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Displaying results 1 to 7 of 7.

  1. A parametric estimation of the policy stance from the central bank minutes
    Author: Jung, Dong Jae
    Published: 2021. 10
    Publisher:  Bank of Korea, Seoul, Korea

    I estimate the policy stance on the monetary policy rate decision, which stands for the intensity of the committee’s consensus to adjust the policy rate, with the minutes of the Bank of Korea from 1999 to May 2018. The policy stance is estimated more... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 629
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    I estimate the policy stance on the monetary policy rate decision, which stands for the intensity of the committee’s consensus to adjust the policy rate, with the minutes of the Bank of Korea from 1999 to May 2018. The policy stance is estimated more directly without relying on external dictionary information by using a parametric model that combines two observations-the text of the minutes and the actual policy rate decision, both of which are closely related to the policy stance. I also propose an algorithm matching non­consecutive collocations to improve the quality of the Korean text data. The estimated policy stance is applied into a vector-autoregression model, and shows that it improves the identification of the policy rate shock without losing many degrees of freedom. The results show one example where the text data work as an alternative to the traditional economic data, possibly even more parsimoniously and efficiently

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: BOK working paper ; no. 2021, 15
    Subjects: Monetary Policy Rate; Policy Stance; Minutes; Bank of Korea; Price Puzzle; Text Analysis; Korean Text; Multinomial Inverse Regression; Sufficient Reduction
    Scope: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  2. The Complex Crises Database
    70 years of macroeconomic crises
    Author: Bétin, Manuel; Collodel, Umberto
    Published: [2021]
    Publisher:  Paris School of Economics, Paris

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 331
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Paris School of Economics ; no 2021, 47
    Subjects: Financial crises; Narrative Economics; IMF; Text Analysis; Complexity
    Scope: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  3. Corporate disclosure
    facts or opinions?
    Author: Kogan, Shimon; Meursault, Vitaly
    Published: [2021]
    Publisher:  Research Department, Federal Reserve Bank of Philadelphia, Philadelphia, PA

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: Working papers / Research Department, Federal Reserve Bank of Philadelphia ; 21, 40 (November 2021)
    Subjects: Subjectivity; Machine Learning; NLP; Text Analysis
    Scope: 1 Online-Ressource (circa 51 Seiten), Illustrationen
  4. PEAD.txt
    post-earnings-announcement drift using text
    Author: Meursault, Vitaly; Liang, Pierre Jinghong; Routledge, Bryan R.; Scanlon, Madeline Marco
    Published: [2021]
    Publisher:  Research Department, Federal Reserve Bank of Philadelphia, Philadelphia, PA

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
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    Series: Working papers / Research Department, Federal Reserve Bank of Philadelphia ; 21, 07 (February 2021)
    Subjects: PEAD; Machine Learning; NLP; Text Analysis
    Scope: 1 Online-Ressource (circa 90 Seiten), Illustrationen
  5. Qualitative and quantitative Central Bank communications and professional forecasts: Evidence from India
    Author: Goyal, Ashima; Parab, Prashant Mehul
    Published: April 2021
    Publisher:  Indira Gandhi Institute of Development Research, Mumbai

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: [WP series / Indira Gandhi Institute of Development Research] ; WP-2021, 014
    Subjects: Inflation Expectations; Survey of Professional Forecasters; Central BankCommunications; Text Analysis
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  6. Money and ideology
    evidence from candidate manifestos
    Author: Cagé, Julia; Le Pennec-Çaldichoury, Caroline; Mougin, Elisa
    Published: 04 December 2021
    Publisher:  Centre for Economic Policy Research, London

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    Location:
    Universitätsbibliothek Mannheim
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP16774
    Subjects: Elections; Campaign finance; Corporate donations; Campaign manifestos; Ideology; Text Analysis
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  7. Extracting firms' short-term inflation expectations from the economy watchers survey using text analysis
    Author: Nakajima, Jouchi; Yamagata, Hiroaki; Okuda, Tatsushi; Katsuki, Shinnosuke; Shinohara, Takeshi
    Published: [2021]
    Publisher:  Bank of Japan, Tokyo, Japan

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Bank of Japan working paper series ; no. 21, E-12 (October 2021)
    Subjects: Inflation Expectations; Machine Learning; Text Analysis; Big Data
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen