Search Results - subject:"ECB communication"

ECB's communication and the yield curve : core versus periphery effects

Fendel, Ralf; Neugebauer, Frederik; Kilinc, Mustafa - In: Applied economics letters 28 (2021) 8, pp. 630-634

Persistent link: https://www.econbiz.de/10012501561

Does ECB Communication Help in Predicting its Interest Rate Decisions?

Jansen, David-Jan; Haan, Jakob de - CESifo - 2006

We examine the usefulness of communication by the European Central Bank for predicting its interest rate decisions. We use ordered probit models based on the Taylor rule which we estimate using statements by ECB officials as well as macroeconomic variables. Statements by ECB officials on the...

Persistent link: https://www.econbiz.de/10005406103

The importance of the wording of the ECB

Rosa, Carlo; Verga, Giovanni - London School of Economics (LSE) - 2005

This paper analyses the ECB communication, focusing in particular on its transparency dimension. We posit that if the …

Persistent link: https://www.econbiz.de/10010745720

The Importance of the Wording of the ECB

Rosa, Carlo; Verga, Giovanni - Centre for Economic Performance, LSE - 2005

This paper analyses the ECB communication, focusing in particular on its transparency dimension. We posit that if the … Giovanni Verga Abstract This paper analyses the ECB communication, focusing in particular on its transparency …. Keywords: ECB communication, transparency, monetary policy forecast, empirical reaction function, Euribor rate curve JEL …

Persistent link: https://www.econbiz.de/10005670431

Central bank communication, ambiguity and market interest rates : a case study

Di Giorgio, Carlo; Rossi, Enzo - In: Modern economy 3 (2012) 3, pp. 295-301

Persistent link: https://www.econbiz.de/10009705394

Providing Content for ECB Announcements

ROSA, Carlo - In: Rivista Internazionale di Scienze Sociali 115 (2007) 4, pp. 525-546

This paper proposes a new objective methodology for analysing the verbatim transcripts of central bank announcements. I apply a statistical method based on locally recurring word patterns, the descending hierarchical classification algorithm, to identify the characteristic themes of the monthly...

Persistent link: https://www.econbiz.de/10010786763