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Central Bank Communications: information extraction and semantic analysis

In: Big Data

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  • Giuseppe Bruno

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  • Giuseppe Bruno, 2017. "Central Bank Communications: information extraction and semantic analysis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Big Data, volume 44, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:44-17
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    References listed on IDEAS

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    1. Carvalho, Carlos Viana de & Cordeiro, Fernando & Vargas, Juliana, 2013. "Just Words? A Quantitative Analysis of the Communication of the Central Bank of Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
    2. Scott Hendry & Alison Madeley, 2010. "Text Mining and the Information Content of Bank of Canada Communications," Staff Working Papers 10-31, Bank of Canada.
    3. repec:upd:utppwp:062 is not listed on IDEAS
    4. Kohei Kawamura & Yohei Kobashi & Masato Shizume & Kozo Ueda, 2016. "Strategic central bank communication: discourse and game-theoretic analyses of the Bank of Japan's Monthly Report," CAMA Working Papers 2016-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. repec:fgv:epgrbe:v:67:n:4:a:3 is not listed on IDEAS
    6. Paul Ormerod & Rickard Nyman & David Tuckett, 2015. "Measuring Financial Sentiment to Predict Financial Instability: A New Approach based on Text Analysis," Papers 1508.05357, arXiv.org.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Fernandez, Raul & Palma Guizar, Brenda & Rho, Caterina, 2021. "A sentiment-based risk indicator for the Mexican financial sector," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
    2. Alina Evstigneeva & Mark Sidorovskiy, 2021. "Assessment of Clarity of Bank of Russia Monetary Policy Communication by Neural Network Approach," Russian Journal of Money and Finance, Bank of Russia, vol. 80(3), pages 3-33, September.
    3. Omotosho, Babatunde S. & Tumala, Mohammed M., 2019. "A Text Mining Analysis of Central Bank Monetary Policy Communication in Nigeria," MPRA Paper 98850, University Library of Munich, Germany.
    4. Babatunde Samson Omotosho, 2020. "Central Bank Communication In Ghana: Insights From A Text Mining Analysis," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 5(1), pages 01-13, January.
    5. Omotosho, Babatunde S., 2020. "Central Bank Communication during Economic Recessions: Evidence from Nigeria," MPRA Paper 99655, University Library of Munich, Germany.

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