Measuring Cross Country Monetary Policy Uncertainty

Lucas F. Husted, John Rogers and Bo Sun

No 2016-11-23, IFDP Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: In previous work, we constructed a news-based index of U.S. monetary policy uncertainty (MPU) that captures the degree of uncertainty the public perceives about Federal Reserve policy actions and their consequences. In this note, we extend that work to Canada, the Euro Area, Japan, and United Kingdom.

Date: 2016-11-23
New Economics Papers: this item is included in nep-cba, nep-ifn, nep-mac and nep-mon
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgin:2016-11-23

DOI: 10.17016/2573-2129.26

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