News and Monetary Shocks at a High Frequency: A Simple Approach
Author:   Troy Matheson ,  Emil Stavrev
Publisher:   International Monetary Fund
ISBN:  

9781322180953


Pages:   13
Publication Date:   01 January 2014
Format:   Electronic book text
Availability:   Available To Order   Availability explained
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News and Monetary Shocks at a High Frequency: A Simple Approach


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Overview

We develop a simple approach to identify economic news and monetary shocks at a high frequency. The approach is used to examine financial market developments in the United States following the Federal Reserve’s May 22, 2013 taper talk suggesting that it would begin winding down its quantitative easing program. Our findings show that the sharp rise in 10-year Treasury bond yields immediately after the taper talk was largely due to monetary shocks, with positive economic news becoming increasingly important in subsequent months.

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Author:   Troy Matheson ,  Emil Stavrev
Publisher:   International Monetary Fund
Imprint:   International Monetary Fund
ISBN:  

9781322180953


ISBN 10:   1322180954
Pages:   13
Publication Date:   01 January 2014
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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