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.)
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.
New Economics Papers: this item is included in nep-cba, nep-ifn, nep-mac and nep-mon
References: Add references at CitEc
Citations: View citations in EconPapers (18) Track citations by RSS feed
Downloads: (external link)
https://www.federalreserve.gov/econresdata/notes/i ... tainty-20161123.html (text/html)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgin:2016-11-23
Access Statistics for this paper
More papers in IFDP Notes from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC.
Bibliographic data for series maintained by ().