Deciphering Monetary Policy Shocks

Gnan, Phillipp; Schleritzko, Maximilian; Schmeling, Maik; Wagner, Christian

doi:10.2139/ssrn.4074113

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Leaks and Policy Announcement Effects1

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2022

2023

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Cited by 3 publications

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“…29 Gnan et al (2022) show that the 2Y maturity captures news about the policy reaction function as well as news about general economic conditions emanating from ECB policy announcements. Although a clean distinction is desirable for some applications, the precise origins of shocks emanating from central bank communication are not crucial for our analysis in this section.…”

Section: Leaks and Policy Announcement Effectsmentioning

confidence: 99%

Central Bank Communication by ??? The Economics of Public Policy Leaks

2023

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Section: Leaks and Policy Announcement Effectsmentioning

confidence: 99%

Central Bank Communication by ??? The Economics of Public Policy Leaks

2023

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“…etary policy text or central banker communication and changes to asset prices (? Handlan, 2020b;Gardner et al, 2021;Calomiris et al, 2022;Acosta, 2022;Gnan et al, 2022). Our contribution to this literature is that we approach communication as a systematic part of how monetary policy is conducted.…”

Section: Related Literaturementioning

confidence: 99%