Uncertainty index for the United States and Australia," Economics Letters, Elsevier, vol. 161(C), pages 149-153.
  37. Pan, Zheyao & Chan, Kam Fong, 2018. "A new government bond volatility index predictor for the U.S. equity premium," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 200-215.
  38. Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023. "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, vol. 130(C).
  39. António Portugal Duarte & Fátima Sol Murta & Nuno Baetas Silva, 2025. "Will the euro replace the U.S. dollar as the leading international currency? A volatility analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(1), pages 1-27, March.
  40. Klodiana Istrefi & Anamaria Piloiu, 2020. "Public Opinion on Central Banks when Economic Policy is Uncertain," Revue d'économie politique, Dalloz, vol. 130(2), pages 283-306.
  41. Christophe Blot & Paul Hubert & Fabien Labondance, 2025. "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," Sciences Po Economics Publications (main) hal-05158109, HAL.
  42. Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
  43. Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo, 2023. "The role of uncertainty in forecasting volatility comovements across stock markets," Economic Modelling, Elsevier, vol. 125(C).
  44. Andrikopoulos, Athanasios & Chen, Zhongfei & Chortareas, Georgios & Li, Kexin, 2023. "Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies," Journal of International Money and Finance, Elsevier, vol. 131(C).
  45. Yasmeen Bayaa & Mahmoud Qadan, 2024. "Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 981-1003, December.
  46. Usman, Ojonugwa & Ozkan, Oktay & Koy, Ayben & Adebayo, Tomiwa Sunday, 2024. "Energy-related uncertainty shocks and inflation dynamics in the U.S: A multivariate quantile-on-quantile regression approach," Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 235-247.
  47. Cukierman, Alex & Lustenberger, Thomas, 2020. "Uncertainty and dispersion in professional interest rate forecasts: International evidence and theory," CEPR Discussion Papers 15039, C.E.P.R. Discussion Papers.
  48. Beckmann, Joscha & Czudaj, Robert L., 2023. "Perceived monetary policy uncertainty," Journal of International Money and Finance, Elsevier, vol. 130(C).
  49. Liu, Yang & Sheng, Xuguang Simon, 2019. "The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries," International Journal of Forecasting, Elsevier, vol. 35(3), pages 967-979.
  50. Gabriel Arce‐Alfaro & Boris Blagov, 2023. "Monetary Policy Uncertainty and Inflation Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 70-94, February.
  51. Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  52. Eric Jondeau & Benoit Mojon & Jean-Guillaume Sahuc, 2020. "Bank Funding Cost and Liquidity Supply Regimes," BIS Working Papers 854, Bank for International Settlements.
  53. Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
  54. Vasilios Plakandaras & Rangan Gupta & Mark E. Wohar, 2019. "Persistence of economic uncertainty: a comprehensive analysis," Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4477-4498, September.
  55. Laurent FERRARA & Stéphane LHUISSIER & Fabien TRIPIER, 2018. "Uncertainty and macroeconomics: transmission channels and policy implications," Rue de la Banque, Banque de France, issue 61, April.
  56. Efrem Castelnuovo & Guay Lim & Giovanni Pellegrino, 2018. "Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 70-86, March.
  57. Pelin Öge Güney, 2023. "Interest Rate Uncertainty and Macroeconomics in Turkey," Prague Economic Papers, Prague University of Economics and Business, vol. 2023(2), pages 184-204.
  58. Mahmoud Qadan & Gil Cohen, 2024. "Uncertainty about interest rates and crude oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-14, December.
  59. Ren, Yi-Shuai & Klein, Tony & Jiang, Yong, 2024. "Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  60. Binder, Carola & Ozturk, Ezgi & Sheng, Xuguang Simon, 2025. "The effects of inflation uncertainty on firms and the macroeconomy," Journal of International Money and Finance, Elsevier, vol. 151(C).
  61. Montano Pierina & Quineche, Ricardo & Tipo, Royer, 2025. "Distributional Patterns in US Monetary Transmission: Quantile Cointegration Evidence," EconStor Preprints 323756, ZBW - Leibniz Information Centre for Economics.
  62. Tatjana Dahlhaus & Tatevik Sekhposyan, 2018. "Monetary Policy Uncertainty: A Tale of Two Tails," Staff Working Papers 18-50, Bank of Canada.
  63. Wang, Hailong & Hu, Duni, 2024. "Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  64. Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.
  65. Tanujit Chakraborty & Donia Besher & Madhurima Panja & Shovon Sengupta, 2025. "Neural ARFIMA model for forecasting BRIC exchange rates with long memory," Papers 2509.06697, arXiv.org, revised May 2026.
  66. Godwin Olasehinde-Williams & Oktay Özkan, 2022. "Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 507-521, July.
  67. Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 167-177.
  68. Arce-Alfaro, Gabriel & Blagov, Boris, 2021. "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers 899, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  69. Nguyen Ba Trung, 2022. "Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty," International Finance, Wiley Blackwell, vol. 25(3), pages 285-295, December.
  70. Dibiasi, Andreas & Sarferaz, Samad, 2023. "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, vol. 153(C).
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