Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches

B-Tier
Journal: Journal of Banking & Finance
Year: 2023
Volume: 151
Issue: C

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

This paper studies the informational content of speeches of Fed officials, focusing on financial stability, from 1997 to 2018. We construct indicators that measure the intensity and tone of this topic for both Governors and FRB presidents. When added to a standard forward-looking Taylor rule, a higher topic intensity or negative tone is associated with more monetary policy accommodation than implied by the state of the economy. Our results are mainly driven by the sample prior to the global financial crisis and the information in speeches of FRB presidents. We discuss several channels to account for these findings.

Technical Details

RePEc Handle
repec:eee:jbfina:v:151:y:2023:i:c:s0378426623000456
Journal Field
Finance
Author Count
3
Added to Database
2026-01-26