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This paper introduces a transparent framework to identify the informationalcontent of FOMC announcements. We do so by modelling the expectations of theFOMC and private sector agents using state of the art computational linguistictools on both FOMC statements and New York Times articles. We identify theinformational content of FOMC announcements as the projection of high frequencymovements in financial assets onto differences in expectations. Our recoveredseries is intuitively reasonable and shows that information disclosure has asignificant impact on the yields of short-term government bonds.

It's not always about the money, sometimes it's about sending a message: Evidence of Informational Content in Monetary Policy Announcements