Volume 16, Issue 2 March 2020

Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?

Abstract

In a large sample of countries across different geographic regions and over a long period of time, we find limited countryand variable-specific effects of central bank transparency on forecast accuracy and their dispersion among a large set of professional forecasts of financial and macroeconomic variables. More communication even increases forecast errors and dispersion.


 

Authors

  • Thomas Lustenberger
  • Enzo Rossi

JEL codes

  • C23
  • C53
  • E37
  • E58
  • D8

Other papers in this issue

Jihad Dagher and Giovanni Dell'Ariccia and Luc Laeven and Lev Ratnovski and Hui Tong

Andrea De Michelis and Thiago Ferreira and Matteo Iacoviello

Andrew J Filardo and Marco J. Lombardi and Carlos Montoro and Massimo Minesso Ferrari