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Record W1530730447 · doi:10.34989/tr-86

Greater Transparency in Monetary Policy: Impact on Financial Markets

2021· preprint· en· W1530730447 on OpenAlex
Philippe Muller, Mark Zelmer

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.

Bibliographic record

VenueRePEc: Research Papers in Economics · 2021
Typepreprint
Languageen
FieldSocial Sciences
TopicCanadian Policy and Governance
Canadian institutionsBank of Canada
Fundersnot available
KeywordsTransparency (behavior)Monetary policyFinancial marketFinancial systemMonetary economicsEconomicsBusinessInternational economicsFinancePolitical science

Abstract

fetched live from OpenAlex

Measures have been taken by the Bank of Canada to increase the transparency of Canadian monetary policy. This paper examines whether the greater transparency has improved financial markets' understanding of the conduct of monetary policy. In theory, it should result in reduced conditional uncertainty because investor expectations would be formed with a superior information set. The market's response to releases of the Bank of Canada's Monetary Policy Report and to changes in the Bank's operating band for the overnight interest rate is examined. The empirical results suggest that the Bank's efforts at increasing transparency appear to have helped market participants anticipate pending monetary policy actions. Indeed, the amount of uncertainty that surrounds the Bank's actions is now broadly consistent with that reported for other major countries. The issue of whether there should be limits on the amount of transparency in the conduct of monetary policy is also explored. The paper concludes that there is possibly some merit in the Bank's providing more frequent information on its economic outlook and highlighting the uncertainty that surrounds the Bank's views. However, the paper argues against publishing the detailed results of the Bank's economic projections. It also notes that the element of surprise can be useful on occasion with respect to the Bank's operations in financial markets.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.765
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.034
GPT teacher head0.347
Teacher spread0.313 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it