The term structure of monetary policy uncertainty

DOI10.1016/J.JEDC.2023.104803MaRDI QIDQ6558566zbMATH OpenFDO

Authors Brent Bundick, Trenton Herriford, A. Lee Smith

Publication date 19 June 2024

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

Full work available at URL https://doi.org/10.1016/J.JEDC.2023.104803

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
• High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
• Inferring the rank of a matrix
• Monetary policy uncertainty and economic fluctuations

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