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A natural language processing toolbox for the National Bank of Romania

In: Data science in central banking

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  • Claudia Voicila
  • Daniel Serbu

Abstract

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Suggested Citation

  • Claudia Voicila & Daniel Serbu, 2026. "A natural language processing toolbox for the National Bank of Romania," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking, volume 67, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:67-07
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    File URL: https://www.bis.org/ifc/publ/ifcb67_07.pdf
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    References listed on IDEAS

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    1. Tatiana Evdokimova & Piroska Nagy Mohacsi & Olga Ponomarenko & Elina Ribakova, 2023. "Central banks and policy communication: How emerging markets have outperformed the Fed and ECB," Working Paper Series WP23-10, Peterson Institute for International Economics.
    2. Sebastian Doerr & Leonardo Gambacorta & José María Serena Garralda, 2021. "Big data and machine learning in central banking," BIS Working Papers 930, Bank for International Settlements.
    3. Araujo, Douglas & Bruno, Giuseppe & Marcucci, Juri & Schmidt, Rafael & Tissot, Bruno, 2023. "Machine learning applications in central banking," Journal of AI, Robotics & Workplace Automation, Henry Stewart Publications, vol. 2(3), pages 271-293, March.
    4. Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2022. "ECB Communication and its Impact on Financial Markets," Working papers 859, Banque de France.
    5. Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023. "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, vol. 39(2), pages 791-808.
    6. Tim Loughran & Bill Mcdonald, 2011. "When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks," Journal of Finance, American Finance Association, vol. 66(1), pages 35-65, February.
    7. Hector Carcel-Villanova, 2022. "Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Machine learning in central banking, volume 57, Bank for International Settlements.
    8. Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023. "Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches," Journal of Banking & Finance, Elsevier, vol. 151(C).
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