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Citations for "Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?"

by Michael Ehrmann & Marcel Fratzscher

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  1. Matteo Falagiarda & Stefan Reitz, 2013. "Announcements of ECB Unconventional Programs: Implications for the Sovereign Risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy.
  2. Jiri Bohm & Petr Kral & Branislav Saxa, 2009. "Perception is Always Right: The CNB’s Monetary Policy in the Media," Working Papers 2009/10, Czech National Bank, Research Department.
  3. Carlo Rosa, 2008. "Talking less and moving the market more: is this the recipe for monetary policy effectiveness?: evidence from the ECB and the Fed," LSE Research Online Documents on Economics 19629, London School of Economics and Political Science, LSE Library.
  4. Aleš Bulíř & Martin Číhak & David-Jan Jansen, 2014. "Does the clarity of inflation reports affect volatility in financial markets?," DNB Working Papers 439, Netherlands Central Bank, Research Department.
  5. Matthias Neuenkirch, 2010. "Managing Financial Market Expectations: The Role of Central Bank Transparency and Central Bank Communication," MAGKS Papers on Economics 201028, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  6. Amihai Glazer, 2006. "Predicting Committee Action," Working Papers 050621, University of California-Irvine, Department of Economics.
  7. Naohiko Baba & Frank Packer, 2009. "From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers," BIS Working Papers 285, Bank for International Settlements.
  8. Bernd Hayo & Ali Kutan & Matthias Neuenkirch, 2015. "Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?," Empirica, Springer, vol. 42(1), pages 185-203, February.
  9. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2011. "Monetary Policy in the Media," CEPR Discussion Papers 8192, C.E.P.R. Discussion Papers.
  10. Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Working Papers 1038, Princeton University, Department of Economics, Center for Economic Policy Studies..
  11. Stephen Hansen & Michael McMahon, 2016. "Shocking language: understanding the macroeconomic effects of central bank communication," CAMA Working Papers 2016-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2012. "Federal Reserve Communications and Emerging Equity Markets," Southern Economic Journal, Southern Economic Association, vol. 78(3), pages 1041-1056, January.
  13. Colarossi, Silvio & Zaghini, Andrea, 2007. "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series 2007/16, Center for Financial Studies (CFS).
  14. Kamel Malik BENSAFTA & Gervasio SEMEDO, 2013. "Transmission de la volatilité et central banking : quelles réactions durant la crise des subprimes ?," LEO Working Papers / DR LEO 1694, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  15. Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers 2009/3, Magyar Nemzeti Bank (Central Bank of Hungary).
  16. Baba, Naohiko & Packer, Frank, 2009. "Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1953-1962, November.
  17. Égert, Balázs & Kočenda, Evžen, 2014. "The impact of macro news and central bank communication on emerging European forex markets," Economic Systems, Elsevier, vol. 38(1), pages 73-88.
  18. Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez Marmolejo, 2015. "Mexico’s monetary policy communication and money markets," Working Papers 1515, BBVA Bank, Economic Research Department.
  19. Stefan Eichler & Tom Lähner, 2014. "Forecast dispersion, dissenting votes, and monetary policy preferences of FOMC members: the role of individual career characteristics and political aspects," Public Choice, Springer, vol. 160(3), pages 429-453, September.
  20. Jakob de Haan & David-Jan Jansen, 2009. "The communication policy of the European Central Bank: An overview of the first decade," DNB Working Papers 212, Netherlands Central Bank, Research Department.
  21. Ales Bulir & Jaromir Hurnik & Katerina Smidkova, 2013. "Inflation Reports and Models: How Well Do Central Banks Really Write?," Working Papers 2013/03, Czech National Bank, Research Department.
  22. Drager, Lena & Lamla, Michael & Pfajfar, Damjan, 2015. "Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News," Finance and Economics Discussion Series 2015-35, Board of Governors of the Federal Reserve System (U.S.).
  23. Matthias Neuenkirch, 2014. "Federal Reserve Communications and Newswire Coverage," Working Papers CEB 14-003, ULB -- Universite Libre de Bruxelles.
  24. Hughes Hallett Andrew & Di Bartolomeo Giovanni & Acocella Nicola, 2013. "Central banks and economic policy after the crisis: What have we learned?," wp.comunite 0106, Department of Communication, University of Teramo.
  25. Jan-Egbert Sturm & Jakob de Haan, 2009. "Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB," KOF Working papers 09-236, KOF Swiss Economic Institute, ETH Zurich.
