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This paper investigates whether uncertainty about economic policy plays a role in shaping the credibility and reputation of the central bank in the eyes of the general public. In particular, we look at the effect of policy uncertainty for the dynamics of public opinion—in terms of trust, satisfaction, and confidence—on the European Central Bank, the Bank of England, and the Bank of Japan. Estimating Bayesian VARs for the period 1999–2014, we find that shocks linked to economic policy uncertainty induce economic contractions and a relatively sharp deterioration in our measures of trust and satisfaction, which in general take longer to rebuild than economic growth.