News and Monetary Shocks at a High Frequency

Released on by Mr.Troy Matheson
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  • News and Monetary Shocks at a High Frequency Book Detail

  • Author : Mr.Troy Matheson
  • Release Date : 2014-09-12
  • Publisher : International Monetary Fund
  • Genre : Business & Economics
  • Pages : 12
  • ISBN 13 : 1498367283
  • File Size : 67,67 MB
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News and Monetary Shocks at a High Frequency by Mr.Troy Matheson PDF Summary

Book Description: 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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