What can we learn from central bankers' words? Some nonparametric tests for the ECB
Paul Mizen
Economics Letters, 2009, vol. 103, issue 1, 29-32
Abstract:
This paper provides non-parametric tests of the correspondence between the 'words' on price stability from the ECB President's statement and future interest rate changes. It also indicates the commonality of the signal between these indicators of pressure on price stability.
Keywords: ECB; Interest; rates; Communication; Predictive; performance (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(09)00026-3
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:103:y:2009:i:1:p:29-32
Access Statistics for this article
Economics Letters is currently edited by Economics Letters Editorial Office
More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().