The term structure of monetary policy uncertainty

DOI10.1016/j.jedc.2023.104803MaRDI QIDQ6558566

A. Lee Smith, Trenton Herriford, Brent Bundick

Publication date: 19 June 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

forward guidancemonetary policy uncertaintyproxy VAR

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Generalized reduced rank tests using the singular value decomposition
• Inferring the rank of a matrix
• MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS
• High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*

This page was built for publication: The term structure of monetary policy uncertainty