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Identifying Monetary Policy Shocks: A Natural Language Approach

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  2. Alexandra Piller & Marc Schranz & Larissa Schwaller, 2025. "Using Natural Language Processing to Identify Monetary Policy Shocks," Working Papers 25.05, Swiss National Bank, Study Center Gerzensee.
  3. Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025. "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series 377, European Central Bank.
  4. Arefeva, Alina & Arefyev, Nikolay, 2025. "Playing by the Taylor rules or sticking to Friedman’s policy: A new approach to monetary policy identification," Economic Modelling, Elsevier, vol. 143(C).
  5. Ca' Zorzi, Michele & Manu, Ana-Simona & Lopardo, Gianluigi, 2025. "Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally," Working Paper Series 3093, European Central Bank.
  6. Klieber, Karin & Coulombe, Philippe Goulet, 2025. "Opening the black box of local projections," Working Paper Series 3105, European Central Bank.
  7. Corsi, Fulvio & Longo, Luigi & Cordoni, Francesco, 2025. "SVAR identification with nowcasted macroeconomic data," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
  8. Bernardino Adão & Sandra Gomes & Laura Alpizar, 2025. "On how to assess the impact of monetary policy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  9. Granziera, Eleanora & Larsen, Wegard H. & Meggiorini, Greta & Melosi, Leonardo, 2025. "Speaking of Inflation : The Influence of Fed Speeches on Expectations," The Warwick Economics Research Paper Series (TWERPS) 1555, University of Warwick, Department of Economics.
  10. Milena Djourelova & Filippo Ferroni & Leonardo Melosi & Alessandro Villa, 2025. "One Fed, Many Voices: Coordinated Communication vs. Transparent Debate," Working Paper Series WP 2025-23, Federal Reserve Bank of Chicago.
  11. Granziera, Eleonora & Larsen, Vegard H. & Meggiorini, Greta & Melosi, Leonardo, 2025. "Speaking of Inflation: The Influence of Fed Speeches on Expectations," CEPR Discussion Papers 20038, Centre for Economic Policy Research.
  12. Eric Fortier, 2026. "Specification Choice in Local Projections: Evidence from Monetary Policy Shocks," Discussion Papers dp26-01, Department of Economics, Simon Fraser University.
  13. Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025. "When does Monetary Policy Matter? Policy Stance vs. Term Premium News 1," Sciences Po Economics Publications (main) hal-05481635, HAL.
  14. Kerry Xiao & Amy Zang, 2025. "Vague Knowledge: Evidence from Analyst Reports," Papers 2505.12269, arXiv.org, revised May 2025.
  15. Kanelis, Dimitrios & Kranzmann, Lars H. & Siklos, Pierre L., 2025. "The financial instability - Monetary policy nexus: Evidence from the FOMC minutes," Discussion Papers 13/2025, Deutsche Bundesbank.
  16. Nguyen, Lam, 2025. "Bayesian inference in proxy SVARs with incomplete identification: Re-evaluating the validity of monetary policy instruments," Journal of Monetary Economics, Elsevier, vol. 155(C).
  17. Mendes, Igor & da Silva Bejarano Aragón, Edilean Kleber & Silva, Marcelo E.A., 2025. "Trend inflation and weak identification in the New Keynesian Phillips curve," Economics Letters, Elsevier, vol. 255(C).
  18. Rubén Fernández-Fuertes, 2025. "Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication," BAFFI CAREFIN Working Papers 25257, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  19. Kliem, Martin & Metiu, Norbert, 2025. "Shaping the financial cycle through monetary policy," Discussion Papers 33/2025, Deutsche Bundesbank.
  20. Martin Iseringhausen & Konstantinos Theodoridis, 2025. "A survey-based measure of asymmetric macroeconomic risk in the euro area," Working Papers 68, European Stability Mechanism, revised 11 Feb 2025.
  21. Philippe Goulet Coulombe & Karin Klieber, 2025. "Opening the Black Box of Local Projections," Papers 2505.12422, arXiv.org, revised Jul 2025.
  22. Thiago Christiano Silva & Kei Moriya & Mr. Romain M Veyrune, 2025. "From Text to Quantified Insights: A Large-Scale LLM Analysis of Central Bank Communication," IMF Working Papers 2025/109, International Monetary Fund.
  23. Hiroyuki Kubota & Mototsugu Shintani, 2025. "Macroeconomic effects of monetary policy in Japan: an analysis using interest rate futures surprises," Empirical Economics, Springer, vol. 68(2), pages 783-801, February.
  24. Efrem Castelnuovo & Giovanni Pellegrino & Laust L. Særkjær, 2025. "Monetary Policy Shocks and Narrative Restrictions: Rules Matter," CESifo Working Paper Series 12246, CESifo.
  25. Philippe Goulet Coulombe, 2025. "Ordinary Least Squares as an Attention Mechanism," Papers 2504.09663, arXiv.org, revised Jan 2026.
  26. Firmin Ayivodji & Etienne Briand & Kevin Moran & Dalibor Stevanovic, 2026. "Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact," Papers 2605.15092, arXiv.org.
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