What can we learn from central bankers' words? Some nonparametric tests for the ECB

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 103
Issue: 1
Pages: 29-32

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

This paper provides non-parametric tests of the correspondence between the 'words' on price stability from the ECB President's statement and future interest rate changes. It also indicates the commonality of the signal between these indicators of pressure on price stability.

Technical Details

RePEc Handle
repec:eee:ecolet:v:103:y:2009:i:1:p:29-32
Journal Field
General
Author Count
1
Added to Database
2026-01-26