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Year of publication
Subject
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MPC 1 central bank uncertainty 1 seasonality 1 signal uncertainty 1 uncertainty index 1 word frequencies 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Dow, Sheila Christine 1 Klaes, Matthias 1 Montagnoli, Alberto 1
Institution
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Centre for Economic Research, School of Economics and Management Studies 1
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Keele Economics Research Papers 1
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RePEc 1
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Risk and Uncertainty in Central Bank Signals: An Analysis of MPC Minutes
Dow, Sheila Christine; Klaes, Matthias; Montagnoli, Alberto - Centre for Economic Research, School of Economics and … - 2007
This paper analyses the signal uncertainty implicit in the communications of the Bank of England's Monetary Policy … expressing signal uncertainty in MPC minutes may either yield proxy measures to the amount of information at the disposal of the … MPC, or offer evidence for the presence of an irreducible kind of signal uncertainty that shows up as white noise, casting …
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