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Central Bank information and the effects of monetary shocks. (2017). Hubert, Paul.
In: Working Papers.
RePEc:hal:wpaper:hal-03458550.

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  1. .

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  2. Issues Regarding the Use of the Policy Rate Tool. (2020). Zarutskie, Rebecca ; King, Thomas ; Campbell, Jeffrey ; Orlik, Anna .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-70.

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  3. The similarity of European central banks in terms of transparency and effectiveness. (2019). Szyszko, Magdalena ; Prochniak, Mariusz.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:14:y:2019:i:3:p:385-404.

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References

References cited by this document

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  2. BoE_ShadowRate1 Wu and Xia (2016) UK shadow rate estimated using a nonlinear term structure model.
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  3. Chen, Long, David Lesmond, and Jason Wei (2007). ‘Corporate Yield Spreads and Bond Liquidity’, Journal of Finance, 62(1), 119-149.

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  5. Garcia, René, and Jean-Sébastien Fontaine (2009). “Bond Liquidity Premia”, Review of Financial Studies, 25(4), 1207-1205.

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  8. Hu, Grace Xing, Jun Pan, and Jiang Wang (2013). “Noise as Information for Illiquidity”, Journal of Finance, 18(6).

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  10. Risa, Stefano (2001). “Nominal and inflation indexed yields: separating expected inflation and inflation risk premia”, Working Paper, Columbia University.
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  11. scottiactiv Scotti (2016) UK real-time real activity index, capturing the state of economic conditions.
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  12. scottinews Scotti (2016) UK real-time surprise index, summarizing economic data surprises.
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  13. Soderlind, Paul (2011). “Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty”, International Journal of Central Banking, 7(2), 113-133. Variable Source Description PF_h Bloomberg and Bank of England calculations Inflation expectation measures derived from inflation swaps. Instantaneous forward inflation rates for annual RPI inflation h years ahead. Monthly average of daily observations. BoE_ShadowRate Bank of England Bank Rate adjusted for internal estimates of the impact of QE.
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  14. Sterling Bank of England Effective exchange rate index, January 2005 = 100. Annual % change. CPI ONS Annual % change in the Consumer Price Index. Indpro ONS Annual real Industrial Production growth seasonally adjusted. Netlending Bank of England 12 month growth rate of monetary financial institutions' sterling net lending to private non-financial corporations (excluding the effects of securitisations and loan transfers) (SA). Housing Halifax and Nationwide Average of (SA) Halifax and Nationwide measures of average house prices. Annual % change. RPI surprises ONS and Bloomberg Difference between the outturn for annual RPI inflation in a given month and the market median forecast 1 month before.
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Cocites

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  2. Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Al-Jefri, Essam H.
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  3. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky .
    In: Sciences Po publications.
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  4. GMM Estimation of Affine Term Structure Models. (2015). Hlouskova, Jaroslava ; Sogner, Leopold .
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  5. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina .
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.