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The monetary policy statement database

In: Data science in central banking

Author

Listed:
  • Cory Baird
  • Jonathan Benchimol
  • Vira Vyshnevska
  • Wook Sohn
  • Iegor Vyshnevskyi

Abstract

No abstract is available for this item.

Suggested Citation

  • Cory Baird & Jonathan Benchimol & Vira Vyshnevska & Wook Sohn & Iegor Vyshnevskyi, 2026. "The monetary policy statement database," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking, volume 67, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:67-14
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    File URL: https://www.bis.org/ifc/publ/ifcb67_14.pdf
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    References listed on IDEAS

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    1. Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 910-945, December.
    2. Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2014. "Central Bank Communication on Financial Stability," Economic Journal, Royal Economic Society, vol. 124(577), pages 701-734, June.
    3. de Haan, Jakob & Hoogduin, Lex, 2024. "ECB communication policies: An overview and comparison with the Federal Reserve," Journal of International Money and Finance, Elsevier, vol. 142(C).
    4. Picault, Matthieu & Renault, Thomas, 2017. "Words are not all created equal: A new measure of ECB communication," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 136-156.
    5. Kryvtsov, Oleksiy & Petersen, Luba, 2021. "Central bank communication that works: Lessons from lab experiments," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 760-780.
    6. Rey, Hélène, 2015. "Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence," CEPR Discussion Papers 10591, Centre for Economic Policy Research.
    7. Ehrmann, Michael & Wabitsch, Alena, 2022. "Central bank communication with non-experts – A road to nowhere?," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 69-85.
    8. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Central bank communication in the financial crisis: Evidence from a survey of financial market participants," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 166-181.
    9. Aleš Bulíř & Martin Čihák & David-Jan Jansen, 2013. "What Drives Clarity of Central Bank Communication About Inflation?," Open Economies Review, Springer, vol. 24(1), pages 125-145, February.
    10. Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2024. "Central Bank Communication with the General Public: Promise or False Hope?," Journal of Economic Literature, American Economic Association, vol. 62(2), pages 425-457, June.
    11. Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 910-945, December.
    12. Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019. "The long-run information effect of central bank communication," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 185-202.
    13. Francesca Brusa & Pavel Savor & Mungo Wilson, 2020. "One Central Bank to Rule Them All," Review of Finance, European Finance Association, vol. 24(2), pages 263-304.
    14. Benchimol, Jonathan & Kazinnik, Sophia & Saadon, Yossi, 2022. "Text mining methodologies with R: An application to central bank texts," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 8, pages 1-19.
    15. Nergiz Dincer & Barry Eichengreen & Petra Geraats, 2022. "Trends in Monetary Policy Transparency: Further Updates," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 331-348, March.
    16. Donato Masciandaro & Oana Peia & Davide Romelli, 2024. "Central bank communication and social media: From silence to Twitter," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 365-388, April.
    17. Hansen, Stephen & McMahon, Michael, 2016. "Shocking language: Understanding the macroeconomic effects of central bank communication," Journal of International Economics, Elsevier, vol. 99(S1), pages 114-133.
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    19. repec:pri:cepsud:161blinder is not listed on IDEAS
    20. Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2022. "Monetary Policy Communications and Their Effects on Household Inflation Expectations," Journal of Political Economy, University of Chicago Press, vol. 130(6), pages 1537-1584.
    21. Benchimol, Jonathan & Caspi, Itamar & Kazinnik, Sophia, 2023. "Measuring communication quality of interest rate announcements," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(1), pages 43-53.
    22. Matthieu Picault & Thomas Renault, 2017. "Words are not all created equal: A new measure of ECB communication," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03205121, HAL.
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    24. Paul De Grauwe & Yuemei Ji, 2023. "On the use of current and forward-looking data in monetary policy: a behavioural macroeconomic approach," Oxford Economic Papers, Oxford University Press, vol. 75(2), pages 526-552.
    25. Campiglio, Emanuele & Deyris, Jérôme & Romelli, Davide & Scalisi, Ginevra, 2025. "Warning words in a warming world: Central bank communication and climate change," European Economic Review, Elsevier, vol. 178(C).
    26. Stephen Morris & Hyun Song Shin, 2002. "Social Value of Public Information," American Economic Review, American Economic Association, vol. 92(5), pages 1521-1534, December.
    27. Emi Nakamura & Jón Steinsson, 2018. "High-Frequency Identification of Monetary Non-Neutrality: The Information Effect," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
    28. Michael D. Bauer & Eric T. Swanson, 2023. "An Alternative Explanation for the "Fed Information Effect"," American Economic Review, American Economic Association, vol. 113(3), pages 664-700, March.
    29. Maurice Obstfeld, 2021. "Trilemmas and Tradeoffs: Living with Financial Globalization," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 2, pages 16-84, World Scientific Publishing Co. Pte. Ltd..
    30. 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.
    31. Emanuele Campiglio & Jérôme Deyris & Davide Romelli & Ginevra Scalisi, 2025. "Warning words in a warming world: central bank communication and climate change," Working Papers hal-04978072, HAL.
    32. Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
    33. Abhishek Kumar & Sushanta Mallick & Madhusudan Mohanty & Fabrizio Zampolli, 2023. "Market Volatility, Monetary Policy and the Term Premium," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 208-237, February.
    34. Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020. "Spread the Word: International spillovers from central bank communication," Journal of International Money and Finance, Elsevier, vol. 103(C).
    35. Vyshnevskyi, Iegor & Jombo, Wytone & Sohn, Wook, 2024. "The clarity of monetary policy communication and financial market volatility in developing economies," Emerging Markets Review, Elsevier, vol. 59(C).
    36. Eijffinger, S.C.W. & Masciandaro, D., 2014. "Modern Monetary Policy and Central Bank Governance : A Story of Two Tales," Other publications TiSEM 2ecb5493-11b1-4e51-b2e5-7, Tilburg University, School of Economics and Management.
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