The long-run information effect of central bank communication

The long-run information effect of central bank communication

Why do long-run interest rates respond to central bank communication? Whereas existing explanations imply a common set of signals drives short and long-run yields, we show that news on economic uncertainty can have increasingly large effects along the yield curve. To evaluate this channel, we use th...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Hansen, S, McMahon, M, Tong, M
Fformat:	Journal article
Iaith:	English
Cyhoeddwyd:	Elsevier 2019

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