The signaling effects of central bank tone

B-Tier
Journal: European Economic Review
Year: 2021
Volume: 133
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Does policymakers’ choice of words matter? We assess empirically whether the tone of FOMC statements contains useful information for financial market participants and explore the nature of the information conveyed. We quantify central bank tone using computational linguistics. We find that the tone of FOMC statements explains monetary surprises beyond FOMC information released on policy announcement days such as policymakers’ forecasts and votes. We also find that the FOMC tone matters more around monetary cycle turning points. We show that the tone of policy statements also helps predict future policy decisions. Our findings suggest that the central bank tone may be one of the vehicles allowing for some information transfer to the public.

Technical Details

RePEc Handle
repec:eee:eecrev:v:133:y:2021:i:c:s0014292121000374
Journal Field
General
Author Count
2
Added to Database
2026-01-25