Transparent US monetary policy: theory and tests

C-Tier
Journal: Applied Economics
Year: 2012
Volume: 44
Issue: 7
Pages: 813-824

Authors (2)

Marc D. Hayford (not in RePEc) A. G. Malliaris (Loyola University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

In 1994, the Federal Reserve System moved to a more transparent reporting of monetary policy. This article assesses the impact of monetary policy transparency on uncertainty about future monetary policy using T-bill rate forecast dispersions and <italic>ex post</italic> forecast errors from the Survey of Professional Forecasters as a proxy for monetary policy uncertainty. The empirical findings confirm that Federal Reserve transparency has reduced the uncertainty about future monetary policy.

Technical Details

RePEc Handle
repec:taf:applec:44:y:2012:i:7:p:813-824
Journal Field
General
Author Count
2
Added to Database
2026-01-26