  26. Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Sciences Po publications 2014-23, Sciences Po.
  27. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy?," Working Paper Series 0695, European Central Bank.
  28. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Central bank communication in the financial crisis: Evidence from a survey of financial market participants," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 166-181.
  29. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor, 2010. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 211-247, September.
  30. Acocella, Nicola & Di Bartolomeo, Giovanni & Hughes Hallett, Andrew, 2008. "When Can Central Banks Anchor Expectations? Policy communication and controllability," CEPR Discussion Papers 7078, C.E.P.R. Discussion Papers.
  31. Kamel Malik Bensafta & Gervasio Semedo, 2014. "Transmission de la volatilité et Central-Banking," Working Papers halshs-01012058, HAL.
  32. Hayo, Bernd & Kutan, Ali M. & Neuenkirch, Matthias, 2010. "The impact of U.S. central bank communication on European and pacific equity markets," Economics Letters, Elsevier, vol. 108(2), pages 172-174, August.
  33. Elizabeth Demers & Clara Vega, 2008. "Soft information in earnings announcements: news or noise?," International Finance Discussion Papers 951, Board of Governors of the Federal Reserve System (U.S.).
  34. Hayo, Bernd & Neuenkirch, Matthias, 2010. "Do Federal Reserve communications help predict federal funds target rate decisions?," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1014-1024, December.
  35. Moessner, Richhild & Allen, William A., 2013. "Central bank swap line effectiveness during the euro area sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 167-178.
  36. Selva Demiralp & Hakan Kara & Pinar Ozlu, 2011. "Monetary Policy Communication Under Inflation Targeting : Do Words Speak Louder Than Actions?," Working Papers 1118, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  37. Ricardo Reis, 2013. "Central Bank Design," NBER Working Papers 19187, National Bureau of Economic Research, Inc.
  38. Fender, Ingo & Hayo, Bernd & Neuenkirch, Matthias, 2012. "Daily pricing of emerging market sovereign CDS before and during the global financial crisis," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2786-2794.
  39. Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2015. "Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets," Working Papers 1512, BBVA Bank, Economic Research Department.
  40. David-Jan Jansen & Jakob de Haan, 2005. "Is a Word to the Wise Indeed Enough? ECB Statements and the Predictibility of Interest Rate Decisions," DNB Working Papers 075, Netherlands Central Bank, Research Department.
  41. David-Jan Jansen, 2008. "Has the Clarity of Humphrey-Hawkins Testimonies Affected Volatility in Financial Markets?," DNB Working Papers 185, Netherlands Central Bank, Research Department.
  42. Kurov, Alexander, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, vol. 21(4), pages 175-187.
  43. Sahminan Sahminan, 2008. "Effectiveness of monetary policy communication in Indonesia and Thailand," BIS Working Papers 262, Bank for International Settlements.
  44. Büchel, Konstantin, 2013. "Do words matter? The impact of communication on the PIIGS' CDS and bond yield spreads during Europe's sovereign debt crisis," European Journal of Political Economy, Elsevier, vol. 32(C), pages 412-431.
  45. Ranaldo, Angelo & Rossi, Enzo, 2010. "The reaction of asset markets to Swiss National Bank communication," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 486-503, April.
  46. Tim Aldridge & Amy Wood, 2014. "Monetary policy decision-making and accountability structures: some cross-country comparisons," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 77, pages 15-30, March.
  47. repec:pri:cepsud:164blinder is not listed on IDEAS
  48. Alan S. Blinder, 2008. "Talking about Monetary Policy: The Virtues (and Vices?) of Central Bank Communication," Working Papers 1048, Princeton University, Department of Economics, Center for Economic Policy Studies..
  49. Mohr, Matthias, 2005. "A trend-cycle(-season) filter," Working Paper Series 0499, European Central Bank.
  50. Lamla, Michael & Dräger, Lena & Pfajfar, Damjan, 2015. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113170, Verein für Socialpolitik / German Economic Association.
  51. Conrad, Christian & Zumbach, Klaus Ulrich, 2012. "The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis," Working Papers 0536, University of Heidelberg, Department of Economics.
  52. Krieger, Kevin & Mauck, Nathan & Vasquez, Joseph, 2014. "Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements," MPRA Paper 52959, University Library of Munich, Germany.
  53. Masahiko Shibamoto, 2016. "Empirical Assessment of the Impact of Monetary Policy Communication on the Financial Market," Discussion Paper Series DP2016-19, Research Institute for Economics & Business Administration, Kobe University.
