Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5058861 | Economics Letters | 2014 | 4 Pages |
Abstract
Quarterly central bank projections regarding future interest rate decisions may become stale when new information enters the market. Using data from New Zealand, we find the predicted time-varying and state-dependent effects of interest rate projections on market expectations and uncertainty.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Gunda-Alexandra Detmers, Dieter Nautz,