Data revisions and the effects of monetary policy volatility

DOI10.1016/J.ECONLET.2022.110520MaRDI QIDQ2158390zbMATH OpenOpenAlexFDO

Authors Hayk Kamalyan

Publication date 26 July 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110520

zbMATH Keywords

final datamonetary policy volatilityreal-time data

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Cited in

(2)

• Measuring the impact of monetary policy attention on global asset volatility using search data
• Measurement errors and monetary policy: then and now

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