  54. Hayo, Bernd & Neuenkirch, Matthias, 2012. "Bank of Canada communication, media coverage, and financial market reactions," Economics Letters, Elsevier, vol. 115(3), pages 369-372.
  55. Böhm, Jiří & Král, Petr & Saxa, Branislav, 2012. "The Czech National Bank's monetary policy in the media," European Journal of Political Economy, Elsevier, vol. 28(3), pages 341-357.
  56. Melanie-Kristin Beck & Bernd Hayo & Matthias Neuenkirch, 2012. "Central Bank Communication and Correlation between Financial Markets: Canada and the United States," MAGKS Papers on Economics 201201, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  57. Hamza Bennani & Matthias Neuenkirch, 2014. "The (Home) Bias of European Central Bankers: New Evidence Based on Speeches," Research Papers in Economics 2014-16, University of Trier, Department of Economics.
  58. Bernd Hayo & Matthias Neuenkirch, 2012. "Domestic Or U.S. News: What Drives Canadian Financial Markets?," Economic Inquiry, Western Economic Association International, vol. 50(3), pages 690-706, 07.
  59. Adonias Evaristo Costa Filho & Fabiana Rocha, 2008. "Comunicação e política monetária no Brasil," Working Papers 08_17, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
  60. Bernd Hayo & Britta Niehof, 2011. "Identification Through Heteroscedasticity in a Multicountry and Multimarket Framework," MAGKS Papers on Economics 201124, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  61. El-Shagi, Makram & Jung, Alexander, 2013. "Does the Greenspan era provide evidence on leadership in the FOMC?," Working Paper Series 1579, European Central Bank.
  62. Hughes Hallett, Andrew & Di Bartolomeo, Giovanni & Acocella, Nicola, 2012. "A general theory of controllability and expectations anchoring for small-open economies," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 397-411.
  63. Ellen Meade, 2006. "Dissent and Disagreement on the Fed's FOMC: Understanding Regional Affiliations and limits to Transparency," DNB Working Papers 094, Netherlands Central Bank, Research Department.
  64. Jakob Haan, 2008. "The effect of ECB communication on interest rates: An assessment," The Review of International Organizations, Springer, vol. 3(4), pages 375-398, December.
  65. Chortareas, Georgios & Noikokyris, Emmanouil, 2014. "Monetary policy and stock returns under the MPC and inflation targeting," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 109-116.
  66. repec:pri:cepsud:161blinder is not listed on IDEAS
  67. Hamza Bennani, 2012. "National influences inside the ECB: an assessment from central bankers' statements," Working Papers hal-00992646, HAL.
  68. Mikael Apel & Carl Andreas Claussen & Petra Gerlach-Kristen & Petra Lennartsdotter & Øistein Røisland, 2013. "Monetary policy decisions – comparing theory and “inside” information from MPC members," Working Paper 2013/03, Norges Bank.
  69. Ehrmann, Michael & Fratzscher, Marcel, 2005. "How should central banks communicate?," Working Paper Series 0557, European Central Bank.
  70. Alicia Garcia-Herrero & Eric Girardin, 2013. "China's Monetary Policy Communication: Money Markets not only Listen, They also Understand," Working Papers 022013, Hong Kong Institute for Monetary Research.
  71. Ingo Fender & Bernd Hayo & Matthias Neuenkirch, 2011. "Daily CDS pricing in emerging markets before and during the global financial crisis," MAGKS Papers on Economics 201139, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  72. Acosta, Miguel, 2015. "FOMC Responses to Calls for Transparency," Finance and Economics Discussion Series 2015-60, Board of Governors of the Federal Reserve System (U.S.).
  73. Aleš Bulíř & Martin Čihák & David-Jan Jansen, 2013. "What Drives Clarity of Central Bank Communication About Inflation?," Open Economies Review, Springer, vol. 24(1), pages 125-145, February.
  74. Michael Lamla & Sarah M. Rupprecht, 2006. "The Impact of ECB Communication on Financial Market Expectations," KOF Working papers 06-135, KOF Swiss Economic Institute, ETH Zurich.
  75. William A Allen & Richhild Moessner, 2012. "The liquidity consequences of the euro area sovereign debt crisis," BIS Working Papers 390, Bank for International Settlements.
  76. Hansen, Stephen & McMahon, Michael, 2016. "Shocking language: Understanding the macroeconomic effects of central bank communication," Journal of International Economics, Elsevier, vol. 99(S1), pages S114-S133.
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