Does monetary policy uncertainty moderate the transmission of policy shocks to government bond yields?

B-Tier
Journal: Journal of International Money and Finance
Year: 2025
Volume: 154
Issue: C

Authors (4)

Ying, Shan (not in RePEc) Sheen, Jeffrey (Macquarie University) Gu, Xin (not in RePEc) Wang, Ben Zhe (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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

Abstract

How does the FED’s monetary policy uncertainty generated by Federal Open Market Committee (FOMC) communications affect the impact of monetary policy shocks on market interest rates? We measure perceived monetary policy uncertainty from changes in short-term option prices around FOMC announcements and show that it is related to measures of uncertainty communicated through policy announcements and also to how policy commitment is communicated. Monetary policy uncertainty primarily moderates the impact of forward guidance shocks on long-term government bond yields. Our results suggest this moderation process is delivered through changes in the term premium component rather than the expected component of yields.

Technical Details

RePEc Handle
repec:eee:jimfin:v:154:y:2025:i:c:s0261560625000567
Journal Field
International
Author Count
4
Added to Database
2026-01-29